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

Correlation

The correlation between FJSCX and PRJPX is 0.38, 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. PRJPX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FJSCX:

0.96

PRJPX:

0.83

Sortino Ratio

FJSCX:

1.25

PRJPX:

1.06

Omega Ratio

FJSCX:

1.17

PRJPX:

1.15

Calmar Ratio

FJSCX:

1.13

PRJPX:

0.37

Martin Ratio

FJSCX:

3.09

PRJPX:

3.47

Ulcer Index

FJSCX:

5.53%

PRJPX:

4.35%

Daily Std Dev

FJSCX:

20.05%

PRJPX:

21.37%

Max Drawdown

FJSCX:

-66.21%

PRJPX:

-68.26%

Current Drawdown

FJSCX:

0.00%

PRJPX:

-25.42%

Returns By Period

In the year-to-date period, FJSCX achieves a 11.41% return, which is significantly lower than PRJPX's 12.84% return. Over the past 10 years, FJSCX has outperformed PRJPX with an annualized return of 6.63%, while PRJPX has yielded a comparatively lower 5.50% annualized return.


FJSCX

YTD

11.41%

1M

5.53%

6M

11.07%

1Y

18.47%

3Y*

11.29%

5Y*

7.39%

10Y*

6.63%

PRJPX

YTD

12.84%

1M

4.41%

6M

13.13%

1Y

16.26%

3Y*

7.32%

5Y*

1.60%

10Y*

5.50%

*Annualized

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T. Rowe Price Japan Fund

FJSCX vs. PRJPX - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is lower than PRJPX's 1.05% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FJSCX vs. PRJPX — 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 7878
Overall Rank
The Sharpe Ratio Rank of FJSCX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 7575
Martin Ratio Rank

PRJPX
The Risk-Adjusted Performance Rank of PRJPX is 6666
Overall Rank
The Sharpe Ratio Rank of PRJPX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PRJPX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PRJPX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PRJPX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of PRJPX is 7878
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. PRJPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and T. Rowe Price Japan Fund (PRJPX). 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 0.96, which is comparable to the PRJPX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FJSCX and PRJPX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FJSCX vs. PRJPX - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 4.07%, less than PRJPX's 4.27% yield.


TTM20242023202220212020201920182017201620152014
FJSCX
Fidelity Japan Smaller Companies Fund
4.07%4.54%2.82%0.05%12.01%1.59%7.13%5.55%4.77%2.83%1.43%1.80%
PRJPX
T. Rowe Price Japan Fund
4.27%4.82%1.71%6.94%5.42%2.59%1.80%7.56%0.79%1.31%1.05%1.41%

Drawdowns

FJSCX vs. PRJPX - Drawdown Comparison

The maximum FJSCX drawdown since its inception was -66.21%, roughly equal to the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for FJSCX and PRJPX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FJSCX vs. PRJPX - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 3.57% compared to T. Rowe Price Japan Fund (PRJPX) at 3.29%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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