FJPNX vs. IUIT.L
Compare and contrast key facts about Fidelity Japan Fund (FJPNX) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
FJPNX is managed by Fidelity. It was launched on Sep 15, 1992. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJPNX or IUIT.L.
Key characteristics
| FJPNX | IUIT.L | |
|---|---|---|
| YTD Return | 13.38% | 33.70% |
| 1Y Return | 28.07% | 52.91% |
| 3Y Return (Ann) | -0.06% | 18.40% |
| 5Y Return (Ann) | 7.09% | 26.75% |
| Sharpe Ratio | 1.41 | 2.81 |
| Sortino Ratio | 1.94 | 3.55 |
| Omega Ratio | 1.26 | 1.48 |
| Calmar Ratio | 0.95 | 3.92 |
| Martin Ratio | 8.84 | 13.15 |
| Ulcer Index | 3.06% | 4.36% |
| Daily Std Dev | 19.12% | 20.54% |
| Max Drawdown | -61.98% | -33.46% |
| Current Drawdown | -5.91% | -0.90% |
Correlation
The correlation between FJPNX and IUIT.L is 0.40, 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.
Performance
FJPNX vs. IUIT.L - Performance Comparison
In the year-to-date period, FJPNX achieves a 13.38% return, which is significantly lower than IUIT.L's 33.70% 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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FJPNX vs. IUIT.L - Expense Ratio Comparison
FJPNX has a 1.09% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.
Risk-Adjusted Performance
FJPNX vs. IUIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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. IUIT.L - Dividend Comparison
FJPNX's dividend yield for the trailing twelve months is around 3.27%, while IUIT.L has not paid dividends to shareholders.
| 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% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FJPNX vs. IUIT.L - Drawdown Comparison
The maximum FJPNX drawdown since its inception was -61.98%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for FJPNX and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
FJPNX vs. IUIT.L - Volatility Comparison
Fidelity Japan Fund (FJPNX) has a higher volatility of 6.72% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 3.92%. This indicates that FJPNX's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.