JOF vs. CNJFX
Compare and contrast key facts about Japan Smaller Capitalization Fund (JOF) and Commonwealth Japan Fund (CNJFX).
JOF is managed by Japan Smaller Capitalization Fund. It was launched on Mar 21, 1990. CNJFX is managed by Commonwealth Intl Series Tr. It was launched on Jul 9, 1989.
Performance
JOF vs. CNJFX - Performance Comparison
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JOF vs. CNJFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOF Japan Smaller Capitalization Fund | 0.73% | 52.12% | 5.28% | 21.40% | -17.07% | -6.15% | 4.76% | 16.62% | -15.66% | 40.78% |
CNJFX Commonwealth Japan Fund | 3.66% | 18.27% | -1.53% | 14.15% | -18.49% | -7.92% | 9.93% | 19.15% | -10.80% | 20.61% |
Returns By Period
In the year-to-date period, JOF achieves a 0.73% return, which is significantly lower than CNJFX's 3.66% return. Over the past 10 years, JOF has outperformed CNJFX with an annualized return of 9.61%, while CNJFX has yielded a comparatively lower 4.16% annualized return.
JOF
- 1D
- 2.35%
- 1M
- -11.15%
- YTD
- 0.73%
- 6M
- 8.65%
- 1Y
- 40.08%
- 3Y*
- 22.46%
- 5Y*
- 8.09%
- 10Y*
- 9.61%
CNJFX
- 1D
- 0.00%
- 1M
- -10.65%
- YTD
- 3.66%
- 6M
- 6.88%
- 1Y
- 20.66%
- 3Y*
- 9.88%
- 5Y*
- 1.61%
- 10Y*
- 4.16%
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JOF vs. CNJFX - Expense Ratio Comparison
JOF has a 0.02% expense ratio, which is lower than CNJFX's 1.75% expense ratio.
Return for Risk
JOF vs. CNJFX — Risk / Return Rank
JOF
CNJFX
JOF vs. CNJFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Japan Smaller Capitalization Fund (JOF) and Commonwealth Japan Fund (CNJFX). 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.
| JOF | CNJFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.02 | +0.90 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.55 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.59 | +0.75 |
Martin ratioReturn relative to average drawdown | 8.77 | 5.46 | +3.31 |
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
| JOF | CNJFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.02 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.09 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.24 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | -0.08 | +0.18 |
Correlation
The correlation between JOF and CNJFX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JOF vs. CNJFX - Dividend Comparison
JOF's dividend yield for the trailing twelve months is around 7.32%, more than CNJFX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOF Japan Smaller Capitalization Fund | 7.32% | 4.80% | 4.07% | 3.50% | 0.71% | 7.70% | 3.81% | 8.30% | 20.55% | 15.89% | 9.63% | 8.58% |
CNJFX Commonwealth Japan Fund | 1.16% | 1.20% | 0.58% | 0.10% | 0.00% | 4.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JOF vs. CNJFX - Drawdown Comparison
The maximum JOF drawdown since its inception was -74.98%, roughly equal to the maximum CNJFX drawdown of -73.98%. Use the drawdown chart below to compare losses from any high point for JOF and CNJFX.
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Drawdown Indicators
| JOF | CNJFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.98% | -73.98% | -1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -17.21% | -11.44% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.03% | -36.47% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -42.37% | -36.47% | -5.90% |
Current DrawdownCurrent decline from peak | -13.73% | -38.97% | +25.24% |
Average DrawdownAverage peak-to-trough decline | -32.83% | -50.01% | +17.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 3.33% | +1.26% |
Volatility
JOF vs. CNJFX - Volatility Comparison
Japan Smaller Capitalization Fund (JOF) has a higher volatility of 9.54% compared to Commonwealth Japan Fund (CNJFX) at 7.30%. This indicates that JOF's price experiences larger fluctuations and is considered to be riskier than CNJFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JOF | CNJFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.54% | 7.30% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 13.58% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.02% | 19.19% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 18.00% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 17.27% | +0.22% |