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RMBPX vs. CNJFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMBPX vs. CNJFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RMB Japan Fund (RMBPX) and Commonwealth Japan Fund (CNJFX). The values are adjusted to include any dividend payments, if applicable.

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RMBPX vs. CNJFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RMBPX
RMB Japan Fund
0.00%-0.24%-14.03%19.33%-14.50%-2.65%13.06%17.64%-17.62%
CNJFX
Commonwealth Japan Fund
3.66%18.27%-1.53%14.15%-18.49%-7.92%9.93%19.15%-14.87%

Returns By Period


RMBPX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

CNJFX

1D
0.00%
1M
-10.65%
YTD
3.66%
6M
6.88%
1Y
20.66%
3Y*
9.88%
5Y*
1.61%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMBPX vs. CNJFX - Expense Ratio Comparison

RMBPX has a 1.30% expense ratio, which is lower than CNJFX's 1.75% expense ratio.


Return for Risk

RMBPX vs. CNJFX — Risk / Return Rank

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

RMBPX

CNJFX
CNJFX Risk / Return Rank: 5656
Overall Rank
CNJFX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CNJFX Sortino Ratio Rank: 5959
Sortino Ratio Rank
CNJFX Omega Ratio Rank: 4444
Omega Ratio Rank
CNJFX Calmar Ratio Rank: 6969
Calmar Ratio Rank
CNJFX Martin Ratio Rank: 5656
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.

RMBPX vs. CNJFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RMB Japan Fund (RMBPX) and Commonwealth Japan Fund (CNJFX). 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.


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

RMBPX vs. CNJFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RMBPXCNJFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

Correlation

The correlation between RMBPX and CNJFX is 0.73, 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

RMBPX vs. CNJFX - Dividend Comparison

RMBPX has not paid dividends to shareholders, while CNJFX's dividend yield for the trailing twelve months is around 1.16%.


TTM20252024202320222021202020192018
RMBPX
RMB Japan Fund
0.00%0.00%3.28%4.43%1.04%8.11%0.29%1.15%0.36%
CNJFX
Commonwealth Japan Fund
1.16%1.20%0.58%0.10%0.00%4.25%0.00%0.00%0.00%

Drawdowns

RMBPX vs. CNJFX - Drawdown Comparison


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Drawdown Indicators


RMBPXCNJFXDifference

Max Drawdown

Largest peak-to-trough decline

-73.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

Max Drawdown (5Y)

Largest decline over 5 years

-36.47%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

Current Drawdown

Current decline from peak

-38.97%

Average Drawdown

Average peak-to-trough decline

-50.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

Volatility

RMBPX vs. CNJFX - Volatility Comparison


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Volatility by Period


RMBPXCNJFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%