FJPIX vs. JOF
Compare and contrast key facts about Fidelity Advisor Japan Fund Class I (FJPIX) and Japan Smaller Capitalization Fund (JOF).
FJPIX is managed by Fidelity. It was launched on Dec 14, 2010. JOF is managed by Japan Smaller Capitalization Fund. It was launched on Mar 21, 1990.
Performance
FJPIX vs. JOF - Performance Comparison
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FJPIX vs. JOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJPIX Fidelity Advisor Japan Fund Class I | 2.59% | 31.61% | 7.29% | 15.88% | -22.22% | 3.18% | 25.56% | 25.71% | -14.73% | 29.03% |
JOF Japan Smaller Capitalization Fund | 0.73% | 52.12% | 5.28% | 21.40% | -17.07% | -6.15% | 4.76% | 16.62% | -15.66% | 40.78% |
Returns By Period
In the year-to-date period, FJPIX achieves a 2.59% return, which is significantly higher than JOF's 0.73% return. Both investments have delivered pretty close results over the past 10 years, with FJPIX having a 9.88% annualized return and JOF not far behind at 9.61%.
FJPIX
- 1D
- 0.05%
- 1M
- -12.72%
- YTD
- 2.59%
- 6M
- 5.93%
- 1Y
- 32.72%
- 3Y*
- 16.07%
- 5Y*
- 6.05%
- 10Y*
- 9.88%
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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FJPIX vs. JOF - Expense Ratio Comparison
FJPIX has a 1.04% expense ratio, which is higher than JOF's 0.02% expense ratio.
Return for Risk
FJPIX vs. JOF — Risk / Return Rank
FJPIX
JOF
FJPIX vs. JOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class I (FJPIX) 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.
| FJPIX | JOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.92 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.59 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.34 | -0.27 |
Martin ratioReturn relative to average drawdown | 8.14 | 8.77 | -0.63 |
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
| FJPIX | JOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.92 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.48 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.55 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.10 | +0.28 |
Correlation
The correlation between FJPIX 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
FJPIX vs. JOF - Dividend Comparison
FJPIX's dividend yield for the trailing twelve months is around 9.52%, more than JOF's 7.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJPIX Fidelity Advisor Japan Fund Class I | 9.52% | 9.77% | 4.27% | 3.69% | 0.00% | 10.54% | 1.91% | 1.27% | 0.32% | 0.23% | 1.20% | 0.60% |
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
FJPIX vs. JOF - Drawdown Comparison
The maximum FJPIX 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 FJPIX and JOF.
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Drawdown Indicators
| FJPIX | JOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -74.98% | +38.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -17.21% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -36.13% | -37.03% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -42.37% | +6.24% |
Current DrawdownCurrent decline from peak | -12.72% | -13.73% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -32.83% | +23.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 4.59% | -1.07% |
Volatility
FJPIX vs. JOF - Volatility Comparison
Fidelity Advisor Japan Fund Class I (FJPIX) and Japan Smaller Capitalization Fund (JOF) have volatilities of 9.78% 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
| FJPIX | JOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 9.54% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 15.90% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 21.02% | +1.80% |
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 | 18.15% | 17.49% | +0.66% |