PortfoliosLab logoPortfoliosLab logo
FJSCX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJSCX vs. FBGRX - Performance Comparison

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

Loading graphics...

FJSCX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSCX
Fidelity Japan Smaller Companies Fund
5.60%26.43%8.03%15.15%-14.49%-0.36%4.80%22.00%-15.98%34.56%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FJSCX achieves a 5.60% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, FJSCX has underperformed FBGRX with an annualized return of 8.29%, while FBGRX has yielded a comparatively higher 19.08% annualized return.


FJSCX

1D
3.08%
1M
-8.94%
YTD
5.60%
6M
8.14%
1Y
30.75%
3Y*
16.31%
5Y*
7.24%
10Y*
8.29%

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. FBGRX - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FJSCX vs. FBGRX — Risk / Return Rank

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

FJSCX
FJSCX Risk / Return Rank: 8080
Overall Rank
FJSCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FJSCX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FJSCX Omega Ratio Rank: 7373
Omega Ratio Rank
FJSCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FJSCX Martin Ratio Rank: 8282
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FJSCX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FJSCXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.13

+0.45

Sortino ratio

Return per unit of downside risk

2.12

1.73

+0.39

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

2.23

2.00

+0.23

Martin ratio

Return relative to average drawdown

8.55

7.92

+0.63

FJSCX vs. FBGRX - Sharpe Ratio Comparison

The current FJSCX Sharpe Ratio is 1.58, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FJSCX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FJSCXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.13

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.47

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.81

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.65

-0.35

Correlation

The correlation between FJSCX and FBGRX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FJSCX vs. FBGRX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 16.68%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FJSCX
Fidelity Japan Smaller Companies Fund
16.68%17.62%4.54%2.82%0.05%12.01%1.59%7.13%5.55%3.91%2.83%1.43%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FJSCX vs. FBGRX - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -71.42%, which is greater than FBGRX's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FJSCX and FBGRX.


Loading graphics...

Drawdown Indicators


FJSCXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-71.42%

-58.64%

-12.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-13.89%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-43.08%

+13.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

-43.08%

+10.98%

Current Drawdown

Current decline from peak

-10.10%

-8.68%

-1.42%

Average Drawdown

Average peak-to-trough decline

-26.78%

-12.58%

-14.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.51%

-0.17%

Volatility

FJSCX vs. FBGRX - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 8.83% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 7.83%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FJSCXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

7.83%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

14.08%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

24.98%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

24.93%

-7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

23.63%

-7.80%