FJSCX vs. DBJP
Compare and contrast key facts about Fidelity Japan Smaller Companies Fund (FJSCX) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP).
FJSCX is managed by Fidelity. It was launched on Nov 1, 1995. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJSCX or DBJP.
Key characteristics
| FJSCX | DBJP | |
|---|---|---|
| YTD Return | 8.76% | 22.45% |
| 1Y Return | 16.91% | 22.09% |
| 3Y Return (Ann) | 1.33% | 16.18% |
| 5Y Return (Ann) | 2.77% | 15.03% |
| 10Y Return (Ann) | 6.80% | 10.24% |
| Sharpe Ratio | 1.08 | 1.18 |
| Sortino Ratio | 1.54 | 1.55 |
| Omega Ratio | 1.21 | 1.23 |
| Calmar Ratio | 1.13 | 1.09 |
| Martin Ratio | 5.43 | 3.72 |
| Ulcer Index | 3.54% | 6.30% |
| Daily Std Dev | 17.83% | 19.96% |
| Max Drawdown | -66.21% | -31.30% |
| Current Drawdown | -6.93% | -7.00% |
Correlation
The correlation between FJSCX and DBJP is 0.57, 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.
Performance
FJSCX vs. DBJP - Performance Comparison
In the year-to-date period, FJSCX achieves a 8.76% return, which is significantly lower than DBJP's 22.45% return. Over the past 10 years, FJSCX has underperformed DBJP with an annualized return of 6.80%, while DBJP has yielded a comparatively higher 10.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FJSCX vs. DBJP - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is higher than DBJP's 0.46% expense ratio.
Risk-Adjusted Performance
FJSCX vs. DBJP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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.
Dividends
FJSCX vs. DBJP - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 1.99%, less than DBJP's 3.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 1.99% | 2.16% | 0.05% | 3.26% | 1.05% | 1.31% | 0.74% | 0.85% | 1.15% | 2.09% | 2.06% | 2.57% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 3.08% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% | 10.53% | 1.84% |
Drawdowns
FJSCX vs. DBJP - Drawdown Comparison
The maximum FJSCX drawdown since its inception was -66.21%, which is greater than DBJP's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for FJSCX and DBJP. For additional features, visit the drawdowns tool.
Volatility
FJSCX vs. DBJP - Volatility Comparison
The current volatility for Fidelity Japan Smaller Companies Fund (FJSCX) is 4.18%, while Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a volatility of 4.68%. This indicates that FJSCX experiences smaller price fluctuations and is considered to be less risky than DBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.