HJPNX vs. FPJAX
Compare and contrast key facts about Hennessy Japan Fund (HJPNX) and Fidelity Advisor Japan Fund Class A (FPJAX).
HJPNX is managed by Hennessy. It was launched on Oct 30, 2003. FPJAX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
HJPNX vs. FPJAX - Performance Comparison
Loading graphics...
HJPNX vs. FPJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HJPNX Hennessy Japan Fund | 4.34% | 14.58% | 18.72% | 22.90% | -30.65% | -3.08% | 25.52% | 18.04% | -6.57% | 32.04% |
FPJAX Fidelity Advisor Japan Fund Class A | 9.13% | 31.28% | 7.02% | 15.59% | -22.48% | 2.86% | 25.03% | 25.36% | -15.10% | 29.20% |
Returns By Period
In the year-to-date period, HJPNX achieves a 4.34% return, which is significantly lower than FPJAX's 9.13% return. Over the past 10 years, HJPNX has underperformed FPJAX with an annualized return of 9.22%, while FPJAX has yielded a comparatively higher 10.26% annualized return.
HJPNX
- 1D
- 1.91%
- 1M
- 2.36%
- YTD
- 4.34%
- 6M
- 6.83%
- 1Y
- 22.72%
- 3Y*
- 17.64%
- 5Y*
- 4.06%
- 10Y*
- 9.22%
FPJAX
- 1D
- 2.84%
- 1M
- -1.20%
- YTD
- 9.13%
- 6M
- 13.68%
- 1Y
- 41.62%
- 3Y*
- 18.19%
- 5Y*
- 6.82%
- 10Y*
- 10.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HJPNX vs. FPJAX - Expense Ratio Comparison
HJPNX has a 1.44% expense ratio, which is higher than FPJAX's 1.38% expense ratio.
Return for Risk
HJPNX vs. FPJAX — Risk / Return Rank
HJPNX
FPJAX
HJPNX vs. FPJAX - 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 A (FPJAX). 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 | FPJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.80 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.38 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.20 | -1.62 |
Martin ratioReturn relative to average drawdown | 5.38 | 11.77 | -6.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HJPNX | FPJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.80 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.35 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.57 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.39 | +0.02 |
Correlation
The correlation between HJPNX and FPJAX 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. FPJAX - Dividend Comparison
HJPNX's dividend yield for the trailing twelve months is around 12.30%, more than FPJAX's 8.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPNX Hennessy Japan Fund | 12.30% | 12.83% | 5.80% | 5.87% | 0.00% | 0.89% | 0.00% | 0.13% | 0.04% | 0.02% | 0.00% | 0.00% |
FPJAX Fidelity Advisor Japan Fund Class A | 8.92% | 9.73% | 4.54% | 3.47% | 0.00% | 11.39% | 1.60% | 0.98% | 0.00% | 0.23% | 0.79% | 0.47% |
Drawdowns
HJPNX vs. FPJAX - Drawdown Comparison
The maximum HJPNX drawdown since its inception was -59.65%, which is greater than FPJAX's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for HJPNX and FPJAX.
Loading graphics...
Drawdown Indicators
| HJPNX | FPJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.65% | -36.39% | -23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -12.75% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -44.72% | -36.39% | -8.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -36.39% | -8.33% |
Current DrawdownCurrent decline from peak | -6.61% | -7.16% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -15.67% | -9.99% | -5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 3.47% | +0.71% |
Volatility
HJPNX vs. FPJAX - Volatility Comparison
Hennessy Japan Fund (HJPNX) has a higher volatility of 10.50% compared to Fidelity Advisor Japan Fund Class A (FPJAX) at 9.87%. This indicates that HJPNX's price experiences larger fluctuations and is considered to be riskier than FPJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HJPNX | FPJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.50% | 9.87% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 16.72% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.97% | 23.15% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.92% | 19.72% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 18.19% | +0.60% |