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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.


-0.50.00.51.0
Correlation: 0.5

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.

90.00%100.00%110.00%120.00%130.00%140.00%December2025FebruaryMarchAprilMay
116.90%
136.39%
FJSCX
DFJ

Key characteristics

Sharpe Ratio

FJSCX:

0.67

DFJ:

0.74

Sortino Ratio

FJSCX:

1.02

DFJ:

1.11

Omega Ratio

FJSCX:

1.14

DFJ:

1.14

Calmar Ratio

FJSCX:

0.65

DFJ:

1.05

Martin Ratio

FJSCX:

2.11

DFJ:

2.82

Ulcer Index

FJSCX:

6.44%

DFJ:

4.68%

Daily Std Dev

FJSCX:

20.29%

DFJ:

17.69%

Max Drawdown

FJSCX:

-66.21%

DFJ:

-46.00%

Current Drawdown

FJSCX:

-7.46%

DFJ:

-0.87%

Returns By Period

In the year-to-date period, FJSCX achieves a 7.18% return, which is significantly lower than DFJ's 9.54% return. Over the past 10 years, FJSCX has underperformed DFJ with an annualized return of 3.39%, while DFJ has yielded a comparatively higher 6.17% annualized return.


FJSCX

YTD

7.18%

1M

13.05%

6M

6.06%

1Y

10.31%

5Y*

4.72%

10Y*

3.39%

DFJ

YTD

9.54%

1M

13.28%

6M

10.51%

1Y

9.99%

5Y*

9.25%

10Y*

6.17%

*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.


Expense ratio chart for FJSCX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FJSCX: 0.91%
Expense ratio chart for DFJ: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFJ: 0.58%

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 5656
Overall Rank
The Sharpe Ratio Rank of FJSCX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 5252
Martin Ratio Rank

DFJ
The Risk-Adjusted Performance Rank of DFJ is 6767
Overall Rank
The Sharpe Ratio Rank of DFJ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DFJ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DFJ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DFJ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DFJ is 6666
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 chart of Sharpe ratio for FJSCX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.00
FJSCX: 0.67
DFJ: 0.74
The chart of Sortino ratio for FJSCX, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
FJSCX: 1.02
DFJ: 1.11
The chart of Omega ratio for FJSCX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
FJSCX: 1.14
DFJ: 1.14
The chart of Calmar ratio for FJSCX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.00
FJSCX: 0.65
DFJ: 1.05
The chart of Martin ratio for FJSCX, currently valued at 2.11, compared to the broader market0.0010.0020.0030.0040.00
FJSCX: 2.11
DFJ: 2.82

The current FJSCX Sharpe Ratio is 0.67, which is comparable to the DFJ Sharpe Ratio of 0.74. 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.


Rolling 12-month Sharpe Ratio0.000.501.00December2025FebruaryMarchAprilMay
0.67
0.74
FJSCX
DFJ

Dividends

FJSCX vs. DFJ - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 2.18%, more than DFJ's 1.52% yield.


TTM20242023202220212020201920182017201620152014
FJSCX
Fidelity Japan Smaller Companies Fund
2.18%2.33%2.16%0.05%3.26%1.05%1.31%0.74%0.85%1.15%2.09%2.06%
DFJ
WisdomTree Japan SmallCap Dividend Fund
1.52%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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.46%
-0.87%
FJSCX
DFJ

Volatility

FJSCX vs. DFJ - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) and WisdomTree Japan SmallCap Dividend Fund (DFJ) have volatilities of 8.92% and 9.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
8.92%
9.18%
FJSCX
DFJ