FJSCX vs. SPY
Compare and contrast key facts about Fidelity Japan Smaller Companies Fund (FJSCX) and State Street SPDR S&P 500 ETF (SPY).
FJSCX is managed by Fidelity. It was launched on Nov 1, 1995. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
FJSCX vs. SPY - Performance Comparison
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FJSCX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 2.44% | 26.43% | 8.03% | 15.15% | -14.49% | -0.36% | 4.80% | 22.00% | -15.98% | 34.56% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, FJSCX achieves a 2.44% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, FJSCX has underperformed SPY with an annualized return of 7.96%, while SPY has yielded a comparatively higher 13.98% annualized return.
FJSCX
- 1D
- -0.75%
- 1M
- -12.79%
- YTD
- 2.44%
- 6M
- 3.83%
- 1Y
- 25.97%
- 3Y*
- 15.13%
- 5Y*
- 6.63%
- 10Y*
- 7.96%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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FJSCX vs. SPY - Expense Ratio Comparison
FJSCX has a 0.91% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
FJSCX vs. SPY — Risk / Return Rank
FJSCX
SPY
FJSCX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Japan Smaller Companies Fund (FJSCX) and State Street SPDR S&P 500 ETF (SPY). 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.
| FJSCX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.93 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.45 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.53 | +0.28 |
Martin ratioReturn relative to average drawdown | 6.91 | 7.30 | -0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FJSCX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.93 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.69 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.78 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.56 | -0.27 |
Correlation
The correlation between FJSCX and SPY is 0.39, 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.
Dividends
FJSCX vs. SPY - Dividend Comparison
FJSCX's dividend yield for the trailing twelve months is around 17.20%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJSCX Fidelity Japan Smaller Companies Fund | 17.20% | 17.62% | 4.54% | 2.82% | 0.05% | 12.01% | 1.59% | 7.13% | 5.55% | 3.91% | 2.83% | 1.43% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
FJSCX vs. SPY - Drawdown Comparison
The maximum FJSCX drawdown since its inception was -71.42%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FJSCX and SPY.
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Drawdown Indicators
| FJSCX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.42% | -55.19% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -12.05% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.74% | -24.50% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -32.10% | -33.72% | +1.62% |
Current DrawdownCurrent decline from peak | -12.79% | -6.24% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -26.78% | -9.09% | -17.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.52% | +0.82% |
Volatility
FJSCX vs. SPY - Volatility Comparison
Fidelity Japan Smaller Companies Fund (FJSCX) has a higher volatility of 8.06% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that FJSCX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJSCX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.31% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 9.47% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 19.05% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 17.06% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 17.92% | -2.11% |