FJSCX vs. EWJ
Compare and contrast key facts about Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan ETF (EWJ).
FJSCX is managed by Fidelity. It was launched on Nov 1, 1995. EWJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJSCX or EWJ.
Key characteristics
| FJSCX | EWJ | |
|---|---|---|
| YTD Return | 8.76% | 6.39% |
| 1Y Return | 16.91% | 12.26% |
| 3Y Return (Ann) | 1.33% | 0.64% |
| 5Y Return (Ann) | 2.77% | 4.28% |
| 10Y Return (Ann) | 6.80% | 5.38% |
| Sharpe Ratio | 1.08 | 0.83 |
| Sortino Ratio | 1.54 | 1.21 |
| Omega Ratio | 1.21 | 1.15 |
| Calmar Ratio | 1.13 | 0.98 |
| Martin Ratio | 5.43 | 3.75 |
| Ulcer Index | 3.54% | 3.87% |
| Daily Std Dev | 17.83% | 17.36% |
| Max Drawdown | -66.21% | -58.89% |
| Current Drawdown | -6.93% | -7.19% |
Correlation
The correlation between FJSCX and EWJ is 0.71, 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. EWJ - Performance Comparison
In the year-to-date period, FJSCX achieves a 8.76% return, which is significantly higher than EWJ's 6.39% return. Over the past 10 years, FJSCX has outperformed EWJ with an annualized return of 6.80%, while EWJ has yielded a comparatively lower 5.38% 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. EWJ - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is higher than EWJ's 0.49% expense ratio.
Risk-Adjusted Performance
FJSCX vs. EWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan ETF (EWJ). 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. EWJ - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 1.99%, less than EWJ's 2.04% 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% |
EWJ iShares MSCI Japan ETF | 2.04% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
Drawdowns
FJSCX vs. EWJ - Drawdown Comparison
The maximum FJSCX drawdown since its inception was -66.21%, which is greater than EWJ's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for FJSCX and EWJ. For additional features, visit the drawdowns tool.
Volatility
FJSCX vs. EWJ - Volatility Comparison
The current volatility for Fidelity Japan Smaller Companies Fund (FJSCX) is 4.18%, while iShares MSCI Japan ETF (EWJ) has a volatility of 4.51%. This indicates that FJSCX experiences smaller price fluctuations and is considered to be less risky than EWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.