HJPSX vs. FJPTX
Compare and contrast key facts about Hennessy Japan Small Cap Fund (HJPSX) and Fidelity Advisor Japan Fund Class M (FJPTX).
HJPSX is managed by Hennessy. It was launched on Aug 30, 2007. FJPTX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
HJPSX vs. FJPTX - Performance Comparison
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HJPSX vs. FJPTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 3.90% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
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, HJPSX achieves a 3.90% return, which is significantly lower than FJPTX's 6.06% return. Over the past 10 years, HJPSX has outperformed FJPTX with an annualized return of 10.24%, while FJPTX has yielded a comparatively lower 9.65% annualized return.
HJPSX
- 1D
- 3.11%
- 1M
- -10.41%
- YTD
- 3.90%
- 6M
- 5.52%
- 1Y
- 31.52%
- 3Y*
- 15.99%
- 5Y*
- 5.88%
- 10Y*
- 10.24%
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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HJPSX vs. FJPTX - Expense Ratio Comparison
HJPSX has a 1.57% expense ratio, which is lower than FJPTX's 1.70% expense ratio.
Return for Risk
HJPSX vs. FJPTX — Risk / Return Rank
HJPSX
FJPTX
HJPSX vs. FJPTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Small Cap Fund (HJPSX) 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.
| HJPSX | FJPTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.60 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.15 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.72 | -0.72 |
Martin ratioReturn relative to average drawdown | 7.34 | 10.07 | -2.73 |
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
| HJPSX | FJPTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.60 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.30 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.53 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.37 | +0.12 |
Correlation
The correlation between HJPSX and FJPTX is 0.79, 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
HJPSX vs. FJPTX - Dividend Comparison
HJPSX's dividend yield for the trailing twelve months is around 12.75%, more than FJPTX's 8.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 12.75% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
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
HJPSX vs. FJPTX - Drawdown Comparison
The maximum HJPSX drawdown since its inception was -47.91%, which is greater than FJPTX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for HJPSX and FJPTX.
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Drawdown Indicators
| HJPSX | FJPTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.91% | -36.61% | -11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -12.81% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -33.24% | -36.61% | +3.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -36.61% | +1.81% |
Current DrawdownCurrent decline from peak | -12.12% | -9.71% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -10.26% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.49% | +0.54% |
Volatility
HJPSX vs. FJPTX - Volatility Comparison
The current volatility for Hennessy Japan Small Cap Fund (HJPSX) is 7.83%, while Fidelity Advisor Japan Fund Class M (FJPTX) has a volatility of 10.59%. This indicates that HJPSX experiences smaller price fluctuations and is considered to be less risky 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
| HJPSX | FJPTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 10.59% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 16.56% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 23.07% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 19.70% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 18.18% | -0.52% |