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FJPNX vs. JPXN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJPNX and JPXN is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FJPNX vs. JPXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Fund (FJPNX) and iShares JPX-Nikkei 400 ETF (JPXN). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%190.00%200.00%NovemberDecember2025FebruaryMarchApril
187.41%
174.22%
FJPNX
JPXN

Key characteristics

Sharpe Ratio

FJPNX:

0.41

JPXN:

0.41

Sortino Ratio

FJPNX:

0.71

JPXN:

0.71

Omega Ratio

FJPNX:

1.10

JPXN:

1.09

Calmar Ratio

FJPNX:

0.31

JPXN:

0.60

Martin Ratio

FJPNX:

1.38

JPXN:

1.64

Ulcer Index

FJPNX:

6.98%

JPXN:

5.11%

Daily Std Dev

FJPNX:

23.32%

JPXN:

20.46%

Max Drawdown

FJPNX:

-61.98%

JPXN:

-54.98%

Current Drawdown

FJPNX:

-18.68%

JPXN:

-1.81%

Returns By Period

In the year-to-date period, FJPNX achieves a 4.06% return, which is significantly lower than JPXN's 6.43% return. Over the past 10 years, FJPNX has underperformed JPXN with an annualized return of 4.13%, while JPXN has yielded a comparatively higher 4.73% annualized return.


FJPNX

YTD

4.06%

1M

-0.64%

6M

1.57%

1Y

10.65%

5Y*

5.48%

10Y*

4.13%

JPXN

YTD

6.43%

1M

0.38%

6M

7.00%

1Y

9.50%

5Y*

8.82%

10Y*

4.73%

*Annualized

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FJPNX vs. JPXN - Expense Ratio Comparison

FJPNX has a 1.09% expense ratio, which is higher than JPXN's 0.48% expense ratio.


Expense ratio chart for FJPNX: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FJPNX: 1.09%
Expense ratio chart for JPXN: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPXN: 0.48%

Risk-Adjusted Performance

FJPNX vs. JPXN — Risk-Adjusted Performance Rank

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

FJPNX
The Risk-Adjusted Performance Rank of FJPNX is 4949
Overall Rank
The Sharpe Ratio Rank of FJPNX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FJPNX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FJPNX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FJPNX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FJPNX is 4747
Martin Ratio Rank

JPXN
The Risk-Adjusted Performance Rank of JPXN is 5454
Overall Rank
The Sharpe Ratio Rank of JPXN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JPXN is 5050
Sortino Ratio Rank
The Omega Ratio Rank of JPXN is 4848
Omega Ratio Rank
The Calmar Ratio Rank of JPXN is 6868
Calmar Ratio Rank
The Martin Ratio Rank of JPXN is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FJPNX vs. JPXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and iShares JPX-Nikkei 400 ETF (JPXN). 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.


The chart of Sharpe ratio for FJPNX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.00
FJPNX: 0.41
JPXN: 0.41
The chart of Sortino ratio for FJPNX, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
FJPNX: 0.71
JPXN: 0.71
The chart of Omega ratio for FJPNX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
FJPNX: 1.10
JPXN: 1.09
The chart of Calmar ratio for FJPNX, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.00
FJPNX: 0.31
JPXN: 0.60
The chart of Martin ratio for FJPNX, currently valued at 1.38, compared to the broader market0.0010.0020.0030.0040.0050.00
FJPNX: 1.38
JPXN: 1.64

The current FJPNX Sharpe Ratio is 0.41, which is comparable to the JPXN Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FJPNX and JPXN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.41
0.41
FJPNX
JPXN

Dividends

FJPNX vs. JPXN - Dividend Comparison

FJPNX's dividend yield for the trailing twelve months is around 4.66%, more than JPXN's 2.15% yield.


TTM20242023202220212020201920182017201620152014
FJPNX
Fidelity Japan Fund
4.66%4.85%3.71%0.00%11.58%1.79%1.18%0.38%0.92%1.22%1.22%0.80%
JPXN
iShares JPX-Nikkei 400 ETF
2.15%2.29%2.58%1.47%2.63%1.27%1.92%1.60%1.50%2.07%1.32%1.42%

Drawdowns

FJPNX vs. JPXN - Drawdown Comparison

The maximum FJPNX drawdown since its inception was -61.98%, which is greater than JPXN's maximum drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for FJPNX and JPXN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.68%
-1.81%
FJPNX
JPXN

Volatility

FJPNX vs. JPXN - Volatility Comparison

Fidelity Japan Fund (FJPNX) has a higher volatility of 12.78% compared to iShares JPX-Nikkei 400 ETF (JPXN) at 11.30%. This indicates that FJPNX's price experiences larger fluctuations and is considered to be riskier than JPXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.78%
11.30%
FJPNX
JPXN