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FSJPX vs. RMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSJPX vs. RMBPX - Performance Comparison

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

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FSJPX vs. RMBPX - 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%
RMBPX
RMB Japan Fund
0.00%-0.24%-14.03%19.33%-14.50%-2.04%

Returns By Period


FSJPX

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

RMBPX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSJPX vs. RMBPX - Expense Ratio Comparison

FSJPX has a 0.11% expense ratio, which is lower than RMBPX's 1.30% expense ratio.


Return for Risk

FSJPX vs. RMBPX — 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

RMBPX
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. RMBPX - Risk-Adjusted Trends Comparison

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


FSJPXRMBPXDifference

Sharpe ratio

Return per unit of total volatility

1.07

Sortino ratio

Return per unit of downside risk

1.57

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.57

Martin ratio

Return relative to average drawdown

5.61

FSJPX vs. RMBPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSJPXRMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

Correlation

The correlation between FSJPX and RMBPX is 0.80, 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. RMBPX - Dividend Comparison

FSJPX's dividend yield for the trailing twelve months is around 5.18%, while RMBPX has not paid dividends to shareholders.


TTM20252024202320222021202020192018
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%
RMBPX
RMB Japan Fund
0.00%0.00%3.28%4.43%1.04%8.11%0.29%1.15%0.36%

Drawdowns

FSJPX vs. RMBPX - Drawdown Comparison


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Drawdown Indicators


FSJPXRMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

Current Drawdown

Current decline from peak

-12.94%

Average Drawdown

Average peak-to-trough decline

-10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

Volatility

FSJPX vs. RMBPX - Volatility Comparison


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Volatility by Period


FSJPXRMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%