SCJ vs. FJSCX
Compare and contrast key facts about iShares MSCI Japan Small Cap ETF (SCJ) and Fidelity Japan Smaller Companies Fund (FJSCX).
SCJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap Index. It was launched on Dec 20, 2007. FJSCX is managed by Fidelity. It was launched on Nov 1, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCJ or FJSCX.
Key characteristics
| SCJ | FJSCX | |
|---|---|---|
| YTD Return | 4.69% | 10.09% |
| 1Y Return | 15.00% | 21.36% |
| 3Y Return (Ann) | -0.73% | 1.72% |
| 5Y Return (Ann) | 1.70% | 3.30% |
| 10Y Return (Ann) | 5.64% | 6.90% |
| Sharpe Ratio | 1.01 | 1.25 |
| Sortino Ratio | 1.46 | 1.74 |
| Omega Ratio | 1.18 | 1.24 |
| Calmar Ratio | 0.72 | 1.21 |
| Martin Ratio | 4.30 | 6.41 |
| Ulcer Index | 3.59% | 3.47% |
| Daily Std Dev | 15.23% | 17.83% |
| Max Drawdown | -43.52% | -66.21% |
| Current Drawdown | -9.69% | -5.79% |
Correlation
The correlation between SCJ and FJSCX is 0.81, 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.
Performance
SCJ vs. FJSCX - Performance Comparison
In the year-to-date period, SCJ achieves a 4.69% return, which is significantly lower than FJSCX's 10.09% return. Over the past 10 years, SCJ has underperformed FJSCX with an annualized return of 5.64%, while FJSCX has yielded a comparatively higher 6.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCJ vs. FJSCX - Expense Ratio Comparison
SCJ has a 0.49% expense ratio, which is lower than FJSCX's 0.91% expense ratio.
Risk-Adjusted Performance
SCJ vs. FJSCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap ETF (SCJ) 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.
Dividends
SCJ vs. FJSCX - Dividend Comparison
SCJ's dividend yield for the trailing twelve months is around 2.21%, more than FJSCX's 1.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCJ iShares MSCI Japan Small Cap ETF | 2.21% | 1.99% | 1.18% | 1.87% | 0.89% | 4.46% | 1.44% | 1.45% | 2.73% | 1.53% | 2.31% | 1.85% |
FJSCX Fidelity Japan Smaller Companies Fund | 1.97% | 2.16% | 0.05% | 3.26% | 1.05% | 1.31% | 0.74% | 0.85% | 1.15% | 2.09% | 2.06% | 2.57% |
Drawdowns
SCJ vs. FJSCX - Drawdown Comparison
The maximum SCJ drawdown since its inception was -43.52%, smaller than the maximum FJSCX drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for SCJ and FJSCX. For additional features, visit the drawdowns tool.
Volatility
SCJ vs. FJSCX - Volatility Comparison
iShares MSCI Japan Small Cap ETF (SCJ) and Fidelity Japan Smaller Companies Fund (FJSCX) have volatilities of 4.44% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.