FNORX vs. FJSCX
Compare and contrast key facts about Fidelity Nordic Fund (FNORX) and Fidelity Japan Smaller Companies Fund (FJSCX).
FNORX is managed by Fidelity. It was launched on Nov 1, 1995. FJSCX is managed by Fidelity. It was launched on Nov 1, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNORX or FJSCX.
Performance
FNORX vs. FJSCX - Performance Comparison
Returns By Period
In the year-to-date period, FNORX achieves a -0.72% return, which is significantly lower than FJSCX's 6.83% return. Over the past 10 years, FNORX has outperformed FJSCX with an annualized return of 7.84%, while FJSCX has yielded a comparatively lower 6.68% annualized return.
FNORX
-0.72%
-7.55%
-10.14%
8.72%
10.10%
7.84%
FJSCX
6.83%
-4.79%
4.41%
15.80%
2.40%
6.68%
Key characteristics
| FNORX | FJSCX | |
|---|---|---|
| Sharpe Ratio | 0.58 | 0.88 |
| Sortino Ratio | 0.93 | 1.29 |
| Omega Ratio | 1.10 | 1.17 |
| Calmar Ratio | 0.59 | 0.92 |
| Martin Ratio | 2.09 | 4.33 |
| Ulcer Index | 4.07% | 3.62% |
| Daily Std Dev | 14.81% | 17.77% |
| Max Drawdown | -68.29% | -66.21% |
| Current Drawdown | -13.70% | -8.57% |
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FNORX vs. FJSCX - Expense Ratio Comparison
FNORX has a 0.92% expense ratio, which is higher than FJSCX's 0.91% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
FNORX vs. FJSCX - Dividend Comparison
FNORX's dividend yield for the trailing twelve months is around 0.05%, less than FJSCX's 2.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNORX Fidelity Nordic Fund | 0.05% | 0.05% | 0.00% | 4.68% | 1.45% | 3.35% | 0.12% | 0.95% | 1.45% | 1.32% | 0.00% | 7.72% |
FJSCX Fidelity Japan Smaller Companies Fund | 2.02% | 2.16% | 0.05% | 3.26% | 1.05% | 1.31% | 0.74% | 0.85% | 1.15% | 2.09% | 2.06% | 2.57% |
Drawdowns
FNORX vs. FJSCX - Drawdown Comparison
The maximum FNORX drawdown since its inception was -68.29%, 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.
Volatility
FNORX vs. FJSCX - Volatility Comparison
Fidelity Nordic Fund (FNORX) has a higher volatility of 4.51% compared to Fidelity Japan Smaller Companies Fund (FJSCX) at 4.21%. 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.