DXJS vs. AVDV
Compare and contrast key facts about WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Avantis International Small Cap Value ETF (AVDV).
DXJS and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXJS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged SmallCap Equity Index. It was launched on Jun 28, 2013. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXJS or AVDV.
Key characteristics
| DXJS | AVDV | |
|---|---|---|
| YTD Return | 16.06% | 7.77% |
| 1Y Return | 20.65% | 20.13% |
| 3Y Return (Ann) | 19.14% | 3.11% |
| 5Y Return (Ann) | 13.35% | 7.55% |
| Sharpe Ratio | 1.13 | 1.40 |
| Sortino Ratio | 1.48 | 1.95 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 1.22 | 2.05 |
| Martin Ratio | 5.23 | 8.01 |
| Ulcer Index | 3.85% | 2.55% |
| Daily Std Dev | 17.91% | 14.59% |
| Max Drawdown | -39.29% | -43.01% |
| Current Drawdown | -3.40% | -7.02% |
Correlation
The correlation between DXJS and AVDV is 0.60, 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.
Performance
DXJS vs. AVDV - Performance Comparison
In the year-to-date period, DXJS achieves a 16.06% return, which is significantly higher than AVDV's 7.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DXJS vs. AVDV - Expense Ratio Comparison
DXJS has a 0.58% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
DXJS vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Avantis International Small Cap Value ETF (AVDV). 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
DXJS vs. AVDV - Dividend Comparison
DXJS's dividend yield for the trailing twelve months is around 2.06%, less than AVDV's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 2.06% | 2.71% | 2.63% | 2.96% | 3.04% | 2.16% | 2.06% | 1.53% | 1.66% | 3.99% | 8.65% | 0.21% |
AVDV Avantis International Small Cap Value ETF | 3.13% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DXJS vs. AVDV - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.29%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DXJS and AVDV. For additional features, visit the drawdowns tool.
Volatility
DXJS vs. AVDV - Volatility Comparison
WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 4.02% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.