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FTLF vs. DXJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTLF vs. DXJS - Performance Comparison

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

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FTLF vs. DXJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTLF
FitLife Brands Inc. Common Stock
-12.72%-0.18%70.68%19.75%-0.31%196.30%53.19%3,182.89%78.96%-74.74%
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%

Returns By Period

In the year-to-date period, FTLF achieves a -12.72% return, which is significantly lower than DXJS's 17.27% return. Over the past 10 years, FTLF has outperformed DXJS with an annualized return of 59.00%, while DXJS has yielded a comparatively lower 16.61% annualized return.


FTLF

1D
-0.53%
1M
-6.15%
YTD
-12.72%
6M
-28.61%
1Y
17.36%
3Y*
19.24%
5Y*
26.94%
10Y*
59.00%

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

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Return for Risk

FTLF vs. DXJS — Risk / Return Rank

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

FTLF
FTLF Risk / Return Rank: 5252
Overall Rank
FTLF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 5454
Sortino Ratio Rank
FTLF Omega Ratio Rank: 5050
Omega Ratio Rank
FTLF Calmar Ratio Rank: 5050
Calmar Ratio Rank
FTLF Martin Ratio Rank: 5050
Martin Ratio Rank

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
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.

FTLF vs. DXJS - Risk-Adjusted Trends Comparison

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


FTLFDXJSDifference

Sharpe ratio

Return per unit of total volatility

0.35

2.81

-2.46

Sortino ratio

Return per unit of downside risk

0.92

3.53

-2.61

Omega ratio

Gain probability vs. loss probability

1.10

1.48

-0.38

Calmar ratio

Return relative to maximum drawdown

0.32

4.69

-4.37

Martin ratio

Return relative to average drawdown

0.74

19.87

-19.13

FTLF vs. DXJS - Sharpe Ratio Comparison

The current FTLF Sharpe Ratio is 0.35, which is lower than the DXJS Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of FTLF and DXJS, 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


FTLFDXJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

2.81

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.29

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.84

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.74

-0.71

Correlation

The correlation between FTLF and DXJS is 0.03, 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

FTLF vs. DXJS - Dividend Comparison

FTLF has not paid dividends to shareholders, while DXJS's dividend yield for the trailing twelve months is around 1.62%.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

FTLF vs. DXJS - Drawdown Comparison

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


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Drawdown Indicators


FTLFDXJSDifference

Max Drawdown

Largest peak-to-trough decline

-99.68%

-39.30%

-60.38%

Max Drawdown (1Y)

Largest decline over 1 year

-38.87%

-11.47%

-27.40%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-16.49%

-26.62%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

-39.30%

-49.76%

Current Drawdown

Current decline from peak

-31.60%

-5.55%

-26.05%

Average Drawdown

Average peak-to-trough decline

-71.11%

-6.54%

-64.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.06%

2.89%

+14.17%

Volatility

FTLF vs. DXJS - Volatility Comparison

FitLife Brands Inc. Common Stock (FTLF) has a higher volatility of 12.35% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 7.98%. This indicates that FTLF's price experiences larger fluctuations and is considered to be riskier than DXJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTLFDXJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.35%

7.98%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

28.04%

15.20%

+12.84%

Volatility (1Y)

Calculated over the trailing 1-year period

50.33%

21.06%

+29.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.31%

17.83%

+27.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

305.84%

19.88%

+285.96%