MOG-A vs. DXJ
MOG-A (Moog Inc) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, MOG-A returned 22.56%/yr vs 18.62%/yr for DXJ. At a 0.48 correlation, their price movements are largely independent.
Performance
MOG-A vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, MOG-A achieves a 61.26% return, which is significantly higher than DXJ's 22.23% return. Over the past 10 years, MOG-A has outperformed DXJ with an annualized return of 22.56%, while DXJ has yielded a comparatively lower 18.62% annualized return.
MOG-A
- 1D
- -3.71%
- 1M
- -0.78%
- 6M
- 42.14%
- YTD
- 61.26%
- 1Y
- 112.81%
- 3Y*
- 53.44%
- 5Y*
- 38.53%
- 10Y*
- 22.56%
DXJ
- 1D
- -0.98%
- 1M
- 2.95%
- 6M
- 14.85%
- YTD
- 22.23%
- 1Y
- 54.82%
- 3Y*
- 32.72%
- 5Y*
- 27.03%
- 10Y*
- 18.62%
MOG-A vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOG-A Moog Inc | 61.26% | 24.46% | 36.82% | 66.63% | 9.79% | 3.39% | -6.14% | 11.41% | -10.24% | 32.23% |
DXJ WisdomTree Japan Hedged Equity Fund | 22.23% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between MOG-A and DXJ is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.48 |
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Return for Risk
MOG-A vs. DXJ — Risk / Return Rank
MOG-A
DXJ
MOG-A vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moog Inc (MOG-A) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
| MOG-A | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.54 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.03 | 5.02 | +1.01 |
| Martin ratioReturn relative to average drawdown | 18.12 | 19.10 | -0.98 |
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Drawdowns
MOG-A vs. DXJ - Drawdown Comparison
The maximum MOG-A drawdown since its inception was -68.21%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for MOG-A and DXJ.
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Drawdown Indicators
| MOG-A | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.21% | -49.63% | -18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -18.82% | -10.98% | -7.84% |
Max Drawdown (3Y)Largest decline over 3 years | -33.21% | -22.19% | -11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -33.21% | -22.19% | -11.02% |
Max Drawdown (10Y)Largest decline over 10 years | -63.71% | -39.14% | -24.57% |
Current DrawdownCurrent decline from peak | -7.95% | -2.62% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -16.27% | -14.27% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.25% | 2.88% | +3.37% |
Volatility
MOG-A vs. DXJ - Volatility Comparison
Moog Inc (MOG-A) has a higher volatility of 9.94% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.56%. This indicates that MOG-A's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOG-A | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 6.56% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 24.75% | 14.47% | +10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.43% | 18.30% | +13.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 19.06% | +12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.31% | 19.93% | +16.38% |
Dividends
MOG-A vs. DXJ - Dividend Comparison
MOG-A's dividend yield for the trailing twelve months is around 0.30%, less than DXJ's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 0.96% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
MOG-A Moog Inc | 0.30% | 0.48% | 0.57% | 0.75% | 1.19% | 1.24% | 0.95% | 1.17% | 0.65% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MOG-A and DXJ have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOG-A has higher volatility (9.94%) compared to DXJ (6.56%). In terms of maximum drawdown, MOG-A dropped -68.21% vs DXJ's -49.63%.
MOG-A currently has the higher Sharpe Ratio (3.62 vs 3.02), 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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