VPADX vs. DFJSX

Last updated Aug 2, 2026

VPADX (Vanguard Pacific Stock Index Fund Admiral Shares) and DFJSX (DFA Japanese Small Company Portfolio) are both mutual funds - VPADX is a Asia Pacific Equities fund managed by Vanguard, while DFJSX is a Japan Equities fund managed by Dimensional. Over the past 10 years, VPADX returned 9.47%/yr vs 8.64%/yr for DFJSX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. VPADX charges 0.10%/yr vs 0.42%/yr for DFJSX.

Performance

VPADX vs. DFJSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) and DFA Japanese Small Company Portfolio (DFJSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VPADX achieves a 21.20% return, which is significantly higher than DFJSX's 16.18% return. Over the past 10 years, VPADX has outperformed DFJSX with an annualized return of 9.47%, while DFJSX has yielded a comparatively lower 8.64% annualized return.

VPADX

• 1D: 4.98%
• 1M: -1.24%
• 6M: 10.96%
• YTD: 21.20%
• 1Y: 38.80%
• 3Y*: 18.71%
• 5Y*: 9.53%
• 10Y*: 9.47%
• ALL TIME*: 6.73%

DFJSX

• 1D: 3.85%
• 1M: 1.29%
• 6M: 9.56%
• YTD: 16.18%
• 1Y: 27.62%
• 3Y*: 19.22%
• 5Y*: 10.00%
• 10Y*: 8.64%
• ALL TIME*: 6.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFJSX DFA Japanese Small Company Portfolio	$0.00	$0.00	$0.00
VPADX Vanguard Pacific Stock Index Fund Admiral Shares	$0.00	$0.00	$0.00

VPADX vs. DFJSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VPADX Vanguard Pacific Stock Index Fund Admiral Shares	21.20%	33.15%	1.24%	15.55%	-15.24%	1.46%	16.56%	17.57%	-13.92%	28.62%
DFJSX DFA Japanese Small Company Portfolio	16.18%	31.65%	4.35%	17.08%	-11.36%	-0.39%	3.78%	18.23%	-19.56%	35.69%

Correlation

The correlation between VPADX and DFJSX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (10Y) Provides a long-term view across more market conditions.	0.81
Correlation (All Time) Calculated using the full available price history since Aug 13, 2001	0.77

The correlation between VPADX and DFJSX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

Return for Risk

VPADX vs. DFJSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VPADX

VPADX Risk / Return Rank: 73
VPADX Sharpe Ratio Rank: 71
VPADX Sortino Ratio Rank: 65
VPADX Omega Ratio Rank: 72
VPADX Calmar Ratio Rank: 84
VPADX Martin Ratio Rank: 73

DFJSX

DFJSX Risk / Return Rank: 69
DFJSX Sharpe Ratio Rank: 74
DFJSX Sortino Ratio Rank: 73
DFJSX Omega Ratio Rank: 72
DFJSX Calmar Ratio Rank: 74
DFJSX Martin Ratio Rank: 54

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VPADX vs. DFJSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) 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.

	VPADX	DFJSX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.75	-0.12
Sortino ratio: Return per unit of downside risk	2.17	2.50	-0.34
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.01
Calmar ratio: Return relative to maximum drawdown	2.83	2.43	+0.40
Martin ratio: Return relative to average drawdown	8.70	7.29	+1.41

VPADX vs. DFJSX - Sharpe Ratio Comparison

The current VPADX Sharpe Ratio is 1.63, which is comparable to the DFJSX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of VPADX 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.

Drawdowns

VPADX vs. DFJSX - Drawdown Comparison

The maximum VPADX drawdown since its inception was -55.28%, smaller than the maximum DFJSX drawdown of -76.17%. Use the drawdown chart below to compare losses from any high point for VPADX and DFJSX.

Drawdown Indicators

	VPADX	DFJSX	Difference
Max Drawdown Largest peak-to-trough decline	-55.28%	-76.17%	+20.89%
Max Drawdown (1Y) Largest decline over 1 year	-13.41%	-12.53%	-0.88%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-13.31%	-3.06%
Max Drawdown (5Y) Largest decline over 5 years	-31.17%	-31.39%	+0.22%
Max Drawdown (10Y) Largest decline over 10 years	-33.67%	-40.32%	+6.65%
Current Drawdown Current decline from peak	-8.67%	-1.17%	-7.50%
Average Drawdown Average peak-to-trough decline	-11.71%	-29.98%	+18.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.36%	4.15%	+0.21%

Volatility

VPADX vs. DFJSX - Volatility Comparison

Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) has a higher volatility of 10.43% compared to DFA Japanese Small Company Portfolio (DFJSX) at 6.44%. This indicates that VPADX's price experiences larger fluctuations and is considered to be riskier than DFJSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VPADX	DFJSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.43%	6.44%	+3.99%
Volatility (6M) Calculated over the trailing 6-month period	21.07%	14.01%	+7.06%
Volatility (1Y) Calculated over the trailing 1-year period	23.24%	17.36%	+5.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.67%	16.41%	+1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	16.64%	+0.14%

VPADX vs. DFJSX - Expense Ratio Comparison

VPADX has a 0.10% expense ratio, which is lower than DFJSX's 0.42% expense ratio.

Dividends

VPADX vs. DFJSX - Dividend Comparison

VPADX's dividend yield for the trailing twelve months is around 2.75%, less than DFJSX's 3.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFJSX DFA Japanese Small Company Portfolio	3.00%	3.49%	3.16%	6.45%	5.44%	5.26%	2.14%	3.98%	7.50%	2.41%	1.97%	1.38%
VPADX Vanguard Pacific Stock Index Fund Admiral Shares	2.75%	3.99%	3.13%	3.09%	2.73%	3.15%	1.79%	2.83%	3.03%	2.57%	2.65%	2.43%

Frequently Asked Questions

Can I hold both VPADX and DFJSX in my portfolio?

VPADX and DFJSX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VPADX or DFJSX?

VPADX has higher volatility (10.43%) compared to DFJSX (6.44%). In terms of maximum drawdown, VPADX dropped -55.28% vs DFJSX's -76.17%.

Which has better risk-adjusted returns?

DFJSX currently has the higher Sharpe Ratio (1.75 vs 1.63), 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.