FJSCX vs. FNDF
FJSCX (Fidelity Japan Smaller Companies Fund) and FNDF (Schwab Fundamental International Equity ETF) are both funds - FJSCX is a Japan Equities fund managed by Fidelity, while FNDF is a Foreign Large Cap Equities fund tracking the RAFI Fundamental High Liquidity Developed ex US Large Index (Net). Over the past 10 years, FJSCX returned 8.71%/yr vs 11.86%/yr for FNDF. Their 0.63 correlation means they have sometimes moved together and sometimes differently. FJSCX charges 0.91%/yr vs 0.25%/yr for FNDF.
Performance
FJSCX vs. FNDF - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with FJSCX at 20.14% and FNDF at 20.14%. Over the past 10 years, FJSCX has underperformed FNDF with an annualized return of 8.71%, while FNDF has yielded a comparatively higher 11.86% annualized return.
FJSCX
- 1D
- 4.24%
- 1M
- -2.18%
- 6M
- 13.26%
- YTD
- 20.14%
- 1Y
- 26.31%
- 3Y*
- 18.08%
- 5Y*
- 9.72%
- 10Y*
- 8.71%
- ALL TIME*
- 6.26%
FNDF
- 1D
- -0.59%
- 1M
- 2.41%
- 6M
- 11.85%
- YTD
- 20.14%
- 1Y
- 40.23%
- 3Y*
- 21.76%
- 5Y*
- 14.24%
- 10Y*
- 11.86%
- ALL TIME*
- 9.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $75.61M | $73.89M | $78.20M |
FJSCX vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 20.14% | 26.43% | 8.03% | 15.15% | -14.49% | -0.36% | 4.80% | 22.00% | -15.98% | 34.56% |
FNDF Schwab Fundamental International Equity ETF | 20.14% | 40.99% | 2.29% | 20.22% | -7.78% | 14.97% | 3.61% | 18.46% | -14.21% | 23.98% |
Correlation
The correlation between FJSCX and FNDF is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2013 | 0.63 |
The correlation between FJSCX and FNDF has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
FJSCX vs. FNDF — Risk / Return Rank
FJSCX
FNDF
FJSCX vs. FNDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Schwab Fundamental International Equity ETF (FNDF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FJSCX | FNDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.78 | -1.60 |
| Martin ratioReturn relative to average drawdown | 6.86 | 13.23 | -6.38 |
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Drawdowns
FJSCX vs. FNDF - Drawdown Comparison
The maximum FJSCX drawdown since its inception was -71.42%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FJSCX and FNDF.
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Drawdown Indicators
| FJSCX | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.42% | -40.14% | -31.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -10.60% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -13.89% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.74% | -25.56% | -4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -32.10% | -40.14% | +8.04% |
Current DrawdownCurrent decline from peak | -6.45% | -1.55% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -26.53% | -7.59% | -18.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 3.02% | +1.04% |
Volatility
FJSCX vs. FNDF - Volatility Comparison
Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 8.43% compared to Schwab Fundamental International Equity ETF (FNDF) at 4.54%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJSCX | FNDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 4.54% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 17.94% | 14.24% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 16.21% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 16.34% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 17.43% | -1.10% |
FJSCX vs. FNDF - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Dividends
FJSCX vs. FNDF - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 14.66%, more than FNDF's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 14.66% | 17.62% | 4.54% | 2.82% | 0.05% | 12.01% | 1.59% | 7.13% | 5.55% | 3.91% | 2.83% | 1.43% |
FNDF Schwab Fundamental International Equity ETF | 3.03% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
Frequently Asked Questions
FJSCX and FNDF have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FJSCX has higher volatility (8.43%) compared to FNDF (4.54%). In terms of maximum drawdown, FJSCX dropped -71.42% vs FNDF's -40.14%.
FNDF currently has the higher Sharpe Ratio (2.47 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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