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FSJPX vs. FJPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSJPX vs. FJPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Japan Stock Index Fund (FSJPX) and Fidelity Advisor Japan Fund Class C (FJPCX). The values are adjusted to include any dividend payments, if applicable.

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FSJPX vs. FJPCX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSJPX
Fidelity SAI Japan Stock Index Fund
1.35%26.39%7.19%20.25%-17.02%1.16%
FJPCX
Fidelity Advisor Japan Fund Class C
2.30%30.33%6.28%14.73%-23.02%3.01%

Returns By Period

In the year-to-date period, FSJPX achieves a 1.35% return, which is significantly lower than FJPCX's 2.30% return.


FSJPX

1D
0.00%
1M
-11.85%
YTD
1.35%
6M
4.96%
1Y
25.05%
3Y*
15.42%
5Y*
10Y*

FJPCX

1D
0.00%
1M
-12.81%
YTD
2.30%
6M
5.36%
1Y
31.36%
3Y*
14.91%
5Y*
5.00%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSJPX vs. FJPCX - Expense Ratio Comparison

FSJPX has a 0.11% expense ratio, which is lower than FJPCX's 2.09% expense ratio.


Return for Risk

FSJPX vs. FJPCX — Risk / Return Rank

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

FSJPX
FSJPX Risk / Return Rank: 5959
Overall Rank
FSJPX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FSJPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FSJPX Omega Ratio Rank: 5151
Omega Ratio Rank
FSJPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FSJPX Martin Ratio Rank: 5858
Martin Ratio Rank

FJPCX
FJPCX Risk / Return Rank: 7575
Overall Rank
FJPCX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FJPCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FJPCX Omega Ratio Rank: 6666
Omega Ratio Rank
FJPCX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FJPCX Martin Ratio Rank: 7979
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.

FSJPX vs. FJPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Japan Stock Index Fund (FSJPX) and Fidelity Advisor Japan Fund Class C (FJPCX). 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.


FSJPXFJPCXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.32

-0.24

Sortino ratio

Return per unit of downside risk

1.57

1.82

-0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

1.57

1.96

-0.39

Martin ratio

Return relative to average drawdown

5.61

7.71

-2.09

FSJPX vs. FJPCX - Sharpe Ratio Comparison

The current FSJPX Sharpe Ratio is 1.07, which is comparable to the FJPCX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FSJPX and FJPCX, 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


FSJPXFJPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.32

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.33

+0.05

Correlation

The correlation between FSJPX and FJPCX is 0.96, 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

FSJPX vs. FJPCX - Dividend Comparison

FSJPX's dividend yield for the trailing twelve months is around 5.18%, less than FJPCX's 8.96% yield.


TTM202520242023202220212020201920182017
FSJPX
Fidelity SAI Japan Stock Index Fund
5.18%5.25%2.26%4.10%2.28%0.97%0.00%0.00%0.00%0.00%
FJPCX
Fidelity Advisor Japan Fund Class C
8.96%9.16%3.93%2.96%0.00%10.33%1.25%0.22%0.00%0.25%

Drawdowns

FSJPX vs. FJPCX - Drawdown Comparison

The maximum FSJPX drawdown since its inception was -32.91%, smaller than the maximum FJPCX drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for FSJPX and FJPCX.


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Drawdown Indicators


FSJPXFJPCXDifference

Max Drawdown

Largest peak-to-trough decline

-32.91%

-36.91%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-12.81%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-36.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-12.94%

-12.81%

-0.13%

Average Drawdown

Average peak-to-trough decline

-10.05%

-10.61%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

3.54%

+0.30%

Volatility

FSJPX vs. FJPCX - Volatility Comparison

The current volatility for Fidelity SAI Japan Stock Index Fund (FSJPX) is 9.26%, while Fidelity Advisor Japan Fund Class C (FJPCX) has a volatility of 9.76%. This indicates that FSJPX experiences smaller price fluctuations and is considered to be less risky than FJPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSJPXFJPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

9.76%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

16.14%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

22.79%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

19.65%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

18.17%

+0.04%