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RMB Japan Fund (RMBPX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

The fund invests, under normal conditions, at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of Japanese companies. It primarily invests in equity securities, including common stocks, preferred stocks, warrants and other rights and securities convertible into or exchangeable for common stocks. The fund may also invest in depositary receipts, including American, European and Global Depository Receipts.

Sortino ratio is not yet available for RMBPX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares RMB Japan Fund's Sortino Ratio with other mutual funds in the Japan Equities category across multiple time periods, showing how RMBPX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FIQLXFidelity Advisor Japan Fund Class Z2.89
FJPNXFidelity Japan Fund2.87
FJPIXFidelity Advisor Japan Fund Class I2.87
FPJAXFidelity Advisor Japan Fund Class A2.86
FJPTXFidelity Advisor Japan Fund Class M2.83
FJPCXFidelity Advisor Japan Fund Class C2.80
DFJSXDFA Japanese Small Company Portfolio2.75
CNJFXCommonwealth Japan Fund2.65
FJSCXFidelity Japan Smaller Companies Fund2.57
HJPSXHennessy Japan Small Cap Fund2.54
RMBPXRMB Japan Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows RMBPX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when RMBPX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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