DXJS vs. PRPFX
Compare and contrast key facts about WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Permanent Portfolio Permanent Portfolio (PRPFX).
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. PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982.
Performance
DXJS vs. PRPFX - Performance Comparison
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DXJS vs. PRPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRPFX Permanent Portfolio Permanent Portfolio | 2.72% | 28.78% | 19.36% | 11.96% | -5.48% | 10.87% | 18.80% | 19.20% | -7.02% | 11.42% |
Returns By Period
In the year-to-date period, DXJS achieves a 17.27% return, which is significantly higher than PRPFX's 2.72% return. Over the past 10 years, DXJS has outperformed PRPFX with an annualized return of 16.61%, while PRPFX has yielded a comparatively lower 10.84% 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%
PRPFX
- 1D
- -0.31%
- 1M
- -7.34%
- YTD
- 2.72%
- 6M
- 8.96%
- 1Y
- 25.00%
- 3Y*
- 19.97%
- 5Y*
- 12.20%
- 10Y*
- 10.84%
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DXJS vs. PRPFX - Expense Ratio Comparison
DXJS has a 0.58% expense ratio, which is lower than PRPFX's 0.81% expense ratio.
Return for Risk
DXJS vs. PRPFX — Risk / Return Rank
DXJS
PRPFX
DXJS vs. PRPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) and Permanent Portfolio Permanent Portfolio (PRPFX). 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 | PRPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.81 | 1.86 | +0.95 |
Sortino ratioReturn per unit of downside risk | 3.53 | 2.31 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.69 | 3.07 | +1.63 |
Martin ratioReturn relative to average drawdown | 19.87 | 11.17 | +8.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXJS | PRPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 1.86 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.29 | 1.11 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 1.03 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.80 | -0.06 |
Correlation
The correlation between DXJS and PRPFX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DXJS vs. PRPFX - Dividend Comparison
DXJS's dividend yield for the trailing twelve months is around 1.62%, less than PRPFX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRPFX Permanent Portfolio Permanent Portfolio | 3.18% | 3.27% | 1.86% | 1.39% | 1.58% | 2.05% | 5.38% | 4.69% | 6.90% | 2.14% | 0.95% | 7.06% |
Drawdowns
DXJS vs. PRPFX - Drawdown Comparison
The maximum DXJS drawdown since its inception was -39.30%, which is greater than PRPFX's maximum drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for DXJS and PRPFX.
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Drawdown Indicators
| DXJS | PRPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -27.16% | -12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -8.10% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | -15.49% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -20.84% | -18.46% |
Current DrawdownCurrent decline from peak | -5.55% | -8.10% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -3.52% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.22% | +0.67% |
Volatility
DXJS vs. PRPFX - Volatility Comparison
WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) has a higher volatility of 7.98% compared to Permanent Portfolio Permanent Portfolio (PRPFX) at 3.59%. This indicates that DXJS's price experiences larger fluctuations and is considered to be riskier than PRPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXJS | PRPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 3.59% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 11.32% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.06% | 13.77% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 11.04% | +6.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 10.57% | +9.31% |