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FJSCX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJSCX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Smaller Companies Fund (FJSCX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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FJSCX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSCX
Fidelity Japan Smaller Companies Fund
5.60%26.43%8.03%15.15%-14.49%-0.36%4.80%22.00%-15.98%34.56%
BRK-B
Berkshire Hathaway Inc.
-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, FJSCX achieves a 5.60% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, FJSCX has underperformed BRK-B with an annualized return of 8.29%, while BRK-B has yielded a comparatively higher 12.78% annualized return.


FJSCX

1D
3.08%
1M
-8.94%
YTD
5.60%
6M
8.14%
1Y
30.75%
3Y*
16.31%
5Y*
7.24%
10Y*
8.29%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FJSCX vs. BRK-B — Risk / Return Rank

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

FJSCX
FJSCX Risk / Return Rank: 8080
Overall Rank
FJSCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FJSCX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FJSCX Omega Ratio Rank: 7373
Omega Ratio Rank
FJSCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FJSCX Martin Ratio Rank: 8282
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

FJSCX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Berkshire Hathaway Inc. (BRK-B). 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.


FJSCXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.58

-0.56

+2.14

Sortino ratio

Return per unit of downside risk

2.12

-0.65

+2.77

Omega ratio

Gain probability vs. loss probability

1.29

0.91

+0.37

Calmar ratio

Return relative to maximum drawdown

2.23

-0.68

+2.91

Martin ratio

Return relative to average drawdown

8.55

-1.16

+9.72

FJSCX vs. BRK-B - Sharpe Ratio Comparison

The current FJSCX Sharpe Ratio is 1.58, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FJSCX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FJSCXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

-0.56

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.77

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.66

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.48

-0.19

Correlation

The correlation between FJSCX and BRK-B is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FJSCX vs. BRK-B - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 16.68%, while BRK-B has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FJSCX
Fidelity Japan Smaller Companies Fund
16.68%17.62%4.54%2.82%0.05%12.01%1.59%7.13%5.55%3.91%2.83%1.43%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FJSCX vs. BRK-B - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -71.42%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FJSCX and BRK-B.


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Drawdown Indicators


FJSCXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-71.42%

-53.86%

-17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-14.95%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-26.58%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

-29.57%

-2.53%

Current Drawdown

Current decline from peak

-10.10%

-11.36%

+1.26%

Average Drawdown

Average peak-to-trough decline

-26.78%

-11.07%

-15.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

8.72%

-5.38%

Volatility

FJSCX vs. BRK-B - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 8.83% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJSCXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

4.33%

+4.50%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

11.14%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

18.30%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

17.20%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

19.45%

-3.62%