MJFOX vs. FIQLX
Compare and contrast key facts about Matthews Japan Fund (MJFOX) and Fidelity Advisor Japan Fund Class Z (FIQLX).
MJFOX is managed by Matthews. It was launched on Dec 30, 1998. FIQLX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
MJFOX vs. FIQLX - Performance Comparison
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MJFOX vs. FIQLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MJFOX Matthews Japan Fund | -1.91% | 22.72% | 16.31% | 25.79% | -27.84% | -5.79% | 29.80% | 26.08% | -14.14% |
FIQLX Fidelity Advisor Japan Fund Class Z | 2.59% | 31.84% | 7.43% | 16.09% | -22.16% | 3.32% | 25.58% | 25.93% | -11.46% |
Returns By Period
In the year-to-date period, MJFOX achieves a -1.91% return, which is significantly lower than FIQLX's 2.59% return.
MJFOX
- 1D
- -0.08%
- 1M
- -14.22%
- YTD
- -1.91%
- 6M
- 1.35%
- 1Y
- 19.54%
- 3Y*
- 17.66%
- 5Y*
- 4.82%
- 10Y*
- 7.88%
FIQLX
- 1D
- 0.00%
- 1M
- -12.73%
- YTD
- 2.59%
- 6M
- 5.97%
- 1Y
- 32.83%
- 3Y*
- 16.22%
- 5Y*
- 6.19%
- 10Y*
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MJFOX vs. FIQLX - Expense Ratio Comparison
MJFOX has a 1.05% expense ratio, which is higher than FIQLX's 0.96% expense ratio.
Return for Risk
MJFOX vs. FIQLX — Risk / Return Rank
MJFOX
FIQLX
MJFOX vs. FIQLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Japan Fund (MJFOX) and Fidelity Advisor Japan Fund Class Z (FIQLX). 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.
| MJFOX | FIQLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.38 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.89 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.08 | -0.92 |
Martin ratioReturn relative to average drawdown | 4.14 | 8.19 | -4.05 |
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
| MJFOX | FIQLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.38 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.32 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.46 | -0.12 |
Correlation
The correlation between MJFOX and FIQLX is 0.92, 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
MJFOX vs. FIQLX - Dividend Comparison
MJFOX's dividend yield for the trailing twelve months is around 2.00%, less than FIQLX's 9.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MJFOX Matthews Japan Fund | 2.00% | 1.96% | 2.12% | 6.09% | 7.19% | 8.08% | 10.15% | 8.63% | 4.14% | 3.90% | 1.15% |
FIQLX Fidelity Advisor Japan Fund Class Z | 9.79% | 10.04% | 5.04% | 3.88% | 0.00% | 11.89% | 1.97% | 1.35% | 0.48% | 0.00% | 0.00% |
Drawdowns
MJFOX vs. FIQLX - Drawdown Comparison
The maximum MJFOX drawdown since its inception was -63.52%, which is greater than FIQLX's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for MJFOX and FIQLX.
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Drawdown Indicators
| MJFOX | FIQLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -36.13% | -27.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -12.73% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -42.85% | -36.13% | -6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | — | — |
Current DrawdownCurrent decline from peak | -14.53% | -12.73% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -10.48% | -10.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 3.51% | +0.55% |
Volatility
MJFOX vs. FIQLX - Volatility Comparison
The current volatility for Matthews Japan Fund (MJFOX) is 9.26%, while Fidelity Advisor Japan Fund Class Z (FIQLX) has a volatility of 9.75%. This indicates that MJFOX experiences smaller price fluctuations and is considered to be less risky than FIQLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJFOX | FIQLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 9.75% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 16.33% | 16.15% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.97% | 22.81% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 19.64% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 19.73% | -1.00% |