DFJSX vs. RMBPX

Last updated Jun 24, 2026

DFJSX (DFA Japanese Small Company Portfolio) and RMBPX (RMB Japan Fund) are both Japan Equities funds. A 0.77 correlation means they provide meaningful diversification when combined. DFJSX charges 0.42%/yr vs 1.30%/yr for RMBPX.

Performance

DFJSX vs. RMBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Japanese Small Company Portfolio (DFJSX) and RMB Japan Fund (RMBPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFJSX

• 1D: 0.06%
• 1M: 2.06%
• YTD: 15.40%
• 6M: 15.32%
• 1Y: 34.37%
• 3Y*: 21.03%
• 5Y*: 10.29%
• 10Y*: 9.42%

RMBPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFJSX vs. RMBPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DFJSX DFA Japanese Small Company Portfolio	15.40%	31.65%	4.35%	17.08%	-11.36%	-0.39%	3.78%	18.23%	-23.07%
RMBPX RMB Japan Fund	0.00%	-0.24%	-14.03%	19.33%	-14.50%	-2.65%	13.06%	17.64%	-17.62%

Correlation

The correlation between DFJSX and RMBPX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jan 12, 2018	0.77

The correlation between DFJSX and RMBPX shifts across timeframes, from 0.57 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DFJSX vs. RMBPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFJSX

DFJSX Risk / Return Rank: 58
DFJSX Sharpe Ratio Rank: 65
DFJSX Sortino Ratio Rank: 63
DFJSX Omega Ratio Rank: 60
DFJSX Calmar Ratio Rank: 60
DFJSX Martin Ratio Rank: 44

RMBPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFJSX vs. RMBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and RMB Japan Fund (RMBPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFJSX	RMBPX	Difference
Sharpe ratio: Return per unit of total volatility	2.18	—	—
Sortino ratio: Return per unit of downside risk	3.04	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	2.84	—	—
Martin ratio: Return relative to average drawdown	8.84	—	—

Drawdowns

Drawdown Indicators

	DFJSX	RMBPX	Difference
Max Drawdown Largest peak-to-trough decline	-76.17%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.32%	—	—
Current Drawdown Current decline from peak	-1.83%	—	—
Average Drawdown Average peak-to-trough decline	-30.06%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.00%	—	—

Volatility

Volatility by Period

	DFJSX	RMBPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	—	—

DFJSX vs. RMBPX - Expense Ratio Comparison

DFJSX has a 0.42% expense ratio, which is lower than RMBPX's 1.30% expense ratio.

Dividends

DFJSX vs. RMBPX - Dividend Comparison

DFJSX's dividend yield for the trailing twelve months is around 3.02%, while RMBPX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFJSX DFA Japanese Small Company Portfolio	3.02%	3.49%	3.16%	6.45%	5.44%	5.26%	2.14%	3.98%	7.50%	2.41%	1.97%	1.38%
RMBPX RMB Japan Fund	0.00%	0.00%	3.28%	4.43%	1.04%	8.11%	0.29%	1.15%	0.36%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFJSX and RMBPX in my portfolio?

DFJSX and RMBPX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.