FJSCX vs. DFJ
Compare and contrast key facts about Fidelity Japan Smaller Companies Fund (FJSCX) and WisdomTree Japan SmallCap Dividend Fund (DFJ).
FJSCX is managed by Fidelity. It was launched on Nov 1, 1995. DFJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan SmallCap Dividend Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJSCX or DFJ.
Key characteristics
| FJSCX | DFJ | |
|---|---|---|
| YTD Return | 10.09% | 2.44% |
| 1Y Return | 21.36% | 14.31% |
| 3Y Return (Ann) | 1.72% | 3.30% |
| 5Y Return (Ann) | 3.30% | 2.99% |
| 10Y Return (Ann) | 6.90% | 6.55% |
| Sharpe Ratio | 1.25 | 0.95 |
| Sortino Ratio | 1.74 | 1.35 |
| Omega Ratio | 1.24 | 1.17 |
| Calmar Ratio | 1.21 | 1.23 |
| Martin Ratio | 6.41 | 4.33 |
| Ulcer Index | 3.47% | 3.44% |
| Daily Std Dev | 17.83% | 15.68% |
| Max Drawdown | -66.21% | -46.00% |
| Current Drawdown | -5.79% | -6.84% |
Correlation
The correlation between FJSCX and DFJ is 0.81, 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.
Performance
FJSCX vs. DFJ - Performance Comparison
In the year-to-date period, FJSCX achieves a 10.09% return, which is significantly higher than DFJ's 2.44% return. Over the past 10 years, FJSCX has outperformed DFJ with an annualized return of 6.90%, while DFJ has yielded a comparatively lower 6.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FJSCX vs. DFJ - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is higher than DFJ's 0.58% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FJSCX vs. DFJ - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 1.97%, more than DFJ's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 1.97% | 2.16% | 0.05% | 3.26% | 1.05% | 1.31% | 0.74% | 0.85% | 1.15% | 2.09% | 2.06% | 2.57% |
DFJ WisdomTree Japan SmallCap Dividend Fund | 1.92% | 2.43% | 2.62% | 2.07% | 2.59% | 2.24% | 1.89% | 1.60% | 1.76% | 1.23% | 1.63% | 2.20% |
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. For additional features, visit the drawdowns tool.
Volatility
FJSCX vs. DFJ - Volatility Comparison
Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 4.58% compared to WisdomTree Japan SmallCap Dividend Fund (DFJ) at 4.30%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than DFJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.