JOF vs. FSJPX
Compare and contrast key facts about Japan Smaller Capitalization Fund (JOF) and Fidelity SAI Japan Stock Index Fund (FSJPX).
JOF is managed by Japan Smaller Capitalization Fund. It was launched on Mar 21, 1990. FSJPX is managed by Fidelity. It was launched on Jun 24, 2021.
Performance
JOF vs. FSJPX - Performance Comparison
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JOF vs. FSJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JOF Japan Smaller Capitalization Fund | 0.73% | 52.12% | 5.28% | 21.40% | -17.07% | -7.59% |
FSJPX Fidelity SAI Japan Stock Index Fund | 1.35% | 26.39% | 7.19% | 20.25% | -17.02% | 1.16% |
Returns By Period
In the year-to-date period, JOF achieves a 0.73% return, which is significantly lower than FSJPX's 1.35% 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%
FSJPX
- 1D
- 0.00%
- 1M
- -11.85%
- YTD
- 1.35%
- 6M
- 4.96%
- 1Y
- 25.05%
- 3Y*
- 15.42%
- 5Y*
- —
- 10Y*
- —
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JOF vs. FSJPX - Expense Ratio Comparison
JOF has a 0.02% expense ratio, which is lower than FSJPX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JOF vs. FSJPX — Risk / Return Rank
JOF
FSJPX
JOF vs. FSJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Japan Smaller Capitalization Fund (JOF) and Fidelity SAI Japan Stock Index Fund (FSJPX). 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 | FSJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.07 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.57 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.57 | +0.77 |
Martin ratioReturn relative to average drawdown | 8.77 | 5.61 | +3.16 |
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 | FSJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.07 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.39 | -0.28 |
Correlation
The correlation between JOF and FSJPX is 0.72, 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
JOF vs. FSJPX - Dividend Comparison
JOF's dividend yield for the trailing twelve months is around 7.32%, more than FSJPX's 5.18% 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% |
FSJPX Fidelity SAI Japan Stock Index Fund | 5.18% | 5.25% | 2.26% | 4.10% | 2.28% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JOF vs. FSJPX - Drawdown Comparison
The maximum JOF drawdown since its inception was -74.98%, which is greater than FSJPX's maximum drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for JOF and FSJPX.
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Drawdown Indicators
| JOF | FSJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.98% | -32.91% | -42.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.21% | -13.59% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -37.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.37% | — | — |
Current DrawdownCurrent decline from peak | -13.73% | -12.94% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -32.83% | -10.05% | -22.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 3.84% | +0.75% |
Volatility
JOF vs. FSJPX - Volatility Comparison
Japan Smaller Capitalization Fund (JOF) and Fidelity SAI Japan Stock Index Fund (FSJPX) have volatilities of 9.54% and 9.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JOF | FSJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.54% | 9.26% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 15.63% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.02% | 22.07% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 18.21% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 18.21% | -0.72% |