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

Correlation

The correlation between FJSCX and FSELX is 0.34, 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.


-0.50.00.51.00.3

Performance

FJSCX vs. FSELX - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.72%
0.28%
FJSCX
FSELX

Key characteristics

Sharpe Ratio

FJSCX:

0.28

FSELX:

1.26

Sortino Ratio

FJSCX:

0.51

FSELX:

1.79

Omega Ratio

FJSCX:

1.07

FSELX:

1.22

Calmar Ratio

FJSCX:

0.25

FSELX:

1.89

Martin Ratio

FJSCX:

1.03

FSELX:

5.11

Ulcer Index

FJSCX:

5.03%

FSELX:

9.00%

Daily Std Dev

FJSCX:

18.24%

FSELX:

36.55%

Max Drawdown

FJSCX:

-66.21%

FSELX:

-81.70%

Current Drawdown

FJSCX:

-16.09%

FSELX:

-6.82%

Returns By Period

In the year-to-date period, FJSCX achieves a -2.82% return, which is significantly lower than FSELX's 5.38% return. Over the past 10 years, FJSCX has underperformed FSELX with an annualized return of 3.49%, while FSELX has yielded a comparatively higher 17.63% annualized return.


FJSCX

YTD

-2.82%

1M

-1.94%

6M

-4.72%

1Y

3.49%

5Y*

-0.75%

10Y*

3.49%

FSELX

YTD

5.38%

1M

5.22%

6M

0.28%

1Y

36.81%

5Y*

22.24%

10Y*

17.63%

*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. FSELX - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is higher than FSELX's 0.68% expense ratio.


FJSCX
Fidelity Japan Smaller Companies Fund
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%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FJSCX vs. FSELX — 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 1313
Overall Rank
The Sharpe Ratio Rank of FJSCX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 1313
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 6363
Overall Rank
The Sharpe Ratio Rank of FSELX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 5858
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. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 0.28, compared to the broader market-1.000.001.002.003.004.000.281.26
The chart of Sortino ratio for FJSCX, currently valued at 0.51, compared to the broader market0.005.0010.000.511.79
The chart of Omega ratio for FJSCX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.22
The chart of Calmar ratio for FJSCX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.251.89
The chart of Martin ratio for FJSCX, currently valued at 1.03, compared to the broader market0.0020.0040.0060.0080.001.035.11
FJSCX
FSELX

The current FJSCX Sharpe Ratio is 0.28, which is lower than the FSELX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FJSCX and FSELX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.28
1.26
FJSCX
FSELX

Dividends

FJSCX vs. FSELX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 2.40%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FJSCX
Fidelity Japan Smaller Companies Fund
2.40%2.33%2.16%0.05%3.26%1.05%1.31%0.74%0.85%1.15%2.09%2.06%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.54%

Drawdowns

FJSCX vs. FSELX - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -66.21%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FJSCX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-16.09%
-6.82%
FJSCX
FSELX

Volatility

FJSCX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Japan Smaller Companies Fund (FJSCX) is 4.13%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.42%. This indicates that FJSCX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.13%
9.42%
FJSCX
FSELX
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