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FJPTX vs. RMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJPTX vs. RMBPX - Performance Comparison

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

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FJPTX vs. RMBPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJPTX
Fidelity Advisor Japan Fund Class M
6.06%30.99%6.78%15.26%-22.68%2.48%24.68%24.93%-19.38%
RMBPX
RMB Japan Fund
0.00%-0.24%-14.03%19.33%-14.50%-2.65%13.06%17.64%-17.62%

Returns By Period


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%

RMBPX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJPTX vs. RMBPX - Expense Ratio Comparison

FJPTX has a 1.70% expense ratio, which is higher than RMBPX's 1.30% expense ratio.


Return for Risk

FJPTX vs. RMBPX — 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

RMBPX
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. RMBPX - Risk-Adjusted Trends Comparison

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


FJPTXRMBPXDifference

Sharpe ratio

Return per unit of total volatility

1.60

Sortino ratio

Return per unit of downside risk

2.15

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

2.72

Martin ratio

Return relative to average drawdown

10.07

FJPTX vs. RMBPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FJPTXRMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Correlation

The correlation between FJPTX and RMBPX is 0.79, 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. RMBPX - Dividend Comparison

FJPTX's dividend yield for the trailing twelve months is around 8.98%, while RMBPX has not paid dividends to shareholders.


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%
RMBPX
RMB Japan Fund
0.00%0.00%3.28%4.43%1.04%8.11%0.29%1.15%0.36%0.00%0.00%0.00%

Drawdowns

FJPTX vs. RMBPX - Drawdown Comparison


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Drawdown Indicators


FJPTXRMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-36.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

Current Drawdown

Current decline from peak

-9.71%

Average Drawdown

Average peak-to-trough decline

-10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

FJPTX vs. RMBPX - Volatility Comparison


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Volatility by Period


FJPTXRMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%