MJFOX vs. FPJAX
Compare and contrast key facts about Matthews Japan Fund (MJFOX) and Fidelity Advisor Japan Fund Class A (FPJAX).
MJFOX is managed by Matthews. It was launched on Dec 30, 1998. FPJAX is managed by Fidelity. It was launched on Dec 14, 2010.
Performance
MJFOX vs. FPJAX - Performance Comparison
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MJFOX vs. FPJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MJFOX Matthews Japan Fund | -1.91% | 22.72% | 16.31% | 25.79% | -27.84% | -5.79% | 29.80% | 26.08% | -20.12% | 33.22% |
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, MJFOX achieves a -1.91% return, which is significantly lower than FPJAX's 2.55% return. Over the past 10 years, MJFOX has underperformed FPJAX with an annualized return of 7.88%, while FPJAX has yielded a comparatively higher 9.58% annualized 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%
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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MJFOX vs. FPJAX - Expense Ratio Comparison
MJFOX has a 1.05% expense ratio, which is lower than FPJAX's 1.38% expense ratio.
Return for Risk
MJFOX vs. FPJAX — Risk / Return Rank
MJFOX
FPJAX
MJFOX vs. FPJAX - 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 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.
| MJFOX | FPJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.36 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.86 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.04 | -0.88 |
Martin ratioReturn relative to average drawdown | 4.14 | 8.02 | -3.88 |
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 | FPJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.36 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.30 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.53 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.37 | -0.03 |
Correlation
The correlation between MJFOX and FPJAX is 0.90, 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. FPJAX - Dividend Comparison
MJFOX's dividend yield for the trailing twelve months is around 2.00%, less than FPJAX's 9.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
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
MJFOX vs. FPJAX - Drawdown Comparison
The maximum MJFOX drawdown since its inception was -63.52%, which is greater than FPJAX's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for MJFOX and FPJAX.
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Drawdown Indicators
| MJFOX | FPJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -36.39% | -27.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -12.75% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -42.85% | -36.39% | -6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -36.39% | -6.46% |
Current DrawdownCurrent decline from peak | -14.53% | -12.75% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -9.99% | -11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 3.53% | +0.53% |
Volatility
MJFOX vs. FPJAX - Volatility Comparison
The current volatility for Matthews Japan Fund (MJFOX) is 9.26%, while Fidelity Advisor Japan Fund Class A (FPJAX) has a volatility of 9.77%. This indicates that MJFOX 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
| MJFOX | FPJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.26% | 9.77% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 16.33% | 16.16% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.97% | 22.83% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 19.62% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 18.16% | +0.57% |