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PRJPX vs. FJSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRJPX and FJSCX is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

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.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
114.76%
642.04%
PRJPX
FJSCX

Key characteristics

Sharpe Ratio

PRJPX:

0.34

FJSCX:

0.38

Sortino Ratio

PRJPX:

0.60

FJSCX:

0.64

Omega Ratio

PRJPX:

1.08

FJSCX:

1.09

Calmar Ratio

PRJPX:

0.18

FJSCX:

0.37

Martin Ratio

PRJPX:

1.66

FJSCX:

1.20

Ulcer Index

PRJPX:

4.40%

FJSCX:

6.39%

Daily Std Dev

PRJPX:

21.73%

FJSCX:

20.38%

Max Drawdown

PRJPX:

-68.26%

FJSCX:

-66.21%

Current Drawdown

PRJPX:

-31.15%

FJSCX:

-11.00%

Returns By Period

In the year-to-date period, PRJPX achieves a 4.17% return, which is significantly higher than FJSCX's 3.08% return. Over the past 10 years, PRJPX has outperformed FJSCX with an annualized return of 4.59%, while FJSCX has yielded a comparatively lower 2.96% annualized return.


PRJPX

YTD

4.17%

1M

-5.04%

6M

3.76%

1Y

9.14%

5Y*

1.73%

10Y*

4.59%

FJSCX

YTD

3.08%

1M

-2.60%

6M

-2.19%

1Y

8.25%

5Y*

4.48%

10Y*

2.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRJPX vs. FJSCX - Expense Ratio Comparison

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


PRJPX
T. Rowe Price Japan Fund
Expense ratio chart for PRJPX: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRJPX: 1.05%
Expense ratio chart for FJSCX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FJSCX: 0.91%

Risk-Adjusted Performance

PRJPX vs. FJSCX — Risk-Adjusted Performance Rank

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

PRJPX
The Risk-Adjusted Performance Rank of PRJPX is 5454
Overall Rank
The Sharpe Ratio Rank of PRJPX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PRJPX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PRJPX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PRJPX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PRJPX is 6060
Martin Ratio Rank

FJSCX
The Risk-Adjusted Performance Rank of FJSCX is 5858
Overall Rank
The Sharpe Ratio Rank of FJSCX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSCX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FJSCX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FJSCX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FJSCX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRJPX vs. FJSCX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRJPX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.00
PRJPX: 0.34
FJSCX: 0.38
The chart of Sortino ratio for PRJPX, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
PRJPX: 0.60
FJSCX: 0.64
The chart of Omega ratio for PRJPX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
PRJPX: 1.08
FJSCX: 1.09
The chart of Calmar ratio for PRJPX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.00
PRJPX: 0.18
FJSCX: 0.37
The chart of Martin ratio for PRJPX, currently valued at 1.66, compared to the broader market0.0010.0020.0030.0040.0050.00
PRJPX: 1.66
FJSCX: 1.20

The current PRJPX Sharpe Ratio is 0.34, which is comparable to the FJSCX Sharpe Ratio of 0.38. 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.


Rolling 12-month Sharpe Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.34
0.38
PRJPX
FJSCX

Dividends

PRJPX vs. FJSCX - Dividend Comparison

PRJPX's dividend yield for the trailing twelve months is around 4.62%, more than FJSCX's 2.26% yield.


TTM20242023202220212020201920182017201620152014
PRJPX
T. Rowe Price Japan Fund
4.62%4.82%1.71%6.94%5.42%2.59%1.80%7.56%0.79%1.31%1.05%1.41%
FJSCX
Fidelity Japan Smaller Companies Fund
2.26%2.33%2.16%0.05%3.26%1.05%1.31%0.74%0.85%1.15%2.09%2.06%

Drawdowns

PRJPX vs. FJSCX - Drawdown Comparison

The maximum PRJPX drawdown since its inception was -68.26%, roughly equal to the maximum FJSCX drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for PRJPX and FJSCX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-31.15%
-11.00%
PRJPX
FJSCX

Volatility

PRJPX vs. FJSCX - Volatility Comparison

T. Rowe Price Japan Fund (PRJPX) has a higher volatility of 10.99% compared to Fidelity Japan Smaller Companies Fund (FJSCX) at 9.15%. 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.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.99%
9.15%
PRJPX
FJSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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