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

Correlation

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.


-0.50.00.51.00.6

Performance

DBJP vs. FJSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Japan Hedged Equity ETF (DBJP) and Fidelity Japan Smaller Companies Fund (FJSCX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
352.49%
176.09%
DBJP
FJSCX

Key characteristics

Sharpe Ratio

DBJP:

1.19

FJSCX:

0.38

Sortino Ratio

DBJP:

1.56

FJSCX:

0.62

Omega Ratio

DBJP:

1.23

FJSCX:

1.09

Calmar Ratio

DBJP:

1.11

FJSCX:

0.51

Martin Ratio

DBJP:

3.62

FJSCX:

1.72

Ulcer Index

DBJP:

6.58%

FJSCX:

4.14%

Daily Std Dev

DBJP:

20.08%

FJSCX:

18.87%

Max Drawdown

DBJP:

-31.30%

FJSCX:

-66.21%

Current Drawdown

DBJP:

-7.77%

FJSCX:

-11.98%

Returns By Period

In the year-to-date period, DBJP achieves a 21.43% return, which is significantly higher than FJSCX's 2.85% return. Over the past 10 years, DBJP has outperformed FJSCX with an annualized return of 10.06%, while FJSCX has yielded a comparatively lower 6.27% annualized return.


DBJP

YTD

21.43%

1M

-0.76%

6M

1.32%

1Y

22.80%

5Y*

14.33%

10Y*

10.06%

FJSCX

YTD

2.85%

1M

-4.26%

6M

-0.13%

1Y

6.60%

5Y*

1.15%

10Y*

6.27%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for DBJP, currently valued at 1.19, compared to the broader market0.002.004.001.190.38
The chart of Sortino ratio for DBJP, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.560.62
The chart of Omega ratio for DBJP, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.09
The chart of Calmar ratio for DBJP, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.110.51
The chart of Martin ratio for DBJP, currently valued at 3.62, compared to the broader market0.0020.0040.0060.0080.00100.003.621.72
DBJP
FJSCX

The current DBJP Sharpe Ratio is 1.19, which is higher than the FJSCX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of DBJP and FJSCX, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.19
0.38
DBJP
FJSCX

Dividends

DBJP vs. FJSCX - Dividend Comparison

DBJP's dividend yield for the trailing twelve months is around 2.89%, while FJSCX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
2.89%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
0.00%2.16%0.05%3.26%1.05%1.31%0.74%0.85%1.15%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.77%
-11.98%
DBJP
FJSCX

Volatility

DBJP vs. FJSCX - Volatility Comparison

The current volatility for Xtrackers MSCI Japan Hedged Equity ETF (DBJP) is 4.44%, while Fidelity Japan Smaller Companies Fund (FJSCX) has a volatility of 7.62%. This indicates that DBJP experiences smaller price fluctuations and is considered to be less risky than FJSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
7.62%
DBJP
FJSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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