FJP vs FMAG

Comparison between FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF) and FIDELITY MAGELLAN ETF (FMAG, ETF).

5-Year PerformanceFMAG has outperformed FJP, delivering a return of +11.1% compared to +10.6%

FJP vs FMAG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FJP(ETF)	FMAG(ETF)
Net Assets	$258M	$258M
Expense Ratio	0.80%	0.57%
Max Drawdown	43.93%	33.02%
Sharpe Ratio	1.28	0.42
5Y Beta	0.74	1.08
P/E Ratio	N/A	33.06
Forward P/E	N/A	26.56
PEG Ratio	N/A	0.76
5Y Dividends CAGR	29.60%	N/A
5Y EPS CAGR	N/A	31.53%
P/S Ratio	N/A	3.17
P/B Ratio	N/A	8.72

Net Assets

Winner

FJP

$258M

FMAG

$258M

Expense Ratio

FJP

0.80%

Winner

FMAG

0.57%

Max Drawdown

FJP

43.93%

Winner

FMAG

33.02%

Sharpe Ratio

Winner

FJP

1.28

FMAG

0.42

5Y Beta

Winner

FJP

0.74

FMAG

1.08

P/E Ratio

FJP

N/A

FMAG

33.06

Forward P/E

FJP

N/A

FMAG

26.56

PEG Ratio

FJP

N/A

FMAG

0.76

5Y Dividends CAGR

FJP

29.60%

FMAG

N/A

5Y EPS CAGR

FJP

N/A

FMAG

31.53%

P/S Ratio

FJP

N/A

FMAG

3.17

P/B Ratio

FJP

N/A

FMAG

8.72

FJP vs FMAG - Historical Returns

Returns include dividend reinvestment.

Period	FJP	FMAG
1 month	-6.05%	+0.11%
3 months	+4.03%	+10.45%
6 months	+11.55%	+6.41%
1 year	+31.92%	+8.81%
5 years(CAGR)	+10.57%	+11.07%
10 years(CAGR)	+7.56%	N/A
Max(CAGR)	+5.91%	+11.63%

FJP

-6.05%

Winner

FMAG

+0.11%

FJP

+4.03%

Winner

FMAG

+10.45%

Winner

FJP

+11.55%

FMAG

+6.41%

Winner

FJP

+31.92%

FMAG

+8.81%

5Y(CAGR)

FJP

+10.57%

Winner

FMAG

+11.07%

10Y(CAGR)

FJP

+7.56%

FMAG

N/A

Max(CAGR)

FJP

+5.91%

Winner

FMAG

+11.63%

FJP vs FMAG - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FJP	FMAG
2026	+12.14%	+5.35%
2025	+33.80%	+10.44%
2024	+6.02%	+30.08%
2023	+23.73%	+31.66%
2022	-12.80%	-26.44%
2021	-0.50%	+25.37%
2020	+2.15%	N/A
2019	+7.28%	N/A
2018	-18.80%	N/A
2017	+26.81%	N/A
2016	+4.50%	N/A
2015	+5.39%	N/A
2014	-0.84%	N/A
2013	+28.22%	N/A
2012	-4.42%	N/A
2011	-9.31%	N/A

FJP vs FMAG Drawdown Comparison

The maximum drawdown for FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1551 trading sessions.

The maximum drawdown for FMAG was -32.93%, occurring on Oct 14, 2022. Recovery took 548 trading sessions.

The current FJP drawdown is -7.75%. The current FMAG drawdown is -2.96%.

Rank	FJP	FMAG
#1	-41.51% Jan 23, 2018 - Mar 22, 2024	-32.93% Nov 19, 2021 - Jan 29, 2024
#2	-25.37% Aug 2, 2011 - May 14, 2013	-20.12% Jan 23, 2025 - Jun 4, 2025
#3	-22.46% May 22, 2015 - Mar 13, 2017	-13.97% Oct 28, 2025 - Apr 24, 2026
#4	-17.02% Mar 25, 2025 - May 21, 2025	-10.20% Jul 10, 2024 - Sep 19, 2024
#5	-16.43% May 21, 2013 - Jan 17, 2014	-8.12% Feb 12, 2021 - Apr 5, 2021
#6	-15.08% Mar 27, 2024 - Feb 18, 2025	-6.95% Sep 3, 2021 - Oct 25, 2021
#7	-14.43% Feb 25, 2026 - Mar 20, 2026	-6.17% Apr 29, 2021 - Jun 14, 2021
#8	-12.64% Jul 28, 2014 - Feb 20, 2015	-6.16% Mar 21, 2024 - May 15, 2024
#9	-10.47% Jan 22, 2014 - Jun 18, 2014	-5.90% Jun 2, 2026 - Jun 10, 2026
#10	-7.21% May 10, 2011 - Jul 5, 2011	-4.65% Dec 4, 2024 - Jan 21, 2025
#11	-6.57% Sep 15, 2025 - Nov 10, 2025	-4.02% Oct 14, 2024 - Nov 6, 2024
#12	-4.37% Jun 27, 2025 - Jul 23, 2025	-3.33% Nov 8, 2024 - Dec 4, 2024
#13	-4.12% Mar 28, 2017 - May 3, 2017	-3.21% Sep 22, 2025 - Oct 27, 2025
#14	-3.98% Nov 14, 2025 - Nov 26, 2025	-3.15% May 14, 2026 - May 28, 2026
#15	-3.56% Apr 28, 2015 - May 18, 2015	-2.45% Aug 12, 2025 - Sep 22, 2025

Correlation

Correlation between FJP and FMAG is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2011 - 2026)

FJP vs FMAG dividend yield comparison.

Year	FJP	FMAG
2026	0.15%	0.00%
2025	2.68%	0.09%
2024	3.18%	0.15%
2023	3.49%	0.34%
2022	2.21%	0.23%
2021	2.43%	0.03%
2020	0.99%	0.00%
2019	2.80%	0.00%
2018	1.54%	0.00%
2017	1.29%	0.00%
2016	1.46%	0.00%
2015	0.85%	0.00%
2014	1.08%	0.00%
2013	0.70%	0.00%
2012	1.61%	0.00%
2011	0.62%	0.00%