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DXJS vs. FJSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXJS vs. FJSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Fidelity Japan Smaller Companies Fund (FJSCX). The values are adjusted to include any dividend payments, if applicable.

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DXJS vs. FJSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
17.27%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
FJSCX
Fidelity Japan Smaller Companies Fund
2.44%26.43%8.03%15.15%-14.49%-0.36%4.80%22.00%-15.98%34.56%

Returns By Period

In the year-to-date period, DXJS achieves a 17.27% return, which is significantly higher than FJSCX's 2.44% return. Over the past 10 years, DXJS has outperformed FJSCX with an annualized return of 16.61%, while FJSCX has yielded a comparatively lower 7.96% annualized return.


DXJS

1D
2.03%
1M
-5.12%
YTD
17.27%
6M
31.32%
1Y
58.83%
3Y*
34.47%
5Y*
22.94%
10Y*
16.61%

FJSCX

1D
-0.75%
1M
-12.79%
YTD
2.44%
6M
3.83%
1Y
25.97%
3Y*
15.13%
5Y*
6.63%
10Y*
7.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXJS vs. FJSCX - Expense Ratio Comparison

DXJS has a 0.58% expense ratio, which is lower than FJSCX's 0.91% expense ratio.


Return for Risk

DXJS vs. FJSCX — Risk / Return Rank

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

DXJS
DXJS Risk / Return Rank: 9797
Overall Rank
DXJS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DXJS Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXJS Omega Ratio Rank: 9696
Omega Ratio Rank
DXJS Calmar Ratio Rank: 9797
Calmar Ratio Rank
DXJS Martin Ratio Rank: 9797
Martin Ratio Rank

FJSCX
FJSCX Risk / Return Rank: 7373
Overall Rank
FJSCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FJSCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FJSCX Omega Ratio Rank: 6565
Omega Ratio Rank
FJSCX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FJSCX Martin Ratio Rank: 7373
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.

DXJS vs. FJSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Fidelity Japan Smaller Companies Fund (FJSCX). 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.


DXJSFJSCXDifference

Sharpe ratio

Return per unit of total volatility

2.81

1.32

+1.49

Sortino ratio

Return per unit of downside risk

3.53

1.81

+1.72

Omega ratio

Gain probability vs. loss probability

1.48

1.24

+0.24

Calmar ratio

Return relative to maximum drawdown

4.69

1.80

+2.89

Martin ratio

Return relative to average drawdown

19.87

6.91

+12.96

DXJS vs. FJSCX - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 2.81, which is higher than the FJSCX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of DXJS and FJSCX, 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


DXJSFJSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

1.32

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.29

0.39

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.51

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.29

+0.45

Correlation

The correlation between DXJS and FJSCX is 0.61, 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

DXJS vs. FJSCX - Dividend Comparison

DXJS's dividend yield for the trailing twelve months is around 1.62%, less than FJSCX's 17.20% yield.


TTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
1.62%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
FJSCX
Fidelity Japan Smaller Companies Fund
17.20%17.62%4.54%2.82%0.05%12.01%1.59%7.13%5.55%3.91%2.83%1.43%

Drawdowns

DXJS vs. FJSCX - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, smaller than the maximum FJSCX drawdown of -71.42%. Use the drawdown chart below to compare losses from any high point for DXJS and FJSCX.


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Drawdown Indicators


DXJSFJSCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-71.42%

+32.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.79%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.49%

-29.74%

+13.25%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-32.10%

-7.20%

Current Drawdown

Current decline from peak

-5.55%

-12.79%

+7.24%

Average Drawdown

Average peak-to-trough decline

-6.54%

-26.78%

+20.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.34%

-0.45%

Volatility

DXJS vs. FJSCX - Volatility Comparison

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Fidelity Japan Smaller Companies Fund (FJSCX) have volatilities of 7.98% and 8.06%, 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.


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Volatility by Period


DXJSFJSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

8.06%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

13.93%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

18.78%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

16.97%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

15.81%

+4.07%