FJPNX vs. PRJPX
Compare and contrast key facts about Fidelity Japan Fund (FJPNX) and T. Rowe Price Japan Fund (PRJPX).
FJPNX is managed by Fidelity. It was launched on Sep 15, 1992. PRJPX is managed by T. Rowe Price. It was launched on Dec 29, 1991.
Performance
FJPNX vs. PRJPX - Performance Comparison
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FJPNX vs. PRJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJPNX Fidelity Japan Fund | 6.17% | 31.66% | 7.37% | 15.86% | -22.23% | 3.11% | 25.42% | 25.74% | -14.84% | 29.26% |
PRJPX T. Rowe Price Japan Fund | 1.33% | 32.21% | 6.13% | 2.02% | -27.37% | -11.03% | 34.60% | 27.56% | -12.24% | 32.06% |
Returns By Period
In the year-to-date period, FJPNX achieves a 6.17% return, which is significantly higher than PRJPX's 1.33% return. Over the past 10 years, FJPNX has outperformed PRJPX with an annualized return of 10.25%, while PRJPX has yielded a comparatively lower 7.55% 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%
PRJPX
- 1D
- 3.94%
- 1M
- -8.77%
- YTD
- 1.33%
- 6M
- 5.95%
- 1Y
- 26.54%
- 3Y*
- 11.61%
- 5Y*
- -0.75%
- 10Y*
- 7.55%
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FJPNX vs. PRJPX - Expense Ratio Comparison
FJPNX has a 1.09% expense ratio, which is higher than PRJPX's 1.05% expense ratio.
Return for Risk
FJPNX vs. PRJPX — Risk / Return Rank
FJPNX
PRJPX
FJPNX vs. PRJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and T. Rowe Price Japan Fund (PRJPX). 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.
| FJPNX | PRJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 1.26 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.78 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.49 | +1.29 |
Martin ratioReturn relative to average drawdown | 10.30 | 5.62 | +4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FJPNX | PRJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.26 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | -0.04 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.43 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.16 | +0.08 |
Correlation
The correlation between FJPNX and PRJPX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FJPNX vs. PRJPX - Dividend Comparison
FJPNX's dividend yield for the trailing twelve months is around 9.38%, less than PRJPX's 14.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRJPX T. Rowe Price Japan Fund | 14.46% | 14.65% | 4.82% | 1.71% | 6.94% | 5.42% | 2.59% | 2.62% | 7.56% | 0.33% | 0.70% | 1.05% |
Drawdowns
FJPNX vs. PRJPX - Drawdown Comparison
The maximum FJPNX drawdown since its inception was -64.83%, smaller than the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for FJPNX and PRJPX.
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Drawdown Indicators
| FJPNX | PRJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.83% | -68.26% | +3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -15.11% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -36.23% | -44.42% | +8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.23% | -45.44% | +9.21% |
Current DrawdownCurrent decline from peak | -9.68% | -11.70% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -26.85% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 4.01% | -0.54% |
Volatility
FJPNX vs. PRJPX - Volatility Comparison
Fidelity Japan Fund (FJPNX) has a higher volatility of 10.59% compared to T. Rowe Price Japan Fund (PRJPX) at 9.46%. This indicates that FJPNX's price experiences larger fluctuations and is considered to be riskier than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJPNX | PRJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.59% | 9.46% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.57% | 14.49% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 20.78% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 18.99% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.54% | +0.64% |