PortfoliosLab logoPortfoliosLab logo
FJPTX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJPTX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Japan Fund Class M (FJPTX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FJPTX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJPTX
Fidelity Advisor Japan Fund Class M
6.06%30.99%6.78%15.26%-22.68%2.48%24.68%24.93%-15.36%28.98%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FJPTX achieves a 6.06% return, which is significantly higher than FSPSX's 0.95% return. Over the past 10 years, FJPTX has outperformed FSPSX with an annualized return of 9.65%, while FSPSX has yielded a comparatively lower 8.97% annualized return.


FJPTX

1D
3.51%
1M
-8.59%
YTD
6.06%
6M
10.41%
1Y
37.32%
3Y*
16.80%
5Y*
5.95%
10Y*
9.65%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FJPTX vs. FSPSX - Expense Ratio Comparison

FJPTX has a 1.70% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FJPTX vs. FSPSX — Risk / Return Rank

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

FJPTX
FJPTX Risk / Return Rank: 8181
Overall Rank
FJPTX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FJPTX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FJPTX Omega Ratio Rank: 7171
Omega Ratio Rank
FJPTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FJPTX Martin Ratio Rank: 8787
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FJPTX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class M (FJPTX) and Fidelity International Index Fund (FSPSX). 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.


FJPTXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.39

+0.21

Sortino ratio

Return per unit of downside risk

2.15

1.90

+0.24

Omega ratio

Gain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

2.72

1.94

+0.79

Martin ratio

Return relative to average drawdown

10.07

7.43

+2.64

FJPTX vs. FSPSX - Sharpe Ratio Comparison

The current FJPTX Sharpe Ratio is 1.60, which is comparable to the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FJPTX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FJPTXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.39

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.53

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between FJPTX and FSPSX is 0.76, 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

FJPTX vs. FSPSX - Dividend Comparison

FJPTX's dividend yield for the trailing twelve months is around 8.98%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FJPTX
Fidelity Advisor Japan Fund Class M
8.98%9.53%4.42%3.13%0.00%10.97%1.35%0.71%0.00%0.23%0.37%0.07%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FJPTX vs. FSPSX - Drawdown Comparison

The maximum FJPTX drawdown since its inception was -36.61%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FJPTX and FSPSX.


Loading graphics...

Drawdown Indicators


FJPTXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.61%

-33.69%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-11.39%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

-29.41%

-7.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

-33.69%

-2.92%

Current Drawdown

Current decline from peak

-9.71%

-8.22%

-1.49%

Average Drawdown

Average peak-to-trough decline

-10.26%

-6.60%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.97%

+0.52%

Volatility

FJPTX vs. FSPSX - Volatility Comparison

Fidelity Advisor Japan Fund Class M (FJPTX) has a higher volatility of 10.59% compared to Fidelity International Index Fund (FSPSX) at 7.65%. This indicates that FJPTX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FJPTXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

7.65%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

11.01%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

17.00%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

15.82%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

16.49%

+1.69%