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FJSCX vs. FNORX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJSCX and FNORX is 0.39, 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.


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.

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Key characteristics

Sharpe Ratio

FJSCX:

0.65

FNORX:

-0.06

Sortino Ratio

FJSCX:

1.05

FNORX:

0.14

Omega Ratio

FJSCX:

1.14

FNORX:

1.02

Calmar Ratio

FJSCX:

0.68

FNORX:

0.01

Martin Ratio

FJSCX:

2.19

FNORX:

0.02

Ulcer Index

FJSCX:

6.44%

FNORX:

9.74%

Daily Std Dev

FJSCX:

20.34%

FNORX:

18.63%

Max Drawdown

FJSCX:

-66.21%

FNORX:

-68.29%

Current Drawdown

FJSCX:

-5.41%

FNORX:

-8.98%

Returns By Period

In the year-to-date period, FJSCX achieves a 9.55% return, which is significantly lower than FNORX's 14.50% return. Over the past 10 years, FJSCX has underperformed FNORX with an annualized return of 3.51%, while FNORX has yielded a comparatively higher 4.90% annualized return.


FJSCX

YTD

9.55%

1M

8.92%

6M

5.40%

1Y

13.19%

5Y*

4.49%

10Y*

3.51%

FNORX

YTD

14.50%

1M

9.27%

6M

4.27%

1Y

-1.15%

5Y*

11.40%

10Y*

4.90%

*Annualized

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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 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 6464
Overall Rank
The Sharpe Ratio Rank of FJSCX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 5959
Martin Ratio Rank

FNORX
The Risk-Adjusted Performance Rank of FNORX is 1717
Overall Rank
The Sharpe Ratio Rank of FNORX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FNORX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FNORX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FNORX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FNORX is 1818
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.


The current FJSCX Sharpe Ratio is 0.65, which is higher than the FNORX Sharpe Ratio of -0.06. 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.


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Dividends

FJSCX vs. FNORX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 2.13%, less than FNORX's 5.36% yield.


TTM20242023202220212020201920182017201620152014
FJSCX
Fidelity Japan Smaller Companies Fund
2.13%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
5.36%6.14%0.05%0.00%14.85%3.29%4.59%10.78%4.07%1.71%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.


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Volatility

FJSCX vs. FNORX - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Nordic Fund (FNORX) have volatilities of 3.93% and 4.10%, 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.


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