CNJFX vs. HJPSX
Compare and contrast key facts about Commonwealth Japan Fund (CNJFX) and Hennessy Japan Small Cap Fund (HJPSX).
CNJFX is managed by Commonwealth Intl Series Tr. It was launched on Jul 9, 1989. HJPSX is managed by Hennessy. It was launched on Aug 30, 2007.
Performance
CNJFX vs. HJPSX - Performance Comparison
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CNJFX vs. HJPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNJFX Commonwealth Japan Fund | 6.86% | 18.27% | -1.53% | 14.15% | -18.49% | -7.92% | 9.93% | 19.15% | -10.80% | 20.61% |
HJPSX Hennessy Japan Small Cap Fund | 3.90% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
Returns By Period
In the year-to-date period, CNJFX achieves a 6.86% return, which is significantly higher than HJPSX's 3.90% return. Over the past 10 years, CNJFX has underperformed HJPSX with an annualized return of 4.47%, while HJPSX has yielded a comparatively higher 10.24% annualized return.
CNJFX
- 1D
- 3.09%
- 1M
- -6.22%
- YTD
- 6.86%
- 6M
- 10.70%
- 1Y
- 25.05%
- 3Y*
- 11.00%
- 5Y*
- 1.96%
- 10Y*
- 4.47%
HJPSX
- 1D
- 3.11%
- 1M
- -10.41%
- YTD
- 3.90%
- 6M
- 5.52%
- 1Y
- 31.52%
- 3Y*
- 15.99%
- 5Y*
- 5.88%
- 10Y*
- 10.24%
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CNJFX vs. HJPSX - Expense Ratio Comparison
CNJFX has a 1.75% expense ratio, which is higher than HJPSX's 1.57% expense ratio.
Return for Risk
CNJFX vs. HJPSX — Risk / Return Rank
CNJFX
HJPSX
CNJFX vs. HJPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Japan Fund (CNJFX) and Hennessy Japan Small Cap Fund (HJPSX). 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.
| CNJFX | HJPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.69 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.24 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.00 | +0.01 |
Martin ratioReturn relative to average drawdown | 7.00 | 7.34 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNJFX | HJPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.69 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.35 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.58 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.49 | -0.56 |
Correlation
The correlation between CNJFX and HJPSX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CNJFX vs. HJPSX - Dividend Comparison
CNJFX's dividend yield for the trailing twelve months is around 1.13%, less than HJPSX's 12.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNJFX Commonwealth Japan Fund | 1.13% | 1.20% | 0.58% | 0.10% | 0.00% | 4.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HJPSX Hennessy Japan Small Cap Fund | 12.75% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
Drawdowns
CNJFX vs. HJPSX - Drawdown Comparison
The maximum CNJFX drawdown since its inception was -73.98%, which is greater than HJPSX's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for CNJFX and HJPSX.
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Drawdown Indicators
| CNJFX | HJPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.98% | -47.91% | -26.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -14.77% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -36.47% | -33.24% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -34.80% | -1.67% |
Current DrawdownCurrent decline from peak | -37.09% | -12.12% | -24.97% |
Average DrawdownAverage peak-to-trough decline | -50.01% | -10.10% | -39.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 4.03% | -0.73% |
Volatility
CNJFX vs. HJPSX - Volatility Comparison
Commonwealth Japan Fund (CNJFX) and Hennessy Japan Small Cap Fund (HJPSX) have volatilities of 8.00% and 7.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNJFX | HJPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 7.83% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 13.58% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 18.23% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 17.12% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 17.66% | -0.38% |