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RAYJ vs. JPXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYJ vs. JPXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant SMDAM Japan Equity ETF (RAYJ) and iShares JPX-Nikkei 400 ETF (JPXN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RAYJ

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JPXN

1D
-0.66%
1M
-0.21%
6M
8.81%
YTD
15.79%
1Y
29.28%
3Y*
17.25%
5Y*
9.47%
10Y*
8.94%
ALL TIME*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$679.00K$875.75K$1.41M
$0.00$0.00$0.00

RAYJ vs. JPXN - Yearly Performance Comparison


RAYJ vs. JPXN - Sectors Allocation Comparison


Sectors
RAYJ
JPXN

Industrials

27.6%
27.3%

Technology

22.8%
19.7%

Consumer Cyclical

21.0%
10.2%

Basic Materials

10.1%
5.1%

Financial Services

9.7%
16.0%

Healthcare

3.5%
6.2%

Communication Services

3.1%
5.3%

Real Estate

1.4%
2.4%

Consumer Defensive

0.9%
4.8%

Energy

-

1.2%

Utilities

-

1.5%

Industrials

RAYJ
27.6%
JPXN
27.3%

Technology

RAYJ
22.8%
JPXN
19.7%

Consumer Cyclical

RAYJ
21.0%
JPXN
10.2%

Basic Materials

RAYJ
10.1%
JPXN
5.1%

Financial Services

RAYJ
9.7%
JPXN
16.0%

Healthcare

RAYJ
3.5%
JPXN
6.2%

Communication Services

RAYJ
3.1%
JPXN
5.3%

Real Estate

RAYJ
1.4%
JPXN
2.4%

Consumer Defensive

RAYJ
0.9%
JPXN
4.8%

Energy

RAYJ

-

JPXN
1.2%

Utilities

RAYJ

-

JPXN
1.5%

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Return for Risk

RAYJ vs. JPXN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RAYJ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JPXN
JPXN Risk / Return Rank: 6767
Overall Rank
JPXN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
JPXN Sortino Ratio Rank: 6767
Sortino Ratio Rank
JPXN Omega Ratio Rank: 6868
Omega Ratio Rank
JPXN Calmar Ratio Rank: 6767
Calmar Ratio Rank
JPXN Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RAYJ vs. JPXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant SMDAM Japan Equity ETF (RAYJ) and iShares JPX-Nikkei 400 ETF (JPXN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RAYJJPXNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.33

Martin ratioReturn relative to average drawdown

7.90

RAYJ vs. JPXN - Sharpe Ratio Comparison


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Drawdowns

RAYJ vs. JPXN - Drawdown Comparison

The maximum RAYJ drawdown since its inception was 0.00%, smaller than the maximum JPXN drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for RAYJ and JPXN.


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Drawdown Indicators


RAYJJPXNDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.54%

+55.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.21%

Current Drawdown

Current decline from peak

0.00%

-2.61%

+2.61%

Average Drawdown

Average peak-to-trough decline

0.00%

-14.98%

+14.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

Volatility

RAYJ vs. JPXN - Volatility Comparison


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Volatility by Period


RAYJJPXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.65%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

RAYJ vs. JPXN - Expense Ratio Comparison

RAYJ has a 0.72% expense ratio, which is higher than JPXN's 0.48% expense ratio.


Dividends

RAYJ vs. JPXN - Dividend Comparison

RAYJ has not paid dividends to shareholders, while JPXN's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
JPXN
iShares JPX-Nikkei 400 ETF
2.76%3.14%2.29%2.57%1.47%2.63%1.27%1.92%1.60%1.50%2.07%1.32%
RAYJ
Rayliant SMDAM Japan Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, JPXN is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPXN is cheaper with a 0.48% expense ratio, compared with 0.72% for RAYJ.

JPXN has the higher dividend yield at 2.76%, compared with 0.00% for RAYJ.

They also come from different issuers: Rayliant and iShares. Their fees differ too: 0.72% for RAYJ and 0.48% for JPXN.

Portfolio Optimizer

Find the right allocation for RAYJ and JPXN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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