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PRJPX vs. FJSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRJPX vs. FJSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Japan Fund (PRJPX) and Fidelity Japan Smaller Companies Fund (FJSCX). The values are adjusted to include any dividend payments, if applicable.

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PRJPX vs. FJSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FJSCX
Fidelity Japan Smaller Companies Fund
2.44%26.43%8.03%15.15%-14.49%-0.36%4.80%22.00%-15.98%34.56%

Returns By Period

In the year-to-date period, PRJPX achieves a -2.51% return, which is significantly lower than FJSCX's 2.44% return. Over the past 10 years, PRJPX has underperformed FJSCX with an annualized return of 7.14%, while FJSCX has yielded a comparatively higher 7.96% annualized return.


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%

FJSCX

1D
-0.75%
1M
-12.79%
YTD
2.44%
6M
3.83%
1Y
25.97%
3Y*
15.13%
5Y*
6.63%
10Y*
7.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRJPX vs. FJSCX - Expense Ratio Comparison

PRJPX has a 1.05% expense ratio, which is higher than FJSCX's 0.91% expense ratio.


Return for Risk

PRJPX vs. FJSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRJPX
PRJPX Risk / Return Rank: 4848
Overall Rank
PRJPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRJPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRJPX Omega Ratio Rank: 4545
Omega Ratio Rank
PRJPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRJPX Martin Ratio Rank: 4444
Martin Ratio Rank

FJSCX
FJSCX Risk / Return Rank: 7373
Overall Rank
FJSCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FJSCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FJSCX Omega Ratio Rank: 6565
Omega Ratio Rank
FJSCX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FJSCX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRJPX vs. FJSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Japan Fund (PRJPX) and Fidelity Japan Smaller Companies Fund (FJSCX). 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.


PRJPXFJSCXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.32

-0.34

Sortino ratio

Return per unit of downside risk

1.43

1.81

-0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.22

1.80

-0.58

Martin ratio

Return relative to average drawdown

4.49

6.91

-2.42

PRJPX vs. FJSCX - Sharpe Ratio Comparison

The current PRJPX Sharpe Ratio is 0.98, which is comparable to the FJSCX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PRJPX and FJSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRJPXFJSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.32

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.39

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.51

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.29

-0.13

Correlation

The correlation between PRJPX and FJSCX is 0.80, 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

PRJPX vs. FJSCX - Dividend Comparison

PRJPX's dividend yield for the trailing twelve months is around 15.03%, less than FJSCX's 17.20% yield.


TTM20252024202320222021202020192018201720162015
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%
FJSCX
Fidelity Japan Smaller Companies Fund
17.20%17.62%4.54%2.82%0.05%12.01%1.59%7.13%5.55%3.91%2.83%1.43%

Drawdowns

PRJPX vs. FJSCX - Drawdown Comparison

The maximum PRJPX drawdown since its inception was -68.26%, roughly equal to the maximum FJSCX drawdown of -71.42%. Use the drawdown chart below to compare losses from any high point for PRJPX and FJSCX.


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Drawdown Indicators


PRJPXFJSCXDifference

Max Drawdown

Largest peak-to-trough decline

-68.26%

-71.42%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-12.79%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-44.42%

-29.74%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-45.44%

-32.10%

-13.34%

Current Drawdown

Current decline from peak

-15.05%

-12.79%

-2.26%

Average Drawdown

Average peak-to-trough decline

-26.85%

-26.78%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

3.34%

+0.76%

Volatility

PRJPX vs. FJSCX - Volatility Comparison

T. Rowe Price Japan Fund (PRJPX) has a higher volatility of 8.47% compared to Fidelity Japan Smaller Companies Fund (FJSCX) at 8.06%. This indicates that PRJPX's price experiences larger fluctuations and is considered to be riskier than FJSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRJPXFJSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

8.06%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

13.93%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

18.78%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

16.97%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

15.81%

+1.71%