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

Correlation

The correlation between FJSCX and SCJ is 0.52, 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.


Performance

FJSCX vs. SCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan Small Cap ETF (SCJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FJSCX:

0.96

SCJ:

0.98

Sortino Ratio

FJSCX:

1.25

SCJ:

1.28

Omega Ratio

FJSCX:

1.17

SCJ:

1.16

Calmar Ratio

FJSCX:

1.13

SCJ:

0.89

Martin Ratio

FJSCX:

3.09

SCJ:

3.12

Ulcer Index

FJSCX:

5.53%

SCJ:

4.80%

Daily Std Dev

FJSCX:

20.05%

SCJ:

17.86%

Max Drawdown

FJSCX:

-66.21%

SCJ:

-43.52%

Current Drawdown

FJSCX:

0.00%

SCJ:

0.00%

Returns By Period

In the year-to-date period, FJSCX achieves a 11.41% return, which is significantly lower than SCJ's 12.29% return. Over the past 10 years, FJSCX has outperformed SCJ with an annualized return of 6.63%, while SCJ has yielded a comparatively lower 5.39% annualized return.


FJSCX

YTD

11.41%

1M

5.53%

6M

11.07%

1Y

18.47%

3Y*

11.29%

5Y*

7.39%

10Y*

6.63%

SCJ

YTD

12.29%

1M

3.83%

6M

11.73%

1Y

16.38%

3Y*

9.92%

5Y*

6.35%

10Y*

5.39%

*Annualized

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iShares MSCI Japan Small Cap ETF

FJSCX vs. SCJ - Expense Ratio Comparison

FJSCX has a 0.91% expense ratio, which is higher than SCJ's 0.49% expense ratio.


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

Risk-Adjusted Performance

FJSCX vs. SCJ — 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

SCJ
The Risk-Adjusted Performance Rank of SCJ is 7878
Overall Rank
The Sharpe Ratio Rank of SCJ is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SCJ is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SCJ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SCJ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCJ is 7676
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. 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.


The current FJSCX Sharpe Ratio is 0.96, which is comparable to the SCJ Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FJSCX and SCJ, 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. SCJ - Dividend Comparison

FJSCX's dividend yield for the trailing twelve months is around 4.07%, more than SCJ's 1.60% 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%
SCJ
iShares MSCI Japan Small Cap ETF
1.60%1.79%1.99%1.18%1.87%0.89%4.46%1.44%1.45%2.73%1.53%2.31%

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.


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

Volatility

FJSCX vs. SCJ - Volatility Comparison

Fidelity Japan Smaller Companies Fund (FJSCX) and iShares MSCI Japan Small Cap ETF (SCJ) have volatilities of 3.57% and 3.50%, 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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