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FJSCX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJSCX vs. FTIHX - Performance Comparison

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

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FJSCX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSCX
Fidelity Japan Smaller Companies Fund
5.60%26.43%8.03%15.15%-14.49%-0.36%4.80%22.00%-15.98%34.56%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FJSCX achieves a 5.60% return, which is significantly higher than FTIHX's 1.79% return.


FJSCX

1D
3.08%
1M
-8.94%
YTD
5.60%
6M
8.14%
1Y
30.75%
3Y*
16.31%
5Y*
7.24%
10Y*
8.29%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJSCX vs. FTIHX - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FJSCX vs. FTIHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FJSCX
FJSCX Risk / Return Rank: 8080
Overall Rank
FJSCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FJSCX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FJSCX Omega Ratio Rank: 7373
Omega Ratio Rank
FJSCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FJSCX Martin Ratio Rank: 8282
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FJSCX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and Fidelity Total International Index Fund (FTIHX). 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.


FJSCXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.74

-0.16

Sortino ratio

Return per unit of downside risk

2.12

2.32

-0.20

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

2.23

2.38

-0.14

Martin ratio

Return relative to average drawdown

8.55

9.30

-0.75

FJSCX vs. FTIHX - Sharpe Ratio Comparison

The current FJSCX Sharpe Ratio is 1.58, which is comparable to the FTIHX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of FJSCX and FTIHX, 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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Sharpe Ratios by Period


FJSCXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.74

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.48

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.56

-0.26

Correlation

The correlation between FJSCX and FTIHX is 0.67, 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.


Dividends

FJSCX vs. FTIHX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 16.68%, more than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
FJSCX
Fidelity Japan Smaller Companies Fund
16.68%17.62%4.54%2.82%0.05%12.01%1.59%7.13%5.55%3.91%2.83%1.43%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FJSCX vs. FTIHX - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -71.42%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FJSCX and FTIHX.


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Drawdown Indicators


FJSCXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-71.42%

-35.75%

-35.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-11.25%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-29.99%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

Current Drawdown

Current decline from peak

-10.10%

-8.61%

-1.49%

Average Drawdown

Average peak-to-trough decline

-26.78%

-7.31%

-19.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.88%

+0.46%

Volatility

FJSCX vs. FTIHX - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 8.83% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJSCXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

7.78%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

11.04%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

16.05%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

15.09%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

16.02%

-0.19%