DFRSX vs. DFJSX
DFRSX (DFA Asia Pacific Small Company) and DFJSX (DFA Japanese Small Company Portfolio) are both mutual funds - DFRSX is a Asia Pacific Equities fund managed by Dimensional, while DFJSX is a Japan Equities fund managed by Dimensional. Over the past 10 years, DFRSX returned 6.08%/yr vs 8.79%/yr for DFJSX. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.42% expense ratio.
Performance
DFRSX vs. DFJSX - Performance Comparison
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Returns By Period
In the year-to-date period, DFRSX achieves a 0.19% return, which is significantly lower than DFJSX's 14.77% return. Over the past 10 years, DFRSX has underperformed DFJSX with an annualized return of 6.08%, while DFJSX has yielded a comparatively higher 8.79% annualized return.
DFRSX
- 1D
- 0.70%
- 1M
- -2.67%
- 6M
- -2.71%
- YTD
- 0.19%
- 1Y
- 16.83%
- 3Y*
- 12.52%
- 5Y*
- 3.40%
- 10Y*
- 6.08%
DFJSX
- 1D
- 0.12%
- 1M
- 1.85%
- 6M
- 10.81%
- YTD
- 14.77%
- 1Y
- 30.47%
- 3Y*
- 19.76%
- 5Y*
- 9.84%
- 10Y*
- 8.79%
DFRSX vs. DFJSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFRSX DFA Asia Pacific Small Company | 0.19% | 34.73% | 0.27% | 3.99% | -16.96% | 12.59% | 14.24% | 13.30% | -15.48% | 25.17% |
DFJSX DFA Japanese Small Company Portfolio | 14.77% | 31.65% | 4.35% | 17.08% | -11.36% | -0.39% | 3.78% | 18.23% | -19.56% | 35.69% |
Correlation
The correlation between DFRSX and DFJSX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | 0.47 |
The correlation between DFRSX and DFJSX shifts across timeframes, from 0.47 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DFRSX vs. DFJSX — Risk / Return Rank
DFRSX
DFJSX
DFRSX vs. DFJSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Asia Pacific Small Company (DFRSX) and DFA Japanese Small Company Portfolio (DFJSX). 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.
| DFRSX | DFJSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.40 | -1.14 |
| Martin ratioReturn relative to average drawdown | 3.34 | 7.38 | -4.04 |
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Drawdowns
DFRSX vs. DFJSX - Drawdown Comparison
The maximum DFRSX drawdown since its inception was -69.06%, smaller than the maximum DFJSX drawdown of -76.17%. Use the drawdown chart below to compare losses from any high point for DFRSX and DFJSX.
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Drawdown Indicators
| DFRSX | DFJSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -76.17% | +7.11% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -12.53% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -13.31% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -31.39% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -46.25% | -40.32% | -5.93% |
Current DrawdownCurrent decline from peak | -9.89% | -2.37% | -7.52% |
Average DrawdownAverage peak-to-trough decline | -17.19% | -30.02% | +12.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 4.06% | +1.27% |
Volatility
DFRSX vs. DFJSX - Volatility Comparison
The current volatility for DFA Asia Pacific Small Company (DFRSX) is 5.24%, while DFA Japanese Small Company Portfolio (DFJSX) has a volatility of 5.96%. This indicates that DFRSX experiences smaller price fluctuations and is considered to be less risky than DFJSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFRSX | DFJSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.96% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 13.31% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 16.84% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 16.27% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 16.59% | +0.44% |
DFRSX vs. DFJSX - Expense Ratio Comparison
Both DFRSX and DFJSX have an expense ratio of 0.42%.
Dividends
DFRSX vs. DFJSX - Dividend Comparison
DFRSX's dividend yield for the trailing twelve months is around 4.91%, more than DFJSX's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFJSX DFA Japanese Small Company Portfolio | 3.04% | 3.49% | 3.16% | 6.45% | 5.44% | 5.26% | 2.14% | 3.98% | 7.50% | 2.41% | 1.97% | 1.38% |
DFRSX DFA Asia Pacific Small Company | 4.91% | 4.92% | 4.66% | 4.70% | 9.99% | 12.82% | 2.91% | 4.56% | 3.48% | 4.01% | 3.79% | 3.96% |
Frequently Asked Questions
DFRSX and DFJSX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFJSX has higher volatility (5.96%) compared to DFRSX (5.24%). In terms of maximum drawdown, DFRSX dropped -69.06% vs DFJSX's -76.17%.
DFJSX currently has the higher Sharpe Ratio (1.79 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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