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

Correlation

The correlation between FNORX and FJSCX is 0.41, 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.


-0.50.00.51.00.4

Performance

FNORX vs. FJSCX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-14.15%
-4.19%
FNORX
FJSCX

Key characteristics

Sharpe Ratio

FNORX:

-0.13

FJSCX:

0.28

Sortino Ratio

FNORX:

-0.08

FJSCX:

0.51

Omega Ratio

FNORX:

0.99

FJSCX:

1.07

Calmar Ratio

FNORX:

-0.09

FJSCX:

0.25

Martin Ratio

FNORX:

-0.27

FJSCX:

1.03

Ulcer Index

FNORX:

7.33%

FJSCX:

5.03%

Daily Std Dev

FNORX:

15.02%

FJSCX:

18.24%

Max Drawdown

FNORX:

-66.29%

FJSCX:

-66.21%

Current Drawdown

FNORX:

-19.99%

FJSCX:

-16.09%

Returns By Period

In the year-to-date period, FNORX achieves a 0.65% return, which is significantly higher than FJSCX's -2.82% return. Over the past 10 years, FNORX has outperformed FJSCX with an annualized return of 4.82%, while FJSCX has yielded a comparatively lower 3.51% annualized return.


FNORX

YTD

0.65%

1M

-2.59%

6M

-14.15%

1Y

-2.40%

5Y*

5.40%

10Y*

4.82%

FJSCX

YTD

-2.82%

1M

-2.19%

6M

-4.19%

1Y

4.05%

5Y*

-0.54%

10Y*

3.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNORX vs. FJSCX - Expense Ratio Comparison

FNORX has a 0.92% expense ratio, which is higher than FJSCX's 0.91% expense ratio.


FNORX
Fidelity Nordic Fund
Expense ratio chart for FNORX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for FJSCX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

FNORX vs. FJSCX — Risk-Adjusted Performance Rank

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

FNORX
The Risk-Adjusted Performance Rank of FNORX is 44
Overall Rank
The Sharpe Ratio Rank of FNORX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FNORX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FNORX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FNORX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FNORX is 55
Martin Ratio Rank

FJSCX
The Risk-Adjusted Performance Rank of FJSCX is 1616
Overall Rank
The Sharpe Ratio Rank of FJSCX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 1616
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.

FNORX vs. FJSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Nordic Fund (FNORX) and Fidelity Japan Smaller Companies Fund (FJSCX). 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.


Sharpe ratio
The chart of Sharpe ratio for FNORX, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00-0.130.28
The chart of Sortino ratio for FNORX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00-0.080.51
The chart of Omega ratio for FNORX, currently valued at 0.99, compared to the broader market1.002.003.004.000.991.07
The chart of Calmar ratio for FNORX, currently valued at -0.09, compared to the broader market0.005.0010.0015.0020.00-0.090.25
The chart of Martin ratio for FNORX, currently valued at -0.27, compared to the broader market0.0020.0040.0060.0080.00-0.271.03
FNORX
FJSCX

The current FNORX Sharpe Ratio is -0.13, which is lower than the FJSCX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FNORX and FJSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.13
0.28
FNORX
FJSCX

Dividends

FNORX vs. FJSCX - Dividend Comparison

FNORX's dividend yield for the trailing twelve months is around 4.13%, more than FJSCX's 2.40% yield.


TTM20242023202220212020201920182017201620152014
FNORX
Fidelity Nordic Fund
4.13%4.16%0.05%0.00%4.68%1.45%3.35%0.12%0.95%1.45%1.32%0.00%
FJSCX
Fidelity Japan Smaller Companies Fund
2.40%2.33%2.16%0.05%3.26%1.05%1.31%0.74%0.85%1.15%2.09%2.06%

Drawdowns

FNORX vs. FJSCX - Drawdown Comparison

The maximum FNORX drawdown since its inception was -66.29%, roughly equal to the maximum FJSCX drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for FNORX and FJSCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-19.99%
-16.09%
FNORX
FJSCX

Volatility

FNORX vs. FJSCX - Volatility Comparison

Fidelity Nordic Fund (FNORX) has a higher volatility of 5.19% compared to Fidelity Japan Smaller Companies Fund (FJSCX) at 4.13%. This indicates that FNORX's price experiences larger fluctuations and is considered to be riskier than FJSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.19%
4.13%
FNORX
FJSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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