PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FJSCX vs. FNORX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

FJSCX vs. FNORX - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-7.29%
-18.07%
FJSCX
FNORX

Key characteristics

Sharpe Ratio

FJSCX:

0.09

FNORX:

-0.41

Sortino Ratio

FJSCX:

0.25

FNORX:

-0.48

Omega Ratio

FJSCX:

1.03

FNORX:

0.95

Calmar Ratio

FJSCX:

0.08

FNORX:

-0.29

Martin Ratio

FJSCX:

0.34

FNORX:

-0.87

Ulcer Index

FJSCX:

4.85%

FNORX:

7.09%

Daily Std Dev

FJSCX:

18.37%

FNORX:

15.06%

Max Drawdown

FJSCX:

-66.21%

FNORX:

-68.29%

Current Drawdown

FJSCX:

-17.20%

FNORX:

-21.25%

Returns By Period

In the year-to-date period, FJSCX achieves a -4.10% return, which is significantly lower than FNORX's -0.93% return. Over the past 10 years, FJSCX has underperformed FNORX with an annualized return of 3.36%, while FNORX has yielded a comparatively higher 4.71% annualized return.


FJSCX

YTD

-4.10%

1M

-6.56%

6M

-7.29%

1Y

0.85%

5Y*

-0.84%

10Y*

3.36%

FNORX

YTD

-0.93%

1M

-6.63%

6M

-18.07%

1Y

-6.46%

5Y*

5.13%

10Y*

4.71%

*Annualized

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. FNORX - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is lower than FNORX's 0.92% expense ratio.


FNORX
Fidelity Nordic Fund
Expense ratio chart for FNORX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for FJSCX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

FJSCX vs. FNORX — 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 1818
Overall Rank
The Sharpe Ratio Rank of FJSCX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 1818
Martin Ratio Rank

FNORX
The Risk-Adjusted Performance Rank of FNORX is 44
Overall Rank
The Sharpe Ratio Rank of FNORX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FNORX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FNORX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FNORX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FNORX is 55
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. 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.


Sharpe ratio
The chart of Sharpe ratio for FJSCX, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.000.09-0.41
The chart of Sortino ratio for FJSCX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.000.25-0.48
The chart of Omega ratio for FJSCX, currently valued at 1.03, compared to the broader market1.002.003.001.030.95
The chart of Calmar ratio for FJSCX, currently valued at 0.08, compared to the broader market0.005.0010.0015.000.08-0.29
The chart of Martin ratio for FJSCX, currently valued at 0.34, compared to the broader market0.0020.0040.0060.000.34-0.87
FJSCX
FNORX

The current FJSCX Sharpe Ratio is 0.09, which is higher than the FNORX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of FJSCX and FNORX, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.09
-0.41
FJSCX
FNORX

Dividends

FJSCX vs. FNORX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 2.43%, less than FNORX's 4.20% yield.


TTM20242023202220212020201920182017201620152014
FJSCX
Fidelity Japan Smaller Companies Fund
2.43%2.33%2.16%0.05%3.26%1.05%1.31%0.74%0.85%1.15%2.09%2.06%
FNORX
Fidelity Nordic Fund
4.20%4.16%0.05%0.00%4.68%1.45%3.35%0.12%0.95%1.45%1.32%0.00%

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.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-17.20%
-21.25%
FJSCX
FNORX

Volatility

FJSCX vs. FNORX - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Nordic Fund (FNORX) have volatilities of 5.04% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.04%
4.96%
FJSCX
FNORX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab