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DBJP vs. FJSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DBJPFJSCX
YTD Return20.28%2.46%
1Y Return26.85%5.52%
3Y Return (Ann)17.72%-0.12%
5Y Return (Ann)17.27%3.41%
10Y Return (Ann)11.23%5.56%
Sharpe Ratio1.880.35
Daily Std Dev14.32%13.72%
Max Drawdown-31.30%-66.21%
Current Drawdown-2.34%-7.82%

Correlation

-0.50.00.51.00.6

The correlation between DBJP and FJSCX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DBJP vs. FJSCX - Performance Comparison

In the year-to-date period, DBJP achieves a 20.28% return, which is significantly higher than FJSCX's 2.46% return. Over the past 10 years, DBJP has outperformed FJSCX with an annualized return of 11.23%, while FJSCX has yielded a comparatively lower 5.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%2024FebruaryMarchAprilMayJune
348.19%
175.02%
DBJP
FJSCX

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Xtrackers MSCI Japan Hedged Equity ETF

Fidelity Japan Smaller Companies Fund

DBJP vs. FJSCX - Expense Ratio Comparison

DBJP has a 0.46% expense ratio, which is lower than FJSCX's 0.91% expense ratio.


FJSCX
Fidelity Japan Smaller Companies Fund
Expense ratio chart for FJSCX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for DBJP: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

DBJP vs. FJSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Fidelity Japan Smaller Companies Fund (FJSCX). 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.


DBJP
Sharpe ratio
The chart of Sharpe ratio for DBJP, currently valued at 1.88, compared to the broader market0.002.004.006.001.88
Sortino ratio
The chart of Sortino ratio for DBJP, currently valued at 2.70, compared to the broader market0.005.0010.002.70
Omega ratio
The chart of Omega ratio for DBJP, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for DBJP, currently valued at 3.48, compared to the broader market0.005.0010.0015.0020.003.48
Martin ratio
The chart of Martin ratio for DBJP, currently valued at 10.64, compared to the broader market0.0020.0040.0060.0080.00100.0010.64
FJSCX
Sharpe ratio
The chart of Sharpe ratio for FJSCX, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Sortino ratio
The chart of Sortino ratio for FJSCX, currently valued at 0.59, compared to the broader market0.005.0010.000.59
Omega ratio
The chart of Omega ratio for FJSCX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.07
Calmar ratio
The chart of Calmar ratio for FJSCX, currently valued at 0.22, compared to the broader market0.005.0010.0015.0020.000.22
Martin ratio
The chart of Martin ratio for FJSCX, currently valued at 1.04, compared to the broader market0.0020.0040.0060.0080.00100.001.04

DBJP vs. FJSCX - Sharpe Ratio Comparison

The current DBJP Sharpe Ratio is 1.88, which is higher than the FJSCX Sharpe Ratio of 0.35. The chart below compares the 12-month rolling Sharpe Ratio of DBJP and FJSCX.


Rolling 12-month Sharpe Ratio0.001.002.003.004.002024FebruaryMarchAprilMayJune
1.88
0.35
DBJP
FJSCX

Dividends

DBJP vs. FJSCX - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 7.38%, more than FJSCX's 2.75% yield.


TTM20232022202120202019201820172016201520142013
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
3.13%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%1.84%
FJSCX
Fidelity Japan Smaller Companies Fund
2.75%2.82%0.05%12.01%1.59%7.13%5.55%4.77%2.83%2.09%2.06%2.57%

Drawdowns

DBJP vs. FJSCX - Drawdown Comparison

The maximum DBJP drawdown since its inception was -31.30%, smaller than the maximum FJSCX drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for DBJP and FJSCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-2.34%
-7.82%
DBJP
FJSCX

Volatility

DBJP vs. FJSCX - Volatility Comparison

Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a higher volatility of 4.11% compared to Fidelity Japan Smaller Companies Fund (FJSCX) at 3.91%. This indicates that DBJP's price experiences larger fluctuations and is considered to be riskier than FJSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%2024FebruaryMarchAprilMayJune
4.11%
3.91%
DBJP
FJSCX