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FJPCX vs. FBGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJPCX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Japan Fund Class C (FJPCX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJPCX achieves a 23.89% return, which is significantly higher than FBGRX's 18.56% return. Over the past 10 years, FJPCX has underperformed FBGRX with an annualized return of 10.44%, while FBGRX has yielded a comparatively higher 21.88% annualized return.


FJPCX

1D
-0.17%
1M
7.30%
YTD
23.89%
6M
24.21%
1Y
42.46%
3Y*
20.61%
5Y*
9.17%
10Y*
10.44%

FBGRX

1D
0.76%
1M
9.10%
YTD
18.56%
6M
19.76%
1Y
44.98%
3Y*
32.54%
5Y*
17.08%
10Y*
21.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJPCX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJPCX
Fidelity Advisor Japan Fund Class C
23.89%30.33%6.28%14.73%-23.02%2.12%24.21%24.42%-15.61%28.87%
FBGRX
Fidelity Blue Chip Growth Fund
18.56%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Correlation

The correlation between FJPCX and FBGRX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2010

0.60

The correlation between FJPCX and FBGRX has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

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Return for Risk

FJPCX vs. FBGRX — Risk / Return Rank

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

FJPCX
FJPCX Risk / Return Rank: 5252
Overall Rank
FJPCX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FJPCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FJPCX Omega Ratio Rank: 4141
Omega Ratio Rank
FJPCX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FJPCX Martin Ratio Rank: 6262
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7575
Overall Rank
FBGRX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6565
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FJPCX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class C (FJPCX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FJPCXFBGRXDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

3.23

3.67

-0.45

Martin ratioReturn relative to average drawdown

12.26

15.56

-3.29

FJPCX vs. FBGRX - Sharpe Ratio Comparison

The current FJPCX Sharpe Ratio is 1.95, which is comparable to the FBGRX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FJPCX and FBGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FJPCXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.67

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.69

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.93

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.68

-0.28

Drawdowns

FJPCX vs. FBGRX - Drawdown Comparison

The maximum FJPCX drawdown since its inception was -36.91%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FJPCX and FBGRX.


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Drawdown Indicators


FJPCXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-58.64%

+21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-12.65%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-19.64%

-27.07%

+7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.91%

-43.08%

+6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-43.08%

+6.17%

Current Drawdown

Current decline from peak

-1.66%

0.00%

-1.66%

Average Drawdown

Average peak-to-trough decline

-10.51%

-12.53%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.98%

+0.39%

Volatility

FJPCX vs. FBGRX - Volatility Comparison

Fidelity Advisor Japan Fund Class C (FJPCX) has a higher volatility of 5.05% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 4.14%. This indicates that FJPCX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJPCXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

4.14%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

13.00%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

17.44%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

24.88%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

23.69%

-5.40%

FJPCX vs. FBGRX - Expense Ratio Comparison

FJPCX has a 2.09% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Dividends

FJPCX vs. FBGRX - Dividend Comparison

FJPCX's dividend yield for the trailing twelve months is around 7.40%, more than FBGRX's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
1.60%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FJPCX
Fidelity Advisor Japan Fund Class C
7.40%9.16%3.93%2.96%0.00%10.33%1.25%0.22%0.00%0.25%0.00%0.00%

Frequently Asked Questions


FJPCX and FBGRX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FJPCX has higher volatility (5.05%) compared to FBGRX (4.14%). In terms of maximum drawdown, FJPCX dropped -36.91% vs FBGRX's -58.64%.

FBGRX currently has the higher Sharpe Ratio (2.67 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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