FJSCX vs. SCJ
Compare and contrast key facts about Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan Small Cap ETF (SCJ).
FJSCX is managed by Fidelity. It was launched on Nov 1, 1995. SCJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap Index. It was launched on Dec 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJSCX or SCJ.
Key characteristics
| FJSCX | SCJ | |
|---|---|---|
| YTD Return | 9.95% | 5.02% |
| 1Y Return | 20.19% | 14.48% |
| 3Y Return (Ann) | 1.70% | -0.44% |
| 5Y Return (Ann) | 3.06% | 1.87% |
| 10Y Return (Ann) | 6.92% | 5.72% |
| Sharpe Ratio | 1.19 | 1.01 |
| Sortino Ratio | 1.67 | 1.46 |
| Omega Ratio | 1.23 | 1.18 |
| Calmar Ratio | 1.18 | 0.73 |
| Martin Ratio | 6.08 | 4.26 |
| Ulcer Index | 3.49% | 3.61% |
| Daily Std Dev | 17.84% | 15.24% |
| Max Drawdown | -66.21% | -43.52% |
| Current Drawdown | -5.91% | -9.40% |
Correlation
The correlation between FJSCX and SCJ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FJSCX vs. SCJ - Performance Comparison
In the year-to-date period, FJSCX achieves a 9.95% return, which is significantly higher than SCJ's 5.02% return. Over the past 10 years, FJSCX has outperformed SCJ with an annualized return of 6.92%, while SCJ has yielded a comparatively lower 5.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FJSCX vs. SCJ - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is higher than SCJ's 0.49% expense ratio.
Risk-Adjusted Performance
FJSCX vs. SCJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan Small Cap ETF (SCJ). 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.
Dividends
FJSCX vs. SCJ - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 1.97%, less than SCJ's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 1.97% | 2.16% | 0.05% | 3.26% | 1.05% | 1.31% | 0.74% | 0.85% | 1.15% | 2.09% | 2.06% | 2.57% |
SCJ iShares MSCI Japan Small Cap ETF | 2.20% | 1.99% | 1.18% | 1.87% | 0.89% | 4.46% | 1.44% | 1.45% | 2.73% | 1.53% | 2.31% | 1.85% |
Drawdowns
FJSCX vs. SCJ - Drawdown Comparison
The maximum FJSCX drawdown since its inception was -66.21%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for FJSCX and SCJ. For additional features, visit the drawdowns tool.
Volatility
FJSCX vs. SCJ - Volatility Comparison
Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan Small Cap ETF (SCJ) have volatilities of 4.53% and 4.46%, 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.