HJPNX vs. FJPIX
Compare and contrast key facts about Hennessy Japan Fund (HJPNX) and Fidelity Advisor Japan Fund Class I (FJPIX).
HJPNX is managed by Hennessy. It was launched on Oct 30, 2003. FJPIX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
HJPNX vs. FJPIX - Performance Comparison
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HJPNX vs. FJPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HJPNX Hennessy Japan Fund | 2.38% | 14.58% | 18.72% | 22.90% | -30.65% | -3.08% | 25.52% | 18.04% | -6.57% | 32.04% |
FJPIX Fidelity Advisor Japan Fund Class I | 6.18% | 31.61% | 7.29% | 15.88% | -22.22% | 3.18% | 25.56% | 25.71% | -14.73% | 29.03% |
Returns By Period
In the year-to-date period, HJPNX achieves a 2.38% return, which is significantly lower than FJPIX's 6.18% return. Over the past 10 years, HJPNX has underperformed FJPIX with an annualized return of 9.01%, while FJPIX has yielded a comparatively higher 10.25% annualized return.
HJPNX
- 1D
- 4.00%
- 1M
- -3.85%
- YTD
- 2.38%
- 6M
- 4.49%
- 1Y
- 20.75%
- 3Y*
- 16.90%
- 5Y*
- 3.66%
- 10Y*
- 9.01%
FJPIX
- 1D
- 3.50%
- 1M
- -8.58%
- YTD
- 6.18%
- 6M
- 10.67%
- 1Y
- 38.01%
- 3Y*
- 17.41%
- 5Y*
- 6.52%
- 10Y*
- 10.25%
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HJPNX vs. FJPIX - Expense Ratio Comparison
HJPNX has a 1.44% expense ratio, which is higher than FJPIX's 1.04% expense ratio.
Return for Risk
HJPNX vs. FJPIX — Risk / Return Rank
HJPNX
FJPIX
HJPNX vs. FJPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Fund (HJPNX) and Fidelity Advisor Japan Fund Class I (FJPIX). 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.
| HJPNX | FJPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.63 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.19 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.79 | -1.48 |
Martin ratioReturn relative to average drawdown | 4.46 | 10.30 | -5.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HJPNX | FJPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.63 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.33 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.40 | +0.01 |
Correlation
The correlation between HJPNX and FJPIX is 0.88, 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
HJPNX vs. FJPIX - Dividend Comparison
HJPNX's dividend yield for the trailing twelve months is around 12.53%, more than FJPIX's 9.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPNX Hennessy Japan Fund | 12.53% | 12.83% | 5.80% | 5.87% | 0.00% | 0.89% | 0.00% | 0.13% | 0.04% | 0.02% | 0.00% | 0.00% |
FJPIX Fidelity Advisor Japan Fund Class I | 9.20% | 9.77% | 4.27% | 3.69% | 0.00% | 10.54% | 1.91% | 1.27% | 0.32% | 0.23% | 1.20% | 0.60% |
Drawdowns
HJPNX vs. FJPIX - Drawdown Comparison
The maximum HJPNX drawdown since its inception was -59.65%, which is greater than FJPIX's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for HJPNX and FJPIX.
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Drawdown Indicators
| HJPNX | FJPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.65% | -36.13% | -23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -12.77% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -44.72% | -36.13% | -8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -36.13% | -8.59% |
Current DrawdownCurrent decline from peak | -8.36% | -9.67% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -15.67% | -9.74% | -5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.47% | +0.70% |
Volatility
HJPNX vs. FJPIX - Volatility Comparison
Hennessy Japan Fund (HJPNX) has a higher volatility of 11.22% compared to Fidelity Advisor Japan Fund Class I (FJPIX) at 10.57%. This indicates that HJPNX's price experiences larger fluctuations and is considered to be riskier than FJPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HJPNX | FJPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 10.57% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 16.52% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.95% | 23.03% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 19.70% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 18.17% | +0.62% |