PGR vs. DXJ
PGR (The Progressive Corporation) 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, PGR returned 23.82%/yr vs 18.40%/yr for DXJ. At a 0.34 correlation, their price movements are largely independent.
Performance
PGR vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, PGR achieves a -0.79% return, which is significantly lower than DXJ's 20.15% return. Over the past 10 years, PGR has outperformed DXJ with an annualized return of 23.82%, while DXJ has yielded a comparatively lower 18.40% annualized return.
PGR
- 1D
- 2.06%
- 1M
- 3.64%
- 6M
- 4.97%
- YTD
- -0.79%
- 1Y
- -8.28%
- 3Y*
- 23.12%
- 5Y*
- 20.34%
- 10Y*
- 23.82%
- ALL TIME*
- 16.86%
DXJ
- 1D
- 0.12%
- 1M
- -2.97%
- 6M
- 11.29%
- YTD
- 20.15%
- 1Y
- 51.72%
- 3Y*
- 30.73%
- 5Y*
- 26.86%
- 10Y*
- 18.40%
- ALL TIME*
- 9.40%
PGR vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | -0.79% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.15% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between PGR and DXJ is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.34 |
The correlation between PGR and DXJ shifts across timeframes, from -0.14 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PGR vs. DXJ — Risk / Return Rank
PGR
DXJ
PGR vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Progressive Corporation (PGR) 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.
| PGR | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.51 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 4.73 | -5.15 |
| Martin ratioReturn relative to average drawdown | -0.71 | 17.82 | -18.53 |
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Drawdowns
PGR vs. DXJ - Drawdown Comparison
The maximum PGR drawdown since its inception was -71.06%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for PGR and DXJ.
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Drawdown Indicators
| PGR | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.06% | -49.63% | -21.43% |
Max Drawdown (1Y)Largest decline over 1 year | -19.79% | -10.98% | -8.81% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -22.19% | -8.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -22.19% | -8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -39.14% | +8.79% |
Current DrawdownCurrent decline from peak | -22.33% | -4.28% | -18.05% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -14.26% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 2.91% | +8.80% |
Volatility
PGR vs. DXJ - Volatility Comparison
The Progressive Corporation (PGR) has a higher volatility of 14.04% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.53%. This indicates that PGR'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
| PGR | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.04% | 6.53% | +7.51% |
Volatility (6M)Calculated over the trailing 6-month period | 20.19% | 14.44% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 18.43% | +6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 19.04% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.79% | 19.93% | +4.86% |
Dividends
PGR vs. DXJ - Dividend Comparison
PGR's dividend yield for the trailing twelve months is around 6.55%, more than DXJ's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 0.98% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
PGR The Progressive Corporation | 6.55% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
Frequently Asked Questions
PGR and DXJ have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGR has higher volatility (14.04%) compared to DXJ (6.53%). In terms of maximum drawdown, PGR dropped -71.06% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (2.83 vs -0.33), 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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