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FJPNX vs. FSPTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJPNX vs. FSPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Fund (FJPNX) and Fidelity Select Technology Portfolio (FSPTX). The values are adjusted to include any dividend payments, if applicable.

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FJPNX vs. FSPTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJPNX
Fidelity Japan Fund
6.17%31.66%7.37%15.86%-22.23%3.11%25.42%25.74%-14.84%29.26%
FSPTX
Fidelity Select Technology Portfolio
-4.01%23.37%41.76%59.83%-36.91%21.99%63.95%51.08%-9.03%49.75%

Returns By Period

In the year-to-date period, FJPNX achieves a 6.17% return, which is significantly higher than FSPTX's -4.01% return. Over the past 10 years, FJPNX has underperformed FSPTX with an annualized return of 10.25%, while FSPTX has yielded a comparatively higher 22.84% annualized return.


FJPNX

1D
3.50%
1M
-8.58%
YTD
6.17%
6M
10.71%
1Y
38.02%
3Y*
17.41%
5Y*
6.51%
10Y*
10.25%

FSPTX

1D
4.99%
1M
-3.56%
YTD
-4.01%
6M
-3.00%
1Y
36.58%
3Y*
28.77%
5Y*
14.60%
10Y*
22.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJPNX vs. FSPTX - Expense Ratio Comparison

FJPNX has a 1.09% expense ratio, which is higher than FSPTX's 0.67% expense ratio.


Return for Risk

FJPNX vs. FSPTX — Risk / Return Rank

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

FJPNX
FJPNX Risk / Return Rank: 8585
Overall Rank
FJPNX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FJPNX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FJPNX Omega Ratio Rank: 7777
Omega Ratio Rank
FJPNX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FJPNX Martin Ratio Rank: 9090
Martin Ratio Rank

FSPTX
FSPTX Risk / Return Rank: 7878
Overall Rank
FSPTX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FSPTX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FSPTX Omega Ratio Rank: 7171
Omega Ratio Rank
FSPTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSPTX 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.

FJPNX vs. FSPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and Fidelity Select Technology Portfolio (FSPTX). 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.


FJPNXFSPTXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.30

+0.33

Sortino ratio

Return per unit of downside risk

2.18

1.94

+0.25

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

2.78

2.43

+0.35

Martin ratio

Return relative to average drawdown

10.30

8.36

+1.95

FJPNX vs. FSPTX - Sharpe Ratio Comparison

The current FJPNX Sharpe Ratio is 1.63, which is comparable to the FSPTX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FJPNX and FSPTX, 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


FJPNXFSPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.30

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.54

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.89

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.53

-0.28

Correlation

The correlation between FJPNX and FSPTX is 0.41, 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

FJPNX vs. FSPTX - Dividend Comparison

FJPNX's dividend yield for the trailing twelve months is around 9.38%, which matches FSPTX's 9.44% yield.


TTM20252024202320222021202020192018201720162015
FJPNX
Fidelity Japan Fund
9.38%9.95%4.85%3.71%0.00%11.58%1.79%1.18%0.38%0.23%1.22%0.64%
FSPTX
Fidelity Select Technology Portfolio
9.44%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%

Drawdowns

FJPNX vs. FSPTX - Drawdown Comparison

The maximum FJPNX drawdown since its inception was -64.83%, smaller than the maximum FSPTX drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for FJPNX and FSPTX.


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Drawdown Indicators


FJPNXFSPTXDifference

Max Drawdown

Largest peak-to-trough decline

-64.83%

-84.37%

+19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-15.49%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-42.16%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.23%

-42.16%

+5.93%

Current Drawdown

Current decline from peak

-9.68%

-9.41%

-0.27%

Average Drawdown

Average peak-to-trough decline

-25.01%

-27.13%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

4.51%

-1.04%

Volatility

FJPNX vs. FSPTX - Volatility Comparison

Fidelity Japan Fund (FJPNX) has a higher volatility of 10.59% compared to Fidelity Select Technology Portfolio (FSPTX) at 8.46%. This indicates that FJPNX's price experiences larger fluctuations and is considered to be riskier than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJPNXFSPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

8.46%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

17.22%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

29.39%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

27.27%

-7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

25.85%

-7.67%