FJPNX vs. 3988.HK
Compare and contrast key facts about Fidelity Japan Fund (FJPNX) and Bank of China Limited (3988.HK).
FJPNX is managed by Fidelity. It was launched on Sep 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJPNX or 3988.HK.
Key characteristics
| FJPNX | 3988.HK | |
|---|---|---|
| YTD Return | 13.38% | 38.11% |
| 1Y Return | 28.07% | 49.12% |
| 3Y Return (Ann) | -0.06% | 21.39% |
| 5Y Return (Ann) | 7.09% | 12.60% |
| 10Y Return (Ann) | 7.51% | 8.02% |
| Sharpe Ratio | 1.41 | 2.28 |
| Sortino Ratio | 1.94 | 3.15 |
| Omega Ratio | 1.26 | 1.39 |
| Calmar Ratio | 0.95 | 3.69 |
| Martin Ratio | 8.84 | 13.04 |
| Ulcer Index | 3.06% | 3.89% |
| Daily Std Dev | 19.12% | 22.16% |
| Max Drawdown | -61.98% | -66.12% |
| Current Drawdown | -5.91% | -1.54% |
Correlation
The correlation between FJPNX and 3988.HK is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FJPNX vs. 3988.HK - Performance Comparison
In the year-to-date period, FJPNX achieves a 13.38% return, which is significantly lower than 3988.HK's 38.11% return. Over the past 10 years, FJPNX has underperformed 3988.HK with an annualized return of 7.51%, while 3988.HK has yielded a comparatively higher 8.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FJPNX vs. 3988.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and Bank of China Limited (3988.HK). 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.
Dividends
FJPNX vs. 3988.HK - Dividend Comparison
FJPNX's dividend yield for the trailing twelve months is around 3.27%, less than 3988.HK's 6.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJPNX Fidelity Japan Fund | 3.27% | 3.71% | 0.00% | 11.58% | 1.79% | 1.18% | 0.38% | 0.92% | 1.22% | 1.22% | 0.80% | 1.82% |
3988.HK Bank of China Limited | 6.77% | 8.45% | 9.12% | 8.46% | 7.90% | 6.33% | 6.26% | 5.01% | 6.02% | 6.86% | 5.65% | 6.15% |
Drawdowns
FJPNX vs. 3988.HK - Drawdown Comparison
The maximum FJPNX drawdown since its inception was -61.98%, smaller than the maximum 3988.HK drawdown of -66.12%. Use the drawdown chart below to compare losses from any high point for FJPNX and 3988.HK. For additional features, visit the drawdowns tool.
Volatility
FJPNX vs. 3988.HK - Volatility Comparison
The current volatility for Fidelity Japan Fund (FJPNX) is 6.72%, while Bank of China Limited (3988.HK) has a volatility of 10.88%. This indicates that FJPNX experiences smaller price fluctuations and is considered to be less risky than 3988.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.