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FJPNX vs. ^N225
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FJPNX and ^N225 is 0.53, 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.


-0.50.00.51.00.5

Performance

FJPNX vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Fund (FJPNX) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%AugustSeptemberOctoberNovemberDecember2025
243.77%
43.80%
FJPNX
^N225

Key characteristics

Sharpe Ratio

FJPNX:

0.30

^N225:

0.54

Sortino Ratio

FJPNX:

0.53

^N225:

0.86

Omega Ratio

FJPNX:

1.07

^N225:

1.14

Calmar Ratio

FJPNX:

0.22

^N225:

0.54

Martin Ratio

FJPNX:

1.13

^N225:

1.89

Ulcer Index

FJPNX:

5.21%

^N225:

7.35%

Daily Std Dev

FJPNX:

19.61%

^N225:

26.02%

Max Drawdown

FJPNX:

-61.98%

^N225:

-81.87%

Current Drawdown

FJPNX:

-22.94%

^N225:

-8.93%

Returns By Period

In the year-to-date period, FJPNX achieves a -1.39% return, which is significantly higher than ^N225's -3.62% return. Over the past 10 years, FJPNX has underperformed ^N225 with an annualized return of 4.97%, while ^N225 has yielded a comparatively higher 8.47% annualized return.


FJPNX

YTD

-1.39%

1M

-0.73%

6M

-5.83%

1Y

4.25%

5Y*

1.23%

10Y*

4.97%

^N225

YTD

-3.62%

1M

-0.93%

6M

-4.02%

1Y

6.92%

5Y*

10.06%

10Y*

8.47%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FJPNX vs. ^N225 — 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 1313
Overall Rank
The Sharpe Ratio Rank of FJPNX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FJPNX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of FJPNX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FJPNX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FJPNX is 1414
Martin Ratio Rank

^N225
The Risk-Adjusted Performance Rank of ^N225 is 3232
Overall Rank
The Sharpe Ratio Rank of ^N225 is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 is 3131
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. ^N225 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Fund (FJPNX) and Nikkei 225 (^N225). 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 0.21, compared to the broader market-1.000.001.002.003.004.000.210.01
The chart of Sortino ratio for FJPNX, currently valued at 0.42, compared to the broader market0.005.0010.000.420.21
The chart of Omega ratio for FJPNX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.03
The chart of Calmar ratio for FJPNX, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.000.150.01
The chart of Martin ratio for FJPNX, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.000.770.05
FJPNX
^N225

The current FJPNX Sharpe Ratio is 0.30, which is lower than the ^N225 Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FJPNX and ^N225, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.21
0.01
FJPNX
^N225

Drawdowns

FJPNX vs. ^N225 - Drawdown Comparison

The maximum FJPNX drawdown since its inception was -61.98%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for FJPNX and ^N225. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-22.94%
-14.49%
FJPNX
^N225

Volatility

FJPNX vs. ^N225 - Volatility Comparison

The current volatility for Fidelity Japan Fund (FJPNX) is 3.70%, while Nikkei 225 (^N225) has a volatility of 6.30%. This indicates that FJPNX experiences smaller price fluctuations and is considered to be less risky than ^N225 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
3.70%
6.30%
FJPNX
^N225
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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.

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