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DNL vs. PRJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNL vs. PRJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and T. Rowe Price Japan Fund (PRJPX). The values are adjusted to include any dividend payments, if applicable.

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DNL vs. PRJPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
-2.01%17.03%-0.61%17.00%-22.38%16.14%18.22%36.23%-14.76%31.11%
PRJPX
T. Rowe Price Japan Fund
-2.51%32.21%6.13%2.02%-27.37%-11.03%34.60%27.56%-12.24%32.06%

Returns By Period

In the year-to-date period, DNL achieves a -2.01% return, which is significantly higher than PRJPX's -2.51% return. Over the past 10 years, DNL has outperformed PRJPX with an annualized return of 8.10%, while PRJPX has yielded a comparatively lower 7.14% annualized return.


DNL

1D
3.65%
1M
-7.91%
YTD
-2.01%
6M
0.32%
1Y
15.31%
3Y*
6.44%
5Y*
2.92%
10Y*
8.10%

PRJPX

1D
-0.15%
1M
-14.17%
YTD
-2.51%
6M
1.32%
1Y
21.16%
3Y*
10.18%
5Y*
-1.24%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DNL vs. PRJPX - Expense Ratio Comparison

DNL has a 0.58% expense ratio, which is lower than PRJPX's 1.05% expense ratio.


Return for Risk

DNL vs. PRJPX — Risk / Return Rank

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

DNL
DNL Risk / Return Rank: 4545
Overall Rank
DNL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DNL Sortino Ratio Rank: 4646
Sortino Ratio Rank
DNL Omega Ratio Rank: 4242
Omega Ratio Rank
DNL Calmar Ratio Rank: 4747
Calmar Ratio Rank
DNL Martin Ratio Rank: 4646
Martin Ratio Rank

PRJPX
PRJPX Risk / Return Rank: 4848
Overall Rank
PRJPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRJPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRJPX Omega Ratio Rank: 4545
Omega Ratio Rank
PRJPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRJPX Martin Ratio Rank: 4444
Martin Ratio Rank
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.

DNL vs. PRJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) and T. Rowe Price Japan Fund (PRJPX). 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.


DNLPRJPXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.98

-0.20

Sortino ratio

Return per unit of downside risk

1.22

1.43

-0.21

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.16

1.22

-0.06

Martin ratio

Return relative to average drawdown

4.21

4.49

-0.28

DNL vs. PRJPX - Sharpe Ratio Comparison

The current DNL Sharpe Ratio is 0.78, which is comparable to the PRJPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DNL and PRJPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DNLPRJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.98

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.07

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.41

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.16

+0.08

Correlation

The correlation between DNL and PRJPX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DNL vs. PRJPX - Dividend Comparison

DNL's dividend yield for the trailing twelve months is around 1.87%, less than PRJPX's 15.03% yield.


TTM20252024202320222021202020192018201720162015
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.87%2.06%2.30%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%
PRJPX
T. Rowe Price Japan Fund
15.03%14.65%4.82%1.71%6.94%5.42%2.59%2.62%7.56%0.33%0.70%1.05%

Drawdowns

DNL vs. PRJPX - Drawdown Comparison

The maximum DNL drawdown since its inception was -44.53%, smaller than the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for DNL and PRJPX.


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Drawdown Indicators


DNLPRJPXDifference

Max Drawdown

Largest peak-to-trough decline

-44.53%

-68.26%

+23.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-15.11%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-44.42%

+9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-45.44%

+10.59%

Current Drawdown

Current decline from peak

-9.22%

-15.05%

+5.83%

Average Drawdown

Average peak-to-trough decline

-10.24%

-26.85%

+16.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

4.10%

-0.67%

Volatility

DNL vs. PRJPX - Volatility Comparison

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL) has a higher volatility of 9.11% compared to T. Rowe Price Japan Fund (PRJPX) at 8.47%. This indicates that DNL's price experiences larger fluctuations and is considered to be riskier than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNLPRJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

8.47%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

13.97%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.69%

20.46%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

18.91%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

17.52%

+1.00%