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FXC vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXC vs. CJP.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Canadian Dollar Trust (FXC) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXC is traded in USD, while CJP.NEO is traded in CAD. To make them comparable, the CJP.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXC achieves a -0.74% return, which is significantly lower than CJP.NEO's 16.87% return. Over the past 10 years, FXC has underperformed CJP.NEO with an annualized return of -0.15%, while CJP.NEO has yielded a comparatively higher 15.23% annualized return.


FXC

1D
0.01%
1M
-1.76%
YTD
-0.74%
6M
1.05%
1Y
-0.81%
3Y*
0.26%
5Y*
-1.74%
10Y*
-0.15%

CJP.NEO

1D
0.00%
1M
6.03%
YTD
16.87%
6M
22.32%
1Y
48.37%
3Y*
28.41%
5Y*
19.52%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXC vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-0.74%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
17.84%36.93%16.73%38.10%-3.26%19.06%2.18%18.77%-23.77%29.71%

Correlation

The correlation between FXC and CJP.NEO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 5, 2009

0.44

The correlation between FXC and CJP.NEO shifts across timeframes, from 0.25 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FXC vs. CJP.NEO — Risk / Return Rank

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

FXC
FXC Risk / Return Rank: 77
Overall Rank
FXC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 66
Sortino Ratio Rank
FXC Omega Ratio Rank: 66
Omega Ratio Rank
FXC Calmar Ratio Rank: 77
Calmar Ratio Rank
FXC Martin Ratio Rank: 77
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 8585
Overall Rank
CJP.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8484
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 8585
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 8585
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 8484
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.

FXC vs. CJP.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Canadian Dollar Trust (FXC) and iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.


FXCCJP.NEODifference

Sharpe ratio

Return per unit of total volatility

-0.18

2.62

-2.81

Sortino ratio

Return per unit of downside risk

-0.24

3.57

-3.80

Omega ratio

Gain probability vs. loss probability

0.97

1.47

-0.50

Calmar ratio

Return relative to maximum drawdown

-0.16

4.11

-4.28

Martin ratio

Return relative to average drawdown

-0.32

15.62

-15.93

FXC vs. CJP.NEO - Sharpe Ratio Comparison

The current FXC Sharpe Ratio is -0.18, which is lower than the CJP.NEO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of FXC and CJP.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FXCCJP.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.62

-2.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.95

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.68

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.37

-0.42

Drawdowns

FXC vs. CJP.NEO - Drawdown Comparison

The maximum FXC drawdown since its inception was -35.39%, smaller than the maximum CJP.NEO drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for FXC and CJP.NEO.


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Drawdown Indicators


FXCCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-45.01%

+9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-12.00%

+8.22%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-21.79%

+14.45%

Max Drawdown (5Y)

Largest decline over 5 years

-13.53%

-21.79%

+8.26%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

-45.01%

+29.55%

Current Drawdown

Current decline from peak

-28.56%

-0.17%

-28.39%

Average Drawdown

Average peak-to-trough decline

-19.91%

-13.36%

-6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.16%

-1.18%

Volatility

FXC vs. CJP.NEO - Volatility Comparison

The current volatility for Invesco CurrencyShares® Canadian Dollar Trust (FXC) is 0.69%, while iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) has a volatility of 3.31%. This indicates that FXC experiences smaller price fluctuations and is considered to be less risky than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXCCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

3.31%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

13.54%

-10.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

18.52%

-14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

20.69%

-14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

22.37%

-15.71%

FXC vs. CJP.NEO - Expense Ratio Comparison

FXC has a 0.40% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.


Dividends

FXC vs. CJP.NEO - Dividend Comparison

FXC's dividend yield for the trailing twelve months is around 0.26%, less than CJP.NEO's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.24%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.26%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%

Frequently Asked Questions


FXC and CJP.NEO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FXC is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FXC is cheaper with a 0.40% expense ratio, compared with 0.71% for CJP.NEO.

FXC is categorized as Currency, while CJP.NEO is Japan Equities. FXC tracks Canadian Dollar, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for FXC and 0.71% for CJP.NEO.

Portfolio Optimizer

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