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FPJAX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPJAX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Japan Fund Class A (FPJAX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FPJAX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPJAX
Fidelity Advisor Japan Fund Class A
2.55%31.28%7.02%15.59%-22.48%2.86%25.03%25.36%-15.10%29.20%
FBGRX
Fidelity Blue Chip Growth Fund
-11.15%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FPJAX achieves a 2.55% return, which is significantly higher than FBGRX's -11.15% return. Over the past 10 years, FPJAX has underperformed FBGRX with an annualized return of 9.58%, while FBGRX has yielded a comparatively higher 18.55% annualized return.


FPJAX

1D
0.00%
1M
-12.75%
YTD
2.55%
6M
5.80%
1Y
32.36%
3Y*
15.77%
5Y*
5.76%
10Y*
9.58%

FBGRX

1D
-1.17%
1M
-8.97%
YTD
-11.15%
6M
-8.04%
1Y
22.53%
3Y*
24.68%
5Y*
11.15%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPJAX vs. FBGRX - Expense Ratio Comparison

FPJAX has a 1.38% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FPJAX vs. FBGRX — Risk / Return Rank

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

FPJAX
FPJAX Risk / Return Rank: 7777
Overall Rank
FPJAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FPJAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FPJAX Omega Ratio Rank: 6969
Omega Ratio Rank
FPJAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FPJAX Martin Ratio Rank: 8181
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 5454
Overall Rank
FBGRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 5353
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FPJAX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class A (FPJAX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FPJAXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.91

+0.45

Sortino ratio

Return per unit of downside risk

1.86

1.43

+0.44

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

2.04

1.36

+0.68

Martin ratio

Return relative to average drawdown

8.02

5.44

+2.58

FPJAX vs. FBGRX - Sharpe Ratio Comparison

The current FPJAX Sharpe Ratio is 1.36, which is higher than the FBGRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FPJAX and FBGRX, 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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Sharpe Ratios by Period


FPJAXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.91

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.45

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.79

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.64

-0.27

Correlation

The correlation between FPJAX and FBGRX is 0.60, 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.


Dividends

FPJAX vs. FBGRX - Dividend Comparison

FPJAX's dividend yield for the trailing twelve months is around 9.49%, more than FBGRX's 2.14% yield.


TTM20252024202320222021202020192018201720162015
FPJAX
Fidelity Advisor Japan Fund Class A
9.49%9.73%4.54%3.47%0.00%11.39%1.60%0.98%0.00%0.23%0.79%0.47%
FBGRX
Fidelity Blue Chip Growth Fund
2.14%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FPJAX vs. FBGRX - Drawdown Comparison

The maximum FPJAX drawdown since its inception was -36.39%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FPJAX and FBGRX.


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Drawdown Indicators


FPJAXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-58.64%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-13.89%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-43.08%

+6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-43.08%

+6.69%

Current Drawdown

Current decline from peak

-12.75%

-12.65%

-0.10%

Average Drawdown

Average peak-to-trough decline

-9.99%

-12.58%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.47%

+0.06%

Volatility

FPJAX vs. FBGRX - Volatility Comparison

Fidelity Advisor Japan Fund Class A (FPJAX) has a higher volatility of 9.77% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 6.13%. This indicates that FPJAX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPJAXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

6.13%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.16%

13.36%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

24.63%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

24.86%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

23.59%

-5.43%