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

Performance

FJSCX vs. FHKCX - Performance Comparison

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

Loading graphics...

FJSCX vs. FHKCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSCX
Fidelity Japan Smaller Companies Fund
2.44%26.43%8.03%15.15%-14.49%-0.36%4.80%22.00%-15.98%34.56%
FHKCX
Fidelity China Region Fund
5.51%42.56%23.15%-0.29%-23.87%-13.69%47.85%35.12%-17.43%51.94%

Returns By Period

In the year-to-date period, FJSCX achieves a 2.44% return, which is significantly lower than FHKCX's 5.51% return. Over the past 10 years, FJSCX has underperformed FHKCX with an annualized return of 7.96%, while FHKCX has yielded a comparatively higher 12.16% annualized return.


FJSCX

1D
-0.75%
1M
-12.79%
YTD
2.44%
6M
3.83%
1Y
25.97%
3Y*
15.13%
5Y*
6.63%
10Y*
7.96%

FHKCX

1D
-0.67%
1M
-9.04%
YTD
5.51%
6M
6.28%
1Y
43.83%
3Y*
19.86%
5Y*
2.80%
10Y*
12.16%
*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. FHKCX - Expense Ratio Comparison

Both FJSCX and FHKCX have an expense ratio of 0.91%.


Return for Risk

FJSCX vs. FHKCX — Risk / Return Rank

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

FJSCX
FJSCX Risk / Return Rank: 7373
Overall Rank
FJSCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FJSCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FJSCX Omega Ratio Rank: 6565
Omega Ratio Rank
FJSCX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FJSCX Martin Ratio Rank: 7373
Martin Ratio Rank

FHKCX
FHKCX Risk / Return Rank: 8989
Overall Rank
FHKCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FHKCX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHKCX Omega Ratio Rank: 8585
Omega Ratio Rank
FHKCX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FHKCX Martin Ratio Rank: 8989
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. FHKCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity China Region Fund (FHKCX). 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.


FJSCXFHKCXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.87

-0.54

Sortino ratio

Return per unit of downside risk

1.81

2.41

-0.61

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.80

2.51

-0.71

Martin ratio

Return relative to average drawdown

6.91

9.74

-2.83

FJSCX vs. FHKCX - Sharpe Ratio Comparison

The current FJSCX Sharpe Ratio is 1.32, which is comparable to the FHKCX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FJSCX and FHKCX, 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


FJSCXFHKCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.87

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.12

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.40

-0.11

Correlation

The correlation between FJSCX and FHKCX is 0.42, 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.


Dividends

FJSCX vs. FHKCX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 17.20%, more than FHKCX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
FJSCX
Fidelity Japan Smaller Companies Fund
17.20%17.62%4.54%2.82%0.05%12.01%1.59%7.13%5.55%3.91%2.83%1.43%
FHKCX
Fidelity China Region Fund
1.66%1.75%1.39%1.92%1.05%10.77%4.85%0.66%0.83%0.39%1.35%15.47%

Drawdowns

FJSCX vs. FHKCX - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -71.42%, which is greater than FHKCX's maximum drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for FJSCX and FHKCX.


Loading graphics...

Drawdown Indicators


FJSCXFHKCXDifference

Max Drawdown

Largest peak-to-trough decline

-71.42%

-61.96%

-9.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-15.94%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-53.82%

+24.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

-58.41%

+26.31%

Current Drawdown

Current decline from peak

-12.79%

-10.80%

-1.99%

Average Drawdown

Average peak-to-trough decline

-26.78%

-20.37%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

4.12%

-0.78%

Volatility

FJSCX vs. FHKCX - Volatility Comparison

The current volatility for Fidelity Japan Smaller Companies Fund (FJSCX) is 8.06%, while Fidelity China Region Fund (FHKCX) has a volatility of 9.27%. This indicates that FJSCX experiences smaller price fluctuations and is considered to be less risky than FHKCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FJSCXFHKCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

9.27%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

16.45%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

23.16%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

23.97%

-7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

22.10%

-6.29%