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FSJPX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSJPX and FXAIX is 0.64, 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.


-0.50.00.51.00.6

Performance

FSJPX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Japan Stock Index Fund (FSJPX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.72%
12.41%
FSJPX
FXAIX

Key characteristics

Sharpe Ratio

FSJPX:

0.31

FXAIX:

1.80

Sortino Ratio

FSJPX:

0.54

FXAIX:

2.42

Omega Ratio

FSJPX:

1.07

FXAIX:

1.33

Calmar Ratio

FSJPX:

0.50

FXAIX:

2.73

Martin Ratio

FSJPX:

1.15

FXAIX:

11.32

Ulcer Index

FSJPX:

5.07%

FXAIX:

2.04%

Daily Std Dev

FSJPX:

19.08%

FXAIX:

12.86%

Max Drawdown

FSJPX:

-32.91%

FXAIX:

-33.79%

Current Drawdown

FSJPX:

-4.79%

FXAIX:

-0.77%

Returns By Period

In the year-to-date period, FSJPX achieves a 2.64% return, which is significantly lower than FXAIX's 3.29% return.


FSJPX

YTD

2.64%

1M

5.54%

6M

3.72%

1Y

5.20%

5Y*

N/A

10Y*

N/A

FXAIX

YTD

3.29%

1M

4.21%

6M

12.41%

1Y

22.50%

5Y*

14.28%

10Y*

13.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSJPX vs. FXAIX - Expense Ratio Comparison

FSJPX has a 0.11% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FSJPX
Fidelity SAI Japan Stock Index Fund
Expense ratio chart for FSJPX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FSJPX vs. FXAIX — Risk-Adjusted Performance Rank

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

FSJPX
The Risk-Adjusted Performance Rank of FSJPX is 1919
Overall Rank
The Sharpe Ratio Rank of FSJPX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FSJPX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSJPX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FSJPX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FSJPX is 1616
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8787
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSJPX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Japan Stock Index Fund (FSJPX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSJPX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.000.311.80
The chart of Sortino ratio for FSJPX, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.000.542.42
The chart of Omega ratio for FSJPX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.33
The chart of Calmar ratio for FSJPX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.502.73
The chart of Martin ratio for FSJPX, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.001.1511.32
FSJPX
FXAIX

The current FSJPX Sharpe Ratio is 0.31, which is lower than the FXAIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FSJPX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.31
1.80
FSJPX
FXAIX

Dividends

FSJPX vs. FXAIX - Dividend Comparison

FSJPX's dividend yield for the trailing twelve months is around 2.20%, more than FXAIX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
FSJPX
Fidelity SAI Japan Stock Index Fund
2.20%2.26%4.10%2.28%0.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.21%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FSJPX vs. FXAIX - Drawdown Comparison

The maximum FSJPX drawdown since its inception was -32.91%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSJPX and FXAIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.79%
-0.77%
FSJPX
FXAIX

Volatility

FSJPX vs. FXAIX - Volatility Comparison

Fidelity SAI Japan Stock Index Fund (FSJPX) has a higher volatility of 3.73% compared to Fidelity 500 Index Fund (FXAIX) at 3.49%. This indicates that FSJPX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.73%
3.49%
FSJPX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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