PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FJPNX vs. KWEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJPNX and KWEB is 0.44, 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.


-0.50.00.51.00.4

Performance

FJPNX vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Fund (FJPNX) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-7.72%
7.84%
FJPNX
KWEB

Key characteristics

Sharpe Ratio

FJPNX:

0.12

KWEB:

0.41

Sortino Ratio

FJPNX:

0.30

KWEB:

0.92

Omega Ratio

FJPNX:

1.04

KWEB:

1.11

Calmar Ratio

FJPNX:

0.09

KWEB:

0.22

Martin Ratio

FJPNX:

0.48

KWEB:

1.17

Ulcer Index

FJPNX:

5.10%

KWEB:

13.96%

Daily Std Dev

FJPNX:

19.72%

KWEB:

39.42%

Max Drawdown

FJPNX:

-61.98%

KWEB:

-80.92%

Current Drawdown

FJPNX:

-23.13%

KWEB:

-68.83%

Returns By Period

In the year-to-date period, FJPNX achieves a -1.64% return, which is significantly higher than KWEB's -2.22% return. Over the past 10 years, FJPNX has outperformed KWEB with an annualized return of 4.97%, while KWEB has yielded a comparatively lower 0.48% annualized return.


FJPNX

YTD

-1.64%

1M

-3.74%

6M

-7.73%

1Y

3.74%

5Y*

1.18%

10Y*

4.97%

KWEB

YTD

-2.22%

1M

-4.24%

6M

7.85%

1Y

20.95%

5Y*

-9.75%

10Y*

0.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FJPNX vs. KWEB - Expense Ratio Comparison

FJPNX has a 1.09% expense ratio, which is higher than KWEB's 0.76% expense ratio.


FJPNX
Fidelity Japan Fund
Expense ratio chart for FJPNX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
Expense ratio chart for KWEB: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

FJPNX vs. KWEB — 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 1717
Overall Rank
The Sharpe Ratio Rank of FJPNX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FJPNX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FJPNX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FJPNX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FJPNX is 1717
Martin Ratio Rank

KWEB
The Risk-Adjusted Performance Rank of KWEB is 2424
Overall Rank
The Sharpe Ratio Rank of KWEB is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 3030
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 2929
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 2121
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. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and KraneShares CSI China Internet ETF (KWEB). 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.


Sharpe ratio
The chart of Sharpe ratio for FJPNX, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.000.120.41
The chart of Sortino ratio for FJPNX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.000.300.92
The chart of Omega ratio for FJPNX, currently valued at 1.04, compared to the broader market1.002.003.004.001.041.11
The chart of Calmar ratio for FJPNX, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.090.22
The chart of Martin ratio for FJPNX, currently valued at 0.48, compared to the broader market0.0020.0040.0060.0080.000.481.17
FJPNX
KWEB

The current FJPNX Sharpe Ratio is 0.12, which is lower than the KWEB Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FJPNX and KWEB, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.12
0.41
FJPNX
KWEB

Dividends

FJPNX vs. KWEB - Dividend Comparison

FJPNX's dividend yield for the trailing twelve months is around 2.67%, less than KWEB's 3.58% yield.


TTM20242023202220212020201920182017201620152014
FJPNX
Fidelity Japan Fund
2.67%2.63%0.84%0.00%3.23%0.53%0.64%0.38%0.69%0.93%1.22%0.80%
KWEB
KraneShares CSI China Internet ETF
3.58%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

FJPNX vs. KWEB - Drawdown Comparison

The maximum FJPNX drawdown since its inception was -61.98%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for FJPNX and KWEB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-23.13%
-68.83%
FJPNX
KWEB

Volatility

FJPNX vs. KWEB - Volatility Comparison

The current volatility for Fidelity Japan Fund (FJPNX) is 5.74%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 7.22%. This indicates that FJPNX experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.74%
7.22%
FJPNX
KWEB
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab