HJPSX vs. FPJAX
Compare and contrast key facts about Hennessy Japan Small Cap Fund (HJPSX) and Fidelity Advisor Japan Fund Class A (FPJAX).
HJPSX is managed by Hennessy. It was launched on Aug 30, 2007. FPJAX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
HJPSX vs. FPJAX - Performance Comparison
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HJPSX vs. FPJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 0.77% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 13.43% | 19.97% | -12.56% | 49.60% |
FPJAX Fidelity Advisor Japan Fund Class A | 2.55% | 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, HJPSX achieves a 0.77% return, which is significantly lower than FPJAX's 2.55% return. Both investments have delivered pretty close results over the past 10 years, with HJPSX having a 9.90% annualized return and FPJAX not far behind at 9.58%.
HJPSX
- 1D
- -0.76%
- 1M
- -14.77%
- YTD
- 0.77%
- 6M
- 1.04%
- 1Y
- 26.62%
- 3Y*
- 14.81%
- 5Y*
- 5.37%
- 10Y*
- 9.90%
FPJAX
- 1D
- 0.00%
- 1M
- -12.75%
- YTD
- 2.55%
- 6M
- 5.80%
- 1Y
- 32.36%
- 3Y*
- 15.77%
- 5Y*
- 5.76%
- 10Y*
- 9.58%
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HJPSX vs. FPJAX - Expense Ratio Comparison
HJPSX has a 1.57% expense ratio, which is higher than FPJAX's 1.38% expense ratio.
Return for Risk
HJPSX vs. FPJAX — Risk / Return Rank
HJPSX
FPJAX
HJPSX vs. FPJAX - 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 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.
| HJPSX | FPJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 1.36 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.86 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.04 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.17 | 8.02 | -1.85 |
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
| HJPSX | FPJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.36 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.30 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.37 | +0.11 |
Correlation
The correlation between HJPSX and FPJAX 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. FPJAX - Dividend Comparison
HJPSX's dividend yield for the trailing twelve months is around 13.14%, more than FPJAX's 9.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 13.14% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
FPJAX Fidelity Advisor Japan Fund Class A | 9.49% | 9.73% | 4.54% | 3.47% | 0.00% | 11.39% | 1.60% | 0.98% | 0.00% | 0.23% | 0.79% | 0.47% |
Drawdowns
HJPSX vs. FPJAX - Drawdown Comparison
The maximum HJPSX drawdown since its inception was -47.91%, which is greater than FPJAX's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for HJPSX and FPJAX.
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Drawdown Indicators
| HJPSX | FPJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.91% | -36.39% | -11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -12.75% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -33.24% | -36.39% | +3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -36.39% | +1.59% |
Current DrawdownCurrent decline from peak | -14.77% | -12.75% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -9.99% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.53% | +0.46% |
Volatility
HJPSX vs. FPJAX - Volatility Comparison
The current volatility for Hennessy Japan Small Cap Fund (HJPSX) is 6.97%, while Fidelity Advisor Japan Fund Class A (FPJAX) has a volatility of 9.77%. This indicates that HJPSX experiences smaller price fluctuations and is considered to be less risky than FPJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HJPSX | FPJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 9.77% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 16.16% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 22.83% | -4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 19.62% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 18.16% | -0.51% |