DFJSX vs. SMH
Compare and contrast key facts about DFA Japanese Small Company Portfolio (DFJSX) and VanEck Vectors Semiconductor ETF (SMH).
DFJSX is managed by Dimensional Fund Advisors LP. It was launched on Jan 30, 1986. SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFJSX or SMH.
Correlation
The correlation between DFJSX and SMH is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DFJSX vs. SMH - Performance Comparison
Key characteristics
DFJSX:
0.46
SMH:
0.74
DFJSX:
0.76
SMH:
1.17
DFJSX:
1.09
SMH:
1.15
DFJSX:
0.34
SMH:
1.09
DFJSX:
1.57
SMH:
2.49
DFJSX:
4.83%
SMH:
10.83%
DFJSX:
16.40%
SMH:
36.28%
DFJSX:
-81.51%
SMH:
-83.29%
DFJSX:
-13.17%
SMH:
-10.73%
Returns By Period
In the year-to-date period, DFJSX achieves a 2.87% return, which is significantly lower than SMH's 3.23% return. Over the past 10 years, DFJSX has underperformed SMH with an annualized return of 3.96%, while SMH has yielded a comparatively higher 25.61% annualized return.
DFJSX
2.87%
3.62%
-0.43%
6.53%
3.11%
3.96%
SMH
3.23%
-6.43%
1.09%
19.61%
28.96%
25.61%
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DFJSX vs. SMH - Expense Ratio Comparison
DFJSX has a 0.42% expense ratio, which is higher than SMH's 0.35% expense ratio.
Risk-Adjusted Performance
DFJSX vs. SMH — Risk-Adjusted Performance Rank
DFJSX
SMH
DFJSX vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Japanese Small Company Portfolio (DFJSX) and VanEck Vectors Semiconductor ETF (SMH). 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.
Dividends
DFJSX vs. SMH - Dividend Comparison
DFJSX's dividend yield for the trailing twelve months is around 3.07%, more than SMH's 0.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 3.07% | 3.16% | 4.68% | 1.28% | 2.20% | 2.14% | 2.44% | 1.30% | 2.41% | 1.96% | 1.38% | 1.64% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
Drawdowns
DFJSX vs. SMH - Drawdown Comparison
The maximum DFJSX drawdown since its inception was -81.51%, roughly equal to the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for DFJSX and SMH. For additional features, visit the drawdowns tool.
Volatility
DFJSX vs. SMH - Volatility Comparison
The current volatility for DFA Japanese Small Company Portfolio (DFJSX) is 3.84%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 12.51%. This indicates that DFJSX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.