Correlation
The correlation between FPJAX and EWJV is 0.51, 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.
FPJAX vs. EWJV
Compare and contrast key facts about Fidelity Advisor Japan Fund Class A (FPJAX) and iShares MSCI Japan Value ETF (EWJV).
FPJAX is managed by Fidelity. It was launched on Dec 14, 2010. EWJV is a passively managed fund by iShares that tracks the performance of the MSCI Japan Value Index. It was launched on Mar 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPJAX or EWJV.
Performance
FPJAX vs. EWJV - Performance Comparison
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Key characteristics
FPJAX:
0.86
EWJV:
0.66
FPJAX:
1.17
EWJV:
0.96
FPJAX:
1.16
EWJV:
1.13
FPJAX:
0.82
EWJV:
0.89
FPJAX:
2.88
EWJV:
3.04
FPJAX:
6.15%
EWJV:
4.27%
FPJAX:
22.84%
EWJV:
21.24%
FPJAX:
-36.39%
EWJV:
-30.05%
FPJAX:
-0.65%
EWJV:
-0.79%
Returns By Period
The year-to-date returns for both investments are quite close, with FPJAX having a 12.77% return and EWJV slightly higher at 13.04%.
FPJAX
12.77%
6.89%
9.12%
19.41%
9.70%
7.89%
6.58%
EWJV
13.04%
3.03%
11.69%
13.96%
15.61%
12.51%
N/A
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FPJAX vs. EWJV - Expense Ratio Comparison
FPJAX has a 1.38% expense ratio, which is higher than EWJV's 0.15% expense ratio.
Risk-Adjusted Performance
FPJAX vs. EWJV — Risk-Adjusted Performance Rank
FPJAX
EWJV
FPJAX vs. EWJV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class A (FPJAX) and iShares MSCI Japan Value ETF (EWJV). 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.
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Dividends
FPJAX vs. EWJV - Dividend Comparison
FPJAX's dividend yield for the trailing twelve months is around 4.02%, more than EWJV's 3.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPJAX Fidelity Advisor Japan Fund Class A | 4.02% | 4.54% | 3.47% | 0.00% | 11.39% | 1.60% | 0.98% | 0.00% | 0.73% | 0.79% | 0.47% | 0.43% |
EWJV iShares MSCI Japan Value ETF | 3.63% | 4.10% | 3.32% | 2.71% | 2.47% | 1.97% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FPJAX vs. EWJV - Drawdown Comparison
The maximum FPJAX drawdown since its inception was -36.39%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for FPJAX and EWJV.
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Volatility
FPJAX vs. EWJV - Volatility Comparison
Fidelity Advisor Japan Fund Class A (FPJAX) has a higher volatility of 4.19% compared to iShares MSCI Japan Value ETF (EWJV) at 3.98%. This indicates that FPJAX's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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