PortfoliosLab logo
^N225 vs. FJPNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^N225 and FJPNX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

^N225 vs. FJPNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nikkei 225 (^N225) and Fidelity Japan Fund (FJPNX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
43.80%
243.97%
^N225
FJPNX

Key characteristics

Sharpe Ratio

^N225:

-0.35

FJPNX:

0.40

Sortino Ratio

^N225:

-0.29

FJPNX:

0.69

Omega Ratio

^N225:

0.96

FJPNX:

1.09

Calmar Ratio

^N225:

-0.40

FJPNX:

0.30

Martin Ratio

^N225:

-1.09

FJPNX:

1.33

Ulcer Index

^N225:

9.55%

FJPNX:

6.95%

Daily Std Dev

^N225:

30.02%

FJPNX:

23.26%

Max Drawdown

^N225:

-81.87%

FJPNX:

-61.98%

Current Drawdown

^N225:

-16.74%

FJPNX:

-20.39%

Returns By Period

In the year-to-date period, ^N225 achieves a -11.88% return, which is significantly lower than FJPNX's 1.88% return. Over the past 10 years, ^N225 has outperformed FJPNX with an annualized return of 5.89%, while FJPNX has yielded a comparatively lower 3.92% annualized return.


^N225

YTD

-11.88%

1M

-6.52%

6M

-7.74%

1Y

-6.38%

5Y*

13.12%

10Y*

5.89%

FJPNX

YTD

1.88%

1M

-3.61%

6M

-0.39%

1Y

7.31%

5Y*

5.04%

10Y*

3.92%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^N225 vs. FJPNX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^N225
The Risk-Adjusted Performance Rank of ^N225 is 1515
Overall Rank
The Sharpe Ratio Rank of ^N225 is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 99
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 is 1313
Martin Ratio Rank

FJPNX
The Risk-Adjusted Performance Rank of FJPNX is 5454
Overall Rank
The Sharpe Ratio Rank of FJPNX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FJPNX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FJPNX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FJPNX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FJPNX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^N225 vs. FJPNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and Fidelity Japan Fund (FJPNX). 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.


The chart of Sharpe ratio for ^N225, currently valued at -0.03, compared to the broader market-1.00-0.500.000.501.001.50
^N225: -0.03
FJPNX: 0.15
The chart of Sortino ratio for ^N225, currently valued at 0.19, compared to the broader market-1.000.001.002.00
^N225: 0.19
FJPNX: 0.36
The chart of Omega ratio for ^N225, currently valued at 1.03, compared to the broader market0.901.001.101.201.30
^N225: 1.03
FJPNX: 1.05
The chart of Calmar ratio for ^N225, currently valued at -0.04, compared to the broader market-0.500.000.501.00
^N225: -0.04
FJPNX: 0.11
The chart of Martin ratio for ^N225, currently valued at -0.12, compared to the broader market0.002.004.006.00
^N225: -0.12
FJPNX: 0.47

The current ^N225 Sharpe Ratio is -0.35, which is lower than the FJPNX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ^N225 and FJPNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.03
0.15
^N225
FJPNX

Drawdowns

^N225 vs. FJPNX - Drawdown Comparison

The maximum ^N225 drawdown since its inception was -81.87%, which is greater than FJPNX's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for ^N225 and FJPNX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-14.49%
-20.39%
^N225
FJPNX

Volatility

^N225 vs. FJPNX - Volatility Comparison

Nikkei 225 (^N225) has a higher volatility of 16.61% compared to Fidelity Japan Fund (FJPNX) at 12.62%. This indicates that ^N225's price experiences larger fluctuations and is considered to be riskier than FJPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.61%
12.62%
^N225
FJPNX