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FPJAX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPJAX vs. FSPSX - Performance Comparison

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

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FPJAX vs. FSPSX - 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%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FPJAX achieves a 2.55% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FPJAX has outperformed FSPSX with an annualized return of 9.58%, while FSPSX has yielded a comparatively lower 8.65% 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%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPJAX vs. FSPSX - Expense Ratio Comparison

FPJAX has a 1.38% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FPJAX vs. FSPSX — 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

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Japan Fund Class A (FPJAX) and Fidelity International Index Fund (FSPSX). 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.


FPJAXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.11

+0.24

Sortino ratio

Return per unit of downside risk

1.86

1.56

+0.31

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

2.04

1.54

+0.49

Martin ratio

Return relative to average drawdown

8.02

5.93

+2.09

FPJAX vs. FSPSX - Sharpe Ratio Comparison

The current FPJAX Sharpe Ratio is 1.36, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FPJAX and FSPSX, 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


FPJAXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.11

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.51

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.46

-0.09

Correlation

The correlation between FPJAX and FSPSX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FPJAX vs. FSPSX - Dividend Comparison

FPJAX's dividend yield for the trailing twelve months is around 9.49%, more than FSPSX's 3.22% 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%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FPJAX vs. FSPSX - Drawdown Comparison

The maximum FPJAX drawdown since its inception was -36.39%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FPJAX and FSPSX.


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Drawdown Indicators


FPJAXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-33.69%

-2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-11.39%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-29.41%

-6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-33.69%

-2.70%

Current Drawdown

Current decline from peak

-12.75%

-10.86%

-1.89%

Average Drawdown

Average peak-to-trough decline

-9.99%

-6.59%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.96%

+0.57%

Volatility

FPJAX vs. FSPSX - Volatility Comparison

Fidelity Advisor Japan Fund Class A (FPJAX) has a higher volatility of 9.77% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that FPJAX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPJAXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

7.04%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.16%

10.63%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

16.79%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

15.77%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

16.47%

+1.69%