PortfoliosLab logoPortfoliosLab logo
HJPSX vs. DFJSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HJPSX vs. DFJSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hennessy Japan Small Cap Fund (HJPSX) and DFA Japanese Small Company Portfolio (DFJSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with HJPSX having a 15.25% return and DFJSX slightly higher at 15.40%. Over the past 10 years, HJPSX has outperformed DFJSX with an annualized return of 11.18%, while DFJSX has yielded a comparatively lower 9.42% annualized return.


HJPSX

1D
0.36%
1M
0.76%
YTD
15.25%
6M
15.28%
1Y
33.17%
3Y*
20.96%
5Y*
8.90%
10Y*
11.18%

DFJSX

1D
0.06%
1M
2.06%
YTD
15.40%
6M
15.32%
1Y
34.37%
3Y*
21.03%
5Y*
10.29%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HJPSX vs. DFJSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HJPSX
Hennessy Japan Small Cap Fund
15.25%29.02%8.24%16.30%-16.35%-4.64%13.43%19.97%-12.56%49.60%
DFJSX
DFA Japanese Small Company Portfolio
15.40%31.65%4.35%17.08%-11.36%-0.39%3.78%18.23%-19.56%35.69%

Correlation

The correlation between HJPSX and DFJSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2007

0.88

The correlation between HJPSX and DFJSX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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

HJPSX vs. DFJSX — Risk / Return Rank

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

HJPSX
HJPSX Risk / Return Rank: 4444
Overall Rank
HJPSX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HJPSX Sortino Ratio Rank: 4848
Sortino Ratio Rank
HJPSX Omega Ratio Rank: 4848
Omega Ratio Rank
HJPSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
HJPSX Martin Ratio Rank: 3333
Martin Ratio Rank

DFJSX
DFJSX Risk / Return Rank: 5858
Overall Rank
DFJSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DFJSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DFJSX Omega Ratio Rank: 6060
Omega Ratio Rank
DFJSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
DFJSX Martin Ratio Rank: 4444
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.

HJPSX vs. DFJSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Small Cap Fund (HJPSX) and DFA Japanese Small Company Portfolio (DFJSX). 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.


HJPSXDFJSXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

2.31

2.84

-0.53

Martin ratioReturn relative to average drawdown

7.00

8.84

-1.85

HJPSX vs. DFJSX - Sharpe Ratio Comparison

The current HJPSX Sharpe Ratio is 1.96, which is comparable to the DFJSX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of HJPSX and DFJSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HJPSX vs. DFJSX - Drawdown Comparison

The maximum HJPSX drawdown since its inception was -47.91%, smaller than the maximum DFJSX drawdown of -76.17%. Use the drawdown chart below to compare losses from any high point for HJPSX and DFJSX.


Loading charts...

Drawdown Indicators


HJPSXDFJSXDifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-76.17%

+28.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-12.53%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

-13.31%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.24%

-31.39%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-40.32%

+5.52%

Current Drawdown

Current decline from peak

-2.52%

-1.83%

-0.69%

Average Drawdown

Average peak-to-trough decline

-10.04%

-30.06%

+20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

4.00%

+0.86%

Volatility

HJPSX vs. DFJSX - Volatility Comparison

Hennessy Japan Small Cap Fund (HJPSX) and DFA Japanese Small Company Portfolio (DFJSX) have volatilities of 4.42% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HJPSXDFJSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.31%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

12.57%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

16.39%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

16.20%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

16.58%

+1.14%

HJPSX vs. DFJSX - Expense Ratio Comparison

HJPSX has a 1.57% expense ratio, which is higher than DFJSX's 0.42% expense ratio.


Dividends

HJPSX vs. DFJSX - Dividend Comparison

HJPSX's dividend yield for the trailing twelve months is around 11.49%, more than DFJSX's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
DFJSX
DFA Japanese Small Company Portfolio
3.02%3.49%3.16%6.45%5.44%5.26%2.14%3.98%7.50%2.41%1.97%1.38%
HJPSX
Hennessy Japan Small Cap Fund
11.49%13.25%3.64%0.85%0.61%0.43%0.23%1.30%3.46%2.09%2.03%3.34%

Frequently Asked Questions


With a correlation of 0.93, HJPSX and DFJSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HJPSX has higher volatility (4.42%) compared to DFJSX (4.31%). In terms of maximum drawdown, HJPSX dropped -47.91% vs DFJSX's -76.17%.

DFJSX currently has the higher Sharpe Ratio (2.18 vs 1.96), 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.

Portfolio Optimizer

Find the right allocation for HJPSX and DFJSX

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

Open Portfolio Optimizer