FJSCX vs. FNORX
Compare and contrast key facts about Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Nordic Fund (FNORX).
FJSCX is managed by Fidelity. It was launched on Nov 1, 1995. FNORX is managed by Fidelity. It was launched on Nov 1, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJSCX or FNORX.
Key characteristics
| FJSCX | FNORX | |
|---|---|---|
| YTD Return | 9.95% | 3.61% |
| 1Y Return | 22.08% | 16.34% |
| 3Y Return (Ann) | 1.60% | -0.86% |
| 5Y Return (Ann) | 3.28% | 11.11% |
| 10Y Return (Ann) | 6.86% | 8.44% |
| Sharpe Ratio | 1.14 | 1.17 |
| Sortino Ratio | 1.61 | 1.78 |
| Omega Ratio | 1.22 | 1.20 |
| Calmar Ratio | 1.07 | 1.05 |
| Martin Ratio | 5.90 | 4.82 |
| Ulcer Index | 3.45% | 3.59% |
| Daily Std Dev | 17.90% | 14.77% |
| Max Drawdown | -66.21% | -68.29% |
| Current Drawdown | -5.91% | -9.94% |
Correlation
The correlation between FJSCX and FNORX is 0.41, 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.
Performance
FJSCX vs. FNORX - Performance Comparison
In the year-to-date period, FJSCX achieves a 9.95% return, which is significantly higher than FNORX's 3.61% return. Over the past 10 years, FJSCX has underperformed FNORX with an annualized return of 6.86%, while FNORX has yielded a comparatively higher 8.44% 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. FNORX - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is lower than FNORX's 0.92% expense ratio.
Risk-Adjusted Performance
FJSCX vs. FNORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Nordic Fund (FNORX). 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. FNORX - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 1.97%, more than FNORX's 0.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 1.97% | 2.16% | 0.05% | 3.26% | 1.05% | 1.31% | 0.74% | 0.85% | 1.15% | 2.09% | 2.06% | 2.57% |
FNORX Fidelity Nordic Fund | 0.05% | 0.05% | 0.00% | 4.68% | 1.45% | 3.35% | 0.12% | 0.95% | 1.45% | 1.32% | 0.00% | 7.72% |
Drawdowns
FJSCX vs. FNORX - Drawdown Comparison
The maximum FJSCX drawdown since its inception was -66.21%, roughly equal to the maximum FNORX drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for FJSCX and FNORX. For additional features, visit the drawdowns tool.
Volatility
FJSCX vs. FNORX - Volatility Comparison
Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 4.59% compared to Fidelity Nordic Fund (FNORX) at 4.12%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than FNORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.