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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Commonwealth Japan Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Commonwealth Japan Fund (CNJFX) has returned 3.66% so far this year and 20.66% over the past 12 months. Over the last ten years, CNJFX has returned 4.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Commonwealth Japan Fund
- 1D
- 0.00%
- 1M
- -10.65%
- YTD
- 3.66%
- 6M
- 6.88%
- 1Y
- 20.66%
- 3Y*
- 9.88%
- 5Y*
- 1.61%
- 10Y*
- 4.16%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 11, 1996, CNJFX's average daily return is 0.00%, while the average monthly return is -0.02%.
Historically, 51% of months were positive and 49% were negative. The best month was Oct 1998 with a return of +15.2%, while the worst month was Jul 2000 at -13.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.
On a daily basis, CNJFX closed higher 45% of trading days. The best single day was Oct 7, 1998 with a return of +9.8%, while the worst single day was Dec 27, 2006 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.20% | 12.42% | -10.65% | 3.66% | |||||||||
| 2025 | 0.00% | 1.07% | 0.53% | 3.68% | 1.52% | 1.75% | -0.74% | 5.94% | 0.23% | -0.23% | 1.87% | 1.45% | 18.27% |
| 2024 | 0.79% | 1.56% | 1.79% | -5.78% | 0.80% | -1.59% | 6.72% | 2.02% | -0.49% | -5.96% | 2.37% | -3.05% | -1.53% |
| 2023 | 4.48% | -4.00% | 3.57% | 0.86% | 0.28% | 3.41% | 2.20% | -1.61% | -3.55% | -3.12% | 5.85% | 5.63% | 14.15% |
| 2022 | -5.84% | -1.55% | -4.46% | -7.69% | 0.89% | -5.31% | 6.85% | -3.79% | -8.79% | 0.66% | 11.22% | -0.59% | -18.49% |
| 2021 | -2.80% | -2.21% | 0.45% | -2.03% | 2.07% | -2.03% | 0.69% | 3.88% | 1.10% | -4.13% | -4.31% | 1.46% | -7.92% |
Benchmark Metrics
Commonwealth Japan Fund has an annualized alpha of -3.58%, beta of 0.41, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since June 12, 1996.
- This fund participated in 70.10% of S&P 500 Index downside but only 34.82% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.41 may look defensive, but with R² of 0.19 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.19 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -3.58%
- Beta
- 0.41
- R²
- 0.19
- Upside Capture
- 34.82%
- Downside Capture
- 70.10%
Expense Ratio
CNJFX has a high expense ratio of 1.75%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CNJFX ranks 55 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Commonwealth Japan Fund (CNJFX) and compare them to a chosen benchmark (S&P 500 Index).
| CNJFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.90 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.39 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.40 | +0.19 |
Martin ratioReturn relative to average drawdown | 5.46 | 6.61 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CNJFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Commonwealth Japan Fund provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.05 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.05 | $0.05 | $0.02 | $0.00 | $0.00 | $0.17 |
Dividend yield | 1.16% | 1.20% | 0.58% | 0.10% | 0.00% | 4.25% |
Monthly Dividends
The table displays the monthly dividend distributions for Commonwealth Japan Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.05 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.17 | $0.17 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Commonwealth Japan Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Commonwealth Japan Fund was 73.98%, occurring on Mar 9, 2009. The portfolio has not yet recovered.
The current Commonwealth Japan Fund drawdown is 38.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.98% | Jan 4, 2000 | 2311 | Mar 9, 2009 | — | — | — |
| -51.1% | Jun 21, 1996 | 578 | Oct 5, 1998 | 290 | Nov 29, 1999 | 868 |
| -7.64% | Nov 30, 1999 | 12 | Dec 15, 1999 | 11 | Dec 31, 1999 | 23 |
| -0.65% | Jun 17, 1996 | 1 | Jun 17, 1996 | 1 | Jun 18, 1996 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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