DXJS vs. FTLF

Last updated Jun 4, 2026

DXJS (WisdomTree Japan Hedged SmallCap Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged SmallCap Equity Index, while FTLF (FitLife Brands Inc. Common Stock) is a stock. Over the past 10 years, DXJS returned 17.36%/yr vs 49.13%/yr for FTLF. At a 0.03 correlation, their price movements are largely independent.

Performance

DXJS vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and FitLife Brands Inc. Common Stock (FTLF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXJS achieves a 26.16% return, which is significantly higher than FTLF's -38.54% return. Over the past 10 years, DXJS has underperformed FTLF with an annualized return of 17.36%, while FTLF has yielded a comparatively higher 49.13% annualized return.

DXJS

• 1D: -0.02%
• 1M: 2.99%
• YTD: 26.16%
• 6M: 32.96%
• 1Y: 64.97%
• 3Y*: 34.91%
• 5Y*: 25.18%
• 10Y*: 17.36%

FTLF

• 1D: 2.88%
• 1M: 3.63%
• YTD: -38.54%
• 6M: -43.44%
• 1Y: -30.26%
• 3Y*: 7.72%
• 5Y*: 17.32%
• 10Y*: 49.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJS vs. FTLF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DXJS WisdomTree Japan Hedged SmallCap Equity Fund	26.16%	37.08%	20.70%	38.96%	5.02%	11.66%	-3.22%	18.24%	-18.69%	29.56%
FTLF FitLife Brands Inc. Common Stock	-38.54%	-0.18%	70.68%	19.75%	-0.31%	196.30%	53.19%	3,182.89%	78.96%	-74.74%

Correlation

The correlation between DXJS and FTLF is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jul 1, 2013	0.03

Return for Risk

DXJS vs. FTLF — Risk / Return Rank

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

DXJS

DXJS Risk / Return Rank: 91
DXJS Sharpe Ratio Rank: 92
DXJS Sortino Ratio Rank: 91
DXJS Omega Ratio Rank: 87
DXJS Calmar Ratio Rank: 93
DXJS Martin Ratio Rank: 92

FTLF

FTLF Risk / Return Rank: 18
FTLF Sharpe Ratio Rank: 15
FTLF Sortino Ratio Rank: 17
FTLF Omega Ratio Rank: 17
FTLF Calmar Ratio Rank: 22
FTLF Martin Ratio Rank: 17

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. FTLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and FitLife Brands Inc. Common Stock (FTLF). 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.

	DXJS	FTLF	Difference
Sharpe ratio: Return per unit of total volatility	3.33	-0.60	+3.93
Sortino ratio: Return per unit of downside risk	4.34	-0.66	+5.00
Omega ratio: Gain probability vs. loss probability	1.55	0.92	+0.63
Calmar ratio: Return relative to maximum drawdown	6.65	-0.53	+7.18
Martin ratio: Return relative to average drawdown	23.90	-1.11	+25.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXJS vs. FTLF - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 3.33, which is higher than the FTLF Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of DXJS and FTLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DXJS	FTLF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.33	-0.60	+3.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.40	0.39	+1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.16	+0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.02	+0.74

Drawdowns

DXJS vs. FTLF - Drawdown Comparison

The maximum DXJS drawdown since its inception was -39.30%, smaller than the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for DXJS and FTLF.

Drawdown Indicators

	DXJS	FTLF	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	-99.68%	+60.38%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	-57.23%	+47.41%
Max Drawdown (3Y) Largest decline over 3 years	-16.49%	-57.23%	+40.74%
Max Drawdown (5Y) Largest decline over 5 years	-16.49%	-57.23%	+40.74%
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	-89.06%	+49.76%
Current Drawdown Current decline from peak	-4.27%	-51.83%	+47.56%
Average Drawdown Average peak-to-trough decline	-6.49%	-70.94%	+64.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	27.23%	-24.50%

Volatility

DXJS vs. FTLF - Volatility Comparison

The current volatility for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) is 5.08%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 16.09%. This indicates that DXJS experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXJS	FTLF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	16.09%	-11.01%
Volatility (6M) Calculated over the trailing 6-month period	15.39%	36.44%	-21.05%
Volatility (1Y) Calculated over the trailing 1-year period	19.64%	50.79%	-31.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.05%	45.19%	-27.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.71%	305.85%	-286.14%

Dividends

DXJS vs. FTLF - Dividend Comparison

DXJS's dividend yield for the trailing twelve months is around 1.50%, while FTLF has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXJS WisdomTree Japan Hedged SmallCap Equity Fund	1.50%	1.78%	4.02%	2.71%	2.63%	2.96%	3.04%	2.17%	2.06%	1.53%	1.66%	3.61%
FTLF FitLife Brands Inc. Common Stock	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DXJS and FTLF in my portfolio?

DXJS and FTLF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DXJS or FTLF?

FTLF has higher volatility (16.09%) compared to DXJS (5.08%). In terms of maximum drawdown, DXJS dropped -39.30% vs FTLF's -99.68%.

Which has better risk-adjusted returns?

DXJS currently has the higher Sharpe Ratio (3.33 vs -0.60), 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.