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FTLF vs. DXJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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


FTLF

1D
0.90%
1M
1.00%
6M
-28.64%
YTD
-31.41%
1Y
-14.87%
3Y*
9.07%
5Y*
16.39%
10Y*
51.52%

DXJS

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*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
-31.41%-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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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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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: 3434
Overall Rank
FTLF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 3232
Sortino Ratio Rank
FTLF Omega Ratio Rank: 3232
Omega Ratio Rank
FTLF Calmar Ratio Rank: 3636
Calmar Ratio Rank
FTLF Martin Ratio Rank: 3535
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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.26

Martin ratioReturn relative to average drawdown

-0.47

FTLF vs. DXJS - Sharpe Ratio Comparison


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Drawdowns

FTLF vs. DXJS - Drawdown Comparison


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Drawdown Indicators


FTLFDXJSDifference

Max Drawdown

Largest peak-to-trough decline

-99.68%

Max Drawdown (1Y)

Largest decline over 1 year

-57.23%

Max Drawdown (3Y)

Largest decline over 3 years

-57.23%

Max Drawdown (5Y)

Largest decline over 5 years

-57.23%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

Current Drawdown

Current decline from peak

-46.24%

Average Drawdown

Average peak-to-trough decline

-70.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.39%

Volatility

FTLF vs. DXJS - Volatility Comparison


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Volatility by Period


FTLFDXJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.26%

Volatility (6M)

Calculated over the trailing 6-month period

40.37%

Volatility (1Y)

Calculated over the trailing 1-year period

53.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

305.82%

Dividends

FTLF vs. DXJS - Dividend Comparison

Neither FTLF nor DXJS has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
0.53%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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FTLF and DXJS

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

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