PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DXJS vs. FTLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DXJS vs. FTLF

Last updated Jun 24, 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 16.84%/yr vs 52.21%/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.

Loading charts...

Returns By Period

In the year-to-date period, DXJS achieves a 23.30% return, which is significantly higher than FTLF's -27.17% return. Over the past 10 years, DXJS has underperformed FTLF with an annualized return of 16.84%, while FTLF has yielded a comparatively higher 52.21% annualized return.

DXJS

1D
-2.83%
1M
-1.82%
YTD
23.30%
6M
24.16%
1Y
59.61%
3Y*
33.69%
5Y*
24.61%
10Y*
16.84%

FTLF

1D
9.42%
1M
17.68%
YTD
-27.17%
6M
-27.39%
1Y
-8.78%
3Y*
11.36%
5Y*
20.06%
10Y*
52.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXJS vs. FTLF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		23.30%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%
FTLF
FitLife Brands Inc. Common Stock		-27.17%-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 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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 Jun 28, 2013

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Japan Hedged SmallCap Equity Fund

FitLife Brands Inc. Common Stock

Often compared with DXJS:
DXJS vs. DXJDXJS vs. DFJDXJS vs. FXYDXJS vs. GSJYDXJS vs. FJSCXDXJS vs. SHDXJS vs. PRIJ.L
Often compared with FTLF:
FTLF vs. NVOFTLF vs. CDNSFTLF vs. KLACFTLF vs. TSLAFTLF vs. GDEFTLF vs. HSBCFTLF vs. PWR

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FTLF
FTLF Risk / Return Rank: 3636
Overall Rank
FTLF Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 3535
Sortino Ratio Rank
FTLF Omega Ratio Rank: 3535
Omega Ratio Rank
FTLF Calmar Ratio Rank: 3838
Calmar Ratio Rank
FTLF Martin Ratio Rank: 3737
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. 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.

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.

DXJSFTLFDifference
Sharpe ratioReturn per unit of total volatility
3.08
-0.16

+3.25

Sortino ratioReturn per unit of downside risk
4.03
0.14

+3.89

Omega ratioGain probability vs. loss probability

1.51

1.02

+0.50

Calmar ratioReturn relative to maximum drawdown

6.24

-0.15

+6.39

Martin ratioReturn relative to average drawdown

22.10

-0.30

+22.40

DXJS vs. FTLF - Sharpe Ratio Comparison

The current DXJS Sharpe Ratio is 3.08, which is higher than the FTLF Sharpe Ratio of -0.16. 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.

Loading charts...

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.

Loading charts...

Drawdown Indicators

DXJSFTLFDifference

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

-6.44%

-42.92%

+36.48%

Average Drawdown

Average peak-to-trough decline

-6.49%

-70.86%

+64.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

29.24%

-26.47%

Volatility

DXJS vs. FTLF - Volatility Comparison

The current volatility for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) is 5.19%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 21.57%. 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.

Loading charts...

Volatility by Period

DXJSFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

21.57%

-16.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

40.25%

-24.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

53.82%

-33.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

45.91%

-27.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

305.95%

-286.23%

Dividends

DXJS vs. FTLF - Dividend Comparison

Neither DXJS nor FTLF has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		1.54%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

DXJS and FTLF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLF has higher volatility (21.57%) compared to DXJS (5.19%). In terms of maximum drawdown, DXJS dropped -39.30% vs FTLF's -99.68%.

DXJS currently has the higher Sharpe Ratio (3.08 vs -0.16), 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.

Portfolio Optimizer

Find the right allocation for DXJS and FTLF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer