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BHYIX vs. FAGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHYIX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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BHYIX vs. FAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
-1.59%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%
FAGIX
Fidelity Capital & Income Fund
-0.85%12.38%10.69%13.02%-11.50%11.13%9.95%18.96%-7.17%11.66%

Returns By Period

In the year-to-date period, BHYIX achieves a -1.59% return, which is significantly lower than FAGIX's -0.85% return. Over the past 10 years, BHYIX has underperformed FAGIX with an annualized return of 5.93%, while FAGIX has yielded a comparatively higher 7.42% annualized return.


BHYIX

1D
0.14%
1M
-2.23%
YTD
-1.59%
6M
0.03%
1Y
6.58%
3Y*
8.30%
5Y*
4.15%
10Y*
5.93%

FAGIX

1D
-0.56%
1M
-3.17%
YTD
-0.85%
6M
0.91%
1Y
12.88%
3Y*
10.34%
5Y*
5.79%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BHYIX vs. FAGIX - Expense Ratio Comparison

BHYIX has a 0.59% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


Return for Risk

BHYIX vs. FAGIX — Risk / Return Rank

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

BHYIX
BHYIX Risk / Return Rank: 8989
Overall Rank
BHYIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 9292
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8888
Martin Ratio Rank

FAGIX
FAGIX Risk / Return Rank: 9191
Overall Rank
FAGIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 8989
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 9393
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.

BHYIX vs. FAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) and Fidelity Capital & Income Fund (FAGIX). 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.


BHYIXFAGIXDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.91

-0.03

Sortino ratio

Return per unit of downside risk

2.67

2.63

+0.04

Omega ratio

Gain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratio

Return relative to maximum drawdown

2.06

2.79

-0.73

Martin ratio

Return relative to average drawdown

9.42

11.77

-2.34

BHYIX vs. FAGIX - Sharpe Ratio Comparison

The current BHYIX Sharpe Ratio is 1.88, which is comparable to the FAGIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BHYIX and FAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BHYIXFAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.91

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.90

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.96

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.85

+0.35

Correlation

The correlation between BHYIX and FAGIX is 0.72, 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

BHYIX vs. FAGIX - Dividend Comparison

BHYIX's dividend yield for the trailing twelve months is around 6.65%, more than FAGIX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
6.65%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%
FAGIX
Fidelity Capital & Income Fund
4.43%4.74%5.02%5.28%10.25%6.08%4.59%5.00%5.67%5.05%4.57%4.51%

Drawdowns

BHYIX vs. FAGIX - Drawdown Comparison

The maximum BHYIX drawdown since its inception was -34.82%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for BHYIX and FAGIX.


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Drawdown Indicators


BHYIXFAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.82%

-37.97%

+3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-4.41%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.45%

-15.42%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-23.23%

-28.45%

+5.22%

Current Drawdown

Current decline from peak

-2.27%

-3.49%

+1.22%

Average Drawdown

Average peak-to-trough decline

-2.77%

-7.01%

+4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.05%

-0.34%

Volatility

BHYIX vs. FAGIX - Volatility Comparison

The current volatility for BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) is 1.20%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.47%. This indicates that BHYIX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHYIXFAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

2.47%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

4.53%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

6.95%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

6.47%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

7.78%

-1.86%