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FJPCX vs. PRJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJPCX vs. PRJPX - Performance Comparison

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

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FJPCX vs. PRJPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJPCX
Fidelity Advisor Japan Fund Class C
2.30%30.33%6.28%14.73%-23.02%2.12%24.21%24.42%-15.61%28.87%
PRJPX
T. Rowe Price Japan Fund
-2.51%32.21%6.13%2.02%-27.37%-11.03%34.60%27.56%-12.24%32.06%

Returns By Period

In the year-to-date period, FJPCX achieves a 2.30% return, which is significantly higher than PRJPX's -2.51% return. Over the past 10 years, FJPCX has outperformed PRJPX with an annualized return of 8.86%, while PRJPX has yielded a comparatively lower 7.14% annualized return.


FJPCX

1D
0.00%
1M
-12.81%
YTD
2.30%
6M
5.36%
1Y
31.36%
3Y*
14.91%
5Y*
5.00%
10Y*
8.86%

PRJPX

1D
-0.15%
1M
-14.17%
YTD
-2.51%
6M
1.32%
1Y
21.16%
3Y*
10.18%
5Y*
-1.24%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJPCX vs. PRJPX - Expense Ratio Comparison

FJPCX has a 2.09% expense ratio, which is higher than PRJPX's 1.05% expense ratio.


Return for Risk

FJPCX vs. PRJPX — Risk / Return Rank

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

FJPCX
FJPCX Risk / Return Rank: 7575
Overall Rank
FJPCX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FJPCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FJPCX Omega Ratio Rank: 6666
Omega Ratio Rank
FJPCX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FJPCX Martin Ratio Rank: 7979
Martin Ratio Rank

PRJPX
PRJPX Risk / Return Rank: 4848
Overall Rank
PRJPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRJPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRJPX Omega Ratio Rank: 4545
Omega Ratio Rank
PRJPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRJPX Martin Ratio Rank: 4444
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. PRJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class C (FJPCX) and T. Rowe Price Japan Fund (PRJPX). 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.


FJPCXPRJPXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.98

+0.33

Sortino ratio

Return per unit of downside risk

1.82

1.43

+0.39

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.96

1.22

+0.74

Martin ratio

Return relative to average drawdown

7.71

4.49

+3.22

FJPCX vs. PRJPX - Sharpe Ratio Comparison

The current FJPCX Sharpe Ratio is 1.32, which is higher than the PRJPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FJPCX and PRJPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FJPCXPRJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.98

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.07

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.41

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.16

+0.18

Correlation

The correlation between FJPCX and PRJPX is 0.92, 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

FJPCX vs. PRJPX - Dividend Comparison

FJPCX's dividend yield for the trailing twelve months is around 8.96%, less than PRJPX's 15.03% yield.


TTM20252024202320222021202020192018201720162015
FJPCX
Fidelity Advisor Japan Fund Class C
8.96%9.16%3.93%2.96%0.00%10.33%1.25%0.22%0.00%0.25%0.00%0.00%
PRJPX
T. Rowe Price Japan Fund
15.03%14.65%4.82%1.71%6.94%5.42%2.59%2.62%7.56%0.33%0.70%1.05%

Drawdowns

FJPCX vs. PRJPX - Drawdown Comparison

The maximum FJPCX drawdown since its inception was -36.91%, smaller than the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for FJPCX and PRJPX.


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Drawdown Indicators


FJPCXPRJPXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-68.26%

+31.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-15.11%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.91%

-44.42%

+7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-45.44%

+8.53%

Current Drawdown

Current decline from peak

-12.81%

-15.05%

+2.24%

Average Drawdown

Average peak-to-trough decline

-10.61%

-26.85%

+16.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

4.10%

-0.56%

Volatility

FJPCX vs. PRJPX - Volatility Comparison

Fidelity Advisor Japan Fund Class C (FJPCX) has a higher volatility of 9.76% compared to T. Rowe Price Japan Fund (PRJPX) at 8.47%. This indicates that FJPCX's price experiences larger fluctuations and is considered to be riskier than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJPCXPRJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

8.47%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

13.97%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

20.46%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

18.91%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

17.52%

+0.65%