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FJSCX vs. DFJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJSCX and DFJ is 0.52, 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. DFJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Smaller Companies Fund (FJSCX) and WisdomTree Japan SmallCap Dividend Fund (DFJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FJSCX:

1.01

DFJ:

0.88

Sortino Ratio

FJSCX:

1.44

DFJ:

1.29

Omega Ratio

FJSCX:

1.20

DFJ:

1.17

Calmar Ratio

FJSCX:

1.34

DFJ:

1.25

Martin Ratio

FJSCX:

3.65

DFJ:

3.40

Ulcer Index

FJSCX:

5.53%

DFJ:

4.63%

Daily Std Dev

FJSCX:

20.12%

DFJ:

17.73%

Max Drawdown

FJSCX:

-66.21%

DFJ:

-46.00%

Current Drawdown

FJSCX:

0.00%

DFJ:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with FJSCX having a 13.01% return and DFJ slightly lower at 12.84%. Both investments have delivered pretty close results over the past 10 years, with FJSCX having a 6.83% annualized return and DFJ not far behind at 6.51%.


FJSCX

YTD

13.01%

1M

7.04%

6M

13.01%

1Y

20.17%

3Y*

11.28%

5Y*

6.59%

10Y*

6.83%

DFJ

YTD

12.84%

1M

3.84%

6M

12.80%

1Y

15.38%

3Y*

13.09%

5Y*

7.65%

10Y*

6.51%

*Annualized

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FJSCX vs. DFJ - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is higher than DFJ's 0.58% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FJSCX vs. DFJ — Risk-Adjusted Performance Rank

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

FJSCX
The Risk-Adjusted Performance Rank of FJSCX is 8181
Overall Rank
The Sharpe Ratio Rank of FJSCX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 7878
Martin Ratio Rank

DFJ
The Risk-Adjusted Performance Rank of DFJ is 7878
Overall Rank
The Sharpe Ratio Rank of DFJ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DFJ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DFJ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DFJ is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DFJ is 7777
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.

FJSCX vs. DFJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and WisdomTree Japan SmallCap Dividend Fund (DFJ). 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.


The current FJSCX Sharpe Ratio is 1.01, which is comparable to the DFJ Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FJSCX and DFJ, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FJSCX vs. DFJ - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 4.02%, more than DFJ's 1.48% yield.


TTM20242023202220212020201920182017201620152014
FJSCX
Fidelity Japan Smaller Companies Fund
4.02%4.54%2.82%0.05%12.01%1.59%7.13%5.55%4.77%2.83%1.43%1.80%
DFJ
WisdomTree Japan SmallCap Dividend Fund
1.48%2.46%2.43%2.62%2.07%2.59%2.24%1.89%1.60%1.76%1.23%1.63%

Drawdowns

FJSCX vs. DFJ - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -66.21%, which is greater than DFJ's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for FJSCX and DFJ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FJSCX vs. DFJ - Volatility Comparison

The current volatility for Fidelity Japan Smaller Companies Fund (FJSCX) is 3.62%, while WisdomTree Japan SmallCap Dividend Fund (DFJ) has a volatility of 4.08%. This indicates that FJSCX experiences smaller price fluctuations and is considered to be less risky than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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