PortfoliosLab logo
FJSCX vs. EWJV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJSCX and EWJV is 0.63, 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: 0.6

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

FJSCX vs. EWJV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan Value ETF (EWJV). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-33.21%
-4.17%
BIB
SPY

Key characteristics

Sharpe Ratio

FJSCX:

-0.03

EWJV:

0.04

Sortino Ratio

FJSCX:

0.10

EWJV:

0.19

Omega Ratio

FJSCX:

1.01

EWJV:

1.02

Calmar Ratio

FJSCX:

-0.03

EWJV:

0.05

Martin Ratio

FJSCX:

-0.10

EWJV:

0.17

Ulcer Index

FJSCX:

6.39%

EWJV:

4.22%

Daily Std Dev

FJSCX:

20.35%

EWJV:

20.71%

Max Drawdown

FJSCX:

-66.21%

EWJV:

-30.05%

Current Drawdown

FJSCX:

-15.04%

EWJV:

-7.91%

Returns By Period

In the year-to-date period, FJSCX achieves a -1.60% return, which is significantly lower than EWJV's 2.37% return.


FJSCX

YTD

-1.60%

1M

-3.34%

6M

-8.21%

1Y

-1.03%

5Y*

3.65%

10Y*

2.58%

EWJV

YTD

2.37%

1M

-3.81%

6M

0.92%

1Y

0.58%

5Y*

12.20%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Japan Value ETF

FJSCX vs. EWJV - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is higher than EWJV's 0.15% 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 EWJV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWJV: 0.15%

Risk-Adjusted Performance

FJSCX vs. EWJV — 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 5959
Overall Rank
The Sharpe Ratio Rank of FJSCX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 5858
Martin Ratio Rank

EWJV
The Risk-Adjusted Performance Rank of EWJV is 5757
Overall Rank
The Sharpe Ratio Rank of EWJV is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of EWJV is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EWJV is 5959
Calmar Ratio Rank
The Martin Ratio Rank of EWJV is 5757
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. EWJV - 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 Value ETF (EWJV). 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 BIB, currently valued at -0.58, compared to the broader market-1.000.001.002.003.00
BIB: -0.58
SPY: 0.37
The chart of Sortino ratio for BIB, currently valued at -0.61, compared to the broader market-2.000.002.004.006.008.00
BIB: -0.61
SPY: 0.68
The chart of Omega ratio for BIB, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.00
BIB: 0.93
SPY: 1.10
The chart of Calmar ratio for BIB, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.00
BIB: -0.34
SPY: 0.38
The chart of Martin ratio for BIB, currently valued at -1.55, compared to the broader market0.0010.0020.0030.0040.0050.00
BIB: -1.55
SPY: 1.90

The current FJSCX Sharpe Ratio is -0.03, which is lower than the EWJV Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FJSCX and EWJV, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.58
0.37
BIB
SPY

Dividends

FJSCX vs. EWJV - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 2.37%, less than EWJV's 4.00% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

FJSCX vs. EWJV - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -66.21%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for FJSCX and EWJV. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.84%
-10.22%
BIB
SPY

Volatility

FJSCX vs. EWJV - Volatility Comparison

The current volatility for Fidelity Japan Smaller Companies Fund (FJSCX) is NaN%, while iShares MSCI Japan Value ETF (EWJV) has a volatility of NaN%. This indicates that FJSCX experiences smaller price fluctuations and is considered to be less risky than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.83%
13.87%
BIB
SPY

User Portfolios with FJSCX or EWJV


ETFS
17%
YTD
VOO
MOAT
XLK
IHI
BRK-B
SMH
ETFS
17%
YTD
VOO
MOAT
XLK
IHI
BRK-B
SMH
1 / 500

Recent discussions