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CPIEX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPIEX and FAGIX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CPIEX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Equity Fund (CPIEX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CPIEX:

1.65

FAGIX:

1.03

Sortino Ratio

CPIEX:

2.37

FAGIX:

1.47

Omega Ratio

CPIEX:

1.31

FAGIX:

1.21

Calmar Ratio

CPIEX:

3.00

FAGIX:

1.02

Martin Ratio

CPIEX:

9.24

FAGIX:

3.87

Ulcer Index

CPIEX:

2.37%

FAGIX:

1.92%

Daily Std Dev

CPIEX:

12.58%

FAGIX:

7.03%

Max Drawdown

CPIEX:

-48.20%

FAGIX:

-37.80%

Current Drawdown

CPIEX:

-1.24%

FAGIX:

-0.94%

Returns By Period

In the year-to-date period, CPIEX achieves a 4.89% return, which is significantly higher than FAGIX's 1.50% return.


CPIEX

YTD

4.89%

1M

-0.47%

6M

3.57%

1Y

20.50%

3Y*

15.89%

5Y*

18.19%

10Y*

N/A

FAGIX

YTD

1.50%

1M

5.49%

6M

1.19%

1Y

7.31%

3Y*

6.19%

5Y*

6.83%

10Y*

4.72%

*Annualized

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Counterpoint Tactical Equity Fund

Fidelity Capital & Income Fund

CPIEX vs. FAGIX - Expense Ratio Comparison

CPIEX has a 1.75% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Risk-Adjusted Performance

CPIEX vs. FAGIX — Risk-Adjusted Performance Rank

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

CPIEX
The Risk-Adjusted Performance Rank of CPIEX is 9191
Overall Rank
The Sharpe Ratio Rank of CPIEX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of CPIEX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CPIEX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of CPIEX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CPIEX is 9393
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 8282
Overall Rank
The Sharpe Ratio Rank of FAGIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CPIEX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) 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.


The current CPIEX Sharpe Ratio is 1.65, which is higher than the FAGIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CPIEX 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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Dividends

CPIEX vs. FAGIX - Dividend Comparison

CPIEX's dividend yield for the trailing twelve months is around 2.06%, less than FAGIX's 4.91% yield.


TTM20242023202220212020201920182017201620152014
CPIEX
Counterpoint Tactical Equity Fund
2.06%2.16%2.44%3.05%0.00%0.00%0.00%3.40%5.93%0.00%0.00%0.00%
FAGIX
Fidelity Capital & Income Fund
4.91%5.03%5.29%11.37%6.55%4.88%5.00%7.39%5.05%4.12%5.01%8.08%

Drawdowns

CPIEX vs. FAGIX - Drawdown Comparison

The maximum CPIEX drawdown since its inception was -48.20%, which is greater than FAGIX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for CPIEX and FAGIX. For additional features, visit the drawdowns tool.


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Volatility

CPIEX vs. FAGIX - Volatility Comparison

Counterpoint Tactical Equity Fund (CPIEX) has a higher volatility of 2.14% compared to Fidelity Capital & Income Fund (FAGIX) at 1.91%. This indicates that CPIEX's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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