FIQLX vs. JOF
Compare and contrast key facts about Fidelity Advisor Japan Fund Class Z (FIQLX) and Japan Smaller Capitalization Fund (JOF).
FIQLX is managed by Fidelity. It was launched on Oct 2, 2018. JOF is managed by Japan Smaller Capitalization Fund. It was launched on Mar 21, 1990.
Performance
FIQLX vs. JOF - Performance Comparison
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FIQLX vs. JOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQLX Fidelity Advisor Japan Fund Class Z | 2.59% | 31.84% | 7.43% | 16.09% | -22.16% | 3.32% | 25.58% | 25.93% | -11.46% |
JOF Japan Smaller Capitalization Fund | 0.73% | 52.12% | 5.28% | 21.40% | -17.07% | -6.15% | 4.76% | 16.62% | -4.87% |
Returns By Period
In the year-to-date period, FIQLX achieves a 2.59% return, which is significantly higher than JOF's 0.73% return.
FIQLX
- 1D
- 0.00%
- 1M
- -12.73%
- YTD
- 2.59%
- 6M
- 5.97%
- 1Y
- 32.83%
- 3Y*
- 16.22%
- 5Y*
- 6.19%
- 10Y*
- —
JOF
- 1D
- 2.35%
- 1M
- -11.15%
- YTD
- 0.73%
- 6M
- 8.65%
- 1Y
- 40.08%
- 3Y*
- 22.46%
- 5Y*
- 8.09%
- 10Y*
- 9.61%
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FIQLX vs. JOF - Expense Ratio Comparison
FIQLX has a 0.96% expense ratio, which is higher than JOF's 0.02% expense ratio.
Return for Risk
FIQLX vs. JOF — Risk / Return Rank
FIQLX
JOF
FIQLX vs. JOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class Z (FIQLX) and Japan Smaller Capitalization Fund (JOF). 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.
| FIQLX | JOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.92 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.59 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.34 | -0.26 |
Martin ratioReturn relative to average drawdown | 8.19 | 8.77 | -0.59 |
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
| FIQLX | JOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.92 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.48 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.10 | +0.36 |
Correlation
The correlation between FIQLX and JOF is 0.68, 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.
Dividends
FIQLX vs. JOF - Dividend Comparison
FIQLX's dividend yield for the trailing twelve months is around 9.79%, more than JOF's 7.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQLX Fidelity Advisor Japan Fund Class Z | 9.79% | 10.04% | 5.04% | 3.88% | 0.00% | 11.89% | 1.97% | 1.35% | 0.48% | 0.00% | 0.00% | 0.00% |
JOF Japan Smaller Capitalization Fund | 7.32% | 4.80% | 4.07% | 3.50% | 0.71% | 7.70% | 3.81% | 8.30% | 20.55% | 15.89% | 9.63% | 8.58% |
Drawdowns
FIQLX vs. JOF - Drawdown Comparison
The maximum FIQLX drawdown since its inception was -36.13%, smaller than the maximum JOF drawdown of -74.98%. Use the drawdown chart below to compare losses from any high point for FIQLX and JOF.
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Drawdown Indicators
| FIQLX | JOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -74.98% | +38.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -17.21% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -36.13% | -37.03% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.37% | — |
Current DrawdownCurrent decline from peak | -12.73% | -13.73% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -10.48% | -32.83% | +22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 4.59% | -1.08% |
Volatility
FIQLX vs. JOF - Volatility Comparison
Fidelity Advisor Japan Fund Class Z (FIQLX) and Japan Smaller Capitalization Fund (JOF) have volatilities of 9.75% and 9.54%, 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
| FIQLX | JOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.75% | 9.54% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.15% | 15.90% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.81% | 21.02% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 16.80% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 17.49% | +2.24% |