HJPSX vs. PRJPX
Compare and contrast key facts about Hennessy Japan Small Cap Fund (HJPSX) and T. Rowe Price Japan Fund (PRJPX).
HJPSX is managed by Hennessy. It was launched on Aug 30, 2007. PRJPX is managed by T. Rowe Price. It was launched on Dec 29, 1991.
Performance
HJPSX vs. PRJPX - Performance Comparison
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HJPSX vs. PRJPX - 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% |
PRJPX T. Rowe Price Japan Fund | -2.51% | 32.21% | 6.13% | 2.02% | -27.37% | -11.03% | 34.60% | 27.56% | -12.24% | 32.06% |
Returns By Period
In the year-to-date period, HJPSX achieves a 0.77% return, which is significantly higher than PRJPX's -2.51% return. Over the past 10 years, HJPSX has outperformed PRJPX with an annualized return of 9.90%, while PRJPX has yielded a comparatively lower 7.14% annualized return.
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%
PRJPX
- 1D
- -0.15%
- 1M
- -14.17%
- YTD
- -2.51%
- 6M
- 1.32%
- 1Y
- 21.16%
- 3Y*
- 10.18%
- 5Y*
- -1.24%
- 10Y*
- 7.14%
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HJPSX vs. PRJPX - Expense Ratio Comparison
HJPSX has a 1.57% expense ratio, which is higher than PRJPX's 1.05% expense ratio.
Return for Risk
HJPSX vs. PRJPX — Risk / Return Rank
HJPSX
PRJPX
HJPSX vs. PRJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Small Cap Fund (HJPSX) and T. Rowe Price Japan Fund (PRJPX). 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 | PRJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.98 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.43 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.22 | +0.45 |
Martin ratioReturn relative to average drawdown | 6.17 | 4.49 | +1.68 |
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 | PRJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.98 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | -0.07 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.41 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.16 | +0.32 |
Correlation
The correlation between HJPSX and PRJPX is 0.78, 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. PRJPX - Dividend Comparison
HJPSX's dividend yield for the trailing twelve months is around 13.14%, less than PRJPX's 15.03% 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% |
PRJPX T. Rowe Price Japan Fund | 15.03% | 14.65% | 4.82% | 1.71% | 6.94% | 5.42% | 2.59% | 2.62% | 7.56% | 0.33% | 0.70% | 1.05% |
Drawdowns
HJPSX vs. PRJPX - Drawdown Comparison
The maximum HJPSX drawdown since its inception was -47.91%, smaller than the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for HJPSX and PRJPX.
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Drawdown Indicators
| HJPSX | PRJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.91% | -68.26% | +20.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -15.11% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -33.24% | -44.42% | +11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -45.44% | +10.64% |
Current DrawdownCurrent decline from peak | -14.77% | -15.05% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -26.85% | +16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 4.10% | -0.11% |
Volatility
HJPSX vs. PRJPX - Volatility Comparison
The current volatility for Hennessy Japan Small Cap Fund (HJPSX) is 6.97%, while T. Rowe Price Japan Fund (PRJPX) has a volatility of 8.47%. This indicates that HJPSX experiences smaller price fluctuations and is considered to be less risky than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HJPSX | PRJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 8.47% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 13.97% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 20.46% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 18.91% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 17.52% | +0.13% |