FTLF vs. DXJS
Compare and contrast key facts about FitLife Brands Inc. Common Stock (FTLF) and WisdomTree Japan Hedged SmallCap Equity Fund (DXJS).
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.
Performance
FTLF vs. DXJS - Performance Comparison
Loading graphics...
FTLF vs. DXJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTLF vs. DXJS — Risk / Return Rank
FTLF
DXJS
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.
| FTLF | DXJS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 2.81 | -2.46 |
Sortino ratioReturn per unit of downside risk | 0.92 | 3.53 | -2.61 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.48 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 4.69 | -4.37 |
Martin ratioReturn relative to average drawdown | 0.74 | 19.87 | -19.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTLF | DXJS | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| FTLF | DXJS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -31.60% | -5.55% | -26.05% |
Average DrawdownAverage peak-to-trough decline | -71.11% | -6.54% | -64.57% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| FTLF | DXJS | Difference | |
|---|---|---|---|
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% |