HJPNX vs. FJPTX
Compare and contrast key facts about Hennessy Japan Fund (HJPNX) and Fidelity Advisor Japan Fund Class M (FJPTX).
HJPNX is managed by Hennessy. It was launched on Oct 30, 2003. FJPTX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
HJPNX vs. FJPTX - Performance Comparison
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HJPNX vs. FJPTX - 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% |
FJPTX Fidelity Advisor Japan Fund Class M | 6.06% | 30.99% | 6.78% | 15.26% | -22.68% | 2.48% | 24.68% | 24.93% | -15.36% | 28.98% |
Returns By Period
In the year-to-date period, HJPNX achieves a 2.38% return, which is significantly lower than FJPTX's 6.06% return. Over the past 10 years, HJPNX has underperformed FJPTX with an annualized return of 9.01%, while FJPTX has yielded a comparatively higher 9.65% 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%
FJPTX
- 1D
- 3.51%
- 1M
- -8.59%
- YTD
- 6.06%
- 6M
- 10.41%
- 1Y
- 37.32%
- 3Y*
- 16.80%
- 5Y*
- 5.95%
- 10Y*
- 9.65%
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HJPNX vs. FJPTX - Expense Ratio Comparison
HJPNX has a 1.44% expense ratio, which is lower than FJPTX's 1.70% expense ratio.
Return for Risk
HJPNX vs. FJPTX — Risk / Return Rank
HJPNX
FJPTX
HJPNX vs. FJPTX - 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 M (FJPTX). 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 | FJPTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.60 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.15 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.72 | -1.41 |
Martin ratioReturn relative to average drawdown | 4.46 | 10.07 | -5.61 |
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 | FJPTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.60 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.30 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.05 |
Correlation
The correlation between HJPNX and FJPTX 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. FJPTX - Dividend Comparison
HJPNX's dividend yield for the trailing twelve months is around 12.53%, more than FJPTX's 8.98% 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% |
FJPTX Fidelity Advisor Japan Fund Class M | 8.98% | 9.53% | 4.42% | 3.13% | 0.00% | 10.97% | 1.35% | 0.71% | 0.00% | 0.23% | 0.37% | 0.07% |
Drawdowns
HJPNX vs. FJPTX - Drawdown Comparison
The maximum HJPNX drawdown since its inception was -59.65%, which is greater than FJPTX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for HJPNX and FJPTX.
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Drawdown Indicators
| HJPNX | FJPTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.65% | -36.61% | -23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -12.81% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -44.72% | -36.61% | -8.11% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -36.61% | -8.11% |
Current DrawdownCurrent decline from peak | -8.36% | -9.71% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -15.67% | -10.26% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.49% | +0.68% |
Volatility
HJPNX vs. FJPTX - Volatility Comparison
Hennessy Japan Fund (HJPNX) has a higher volatility of 11.22% compared to Fidelity Advisor Japan Fund Class M (FJPTX) at 10.59%. This indicates that HJPNX's price experiences larger fluctuations and is considered to be riskier than FJPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HJPNX | FJPTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 10.59% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 16.56% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.95% | 23.07% | +1.88% |
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% | 18.18% | +0.61% |