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FTLF vs. DXJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTLF vs. DXJS

Last updated Jun 24, 2026

FTLF (FitLife Brands Inc. Common Stock) is a stock, while DXJS (WisdomTree Japan Hedged SmallCap Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged SmallCap Equity Index. Over the past 10 years, FTLF returned 52.21%/yr vs 16.84%/yr for DXJS. At a 0.03 correlation, their price movements are largely independent.

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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Returns By Period

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

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%

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

FTLF vs. DXJS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

The correlation between FTLF and DXJS 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

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FitLife Brands Inc. Common Stock

WisdomTree Japan Hedged SmallCap Equity Fund

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

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: 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
DXJS

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

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.

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.

FTLFDXJSDifference
Sharpe ratioReturn per unit of total volatility
-0.16
3.08

-3.25

Sortino ratioReturn per unit of downside risk
0.14
4.03

-3.89

Omega ratioGain probability vs. loss probability

1.02

1.51

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.15

6.24

-6.39

Martin ratioReturn relative to average drawdown

-0.30

22.10

-22.40

FTLF vs. DXJS - Sharpe Ratio Comparison

The current FTLF Sharpe Ratio is -0.16, which is lower than the DXJS Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of FTLF and DXJS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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

-57.23%

-9.82%

-47.41%

Max Drawdown (3Y)

Largest decline over 3 years

-57.23%

-16.49%

-40.74%

Max Drawdown (5Y)

Largest decline over 5 years

-57.23%

-16.49%

-40.74%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

-39.30%

-49.76%

Current Drawdown

Current decline from peak

-42.92%

-6.44%

-36.48%

Average Drawdown

Average peak-to-trough decline

-70.86%

-6.49%

-64.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.24%

2.77%

+26.47%

Volatility

FTLF vs. DXJS - Volatility Comparison

FitLife Brands Inc. Common Stock (FTLF) has a higher volatility of 21.57% compared to WisdomTree Japan Hedged SmallCap Equity Fund (DXJS) at 5.19%. 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

21.57%

5.19%

+16.38%

Volatility (6M)

Calculated over the trailing 6-month period

40.25%

15.69%

+24.56%

Volatility (1Y)

Calculated over the trailing 1-year period

53.82%

19.86%

+33.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.91%

18.08%

+27.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

305.95%

19.72%

+286.23%

Dividends

FTLF vs. DXJS - Dividend Comparison

Neither FTLF nor DXJS 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

FTLF and DXJS 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, FTLF dropped -99.68% vs DXJS's -39.30%.

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.

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