CWFIX vs. FAGIX
Compare and contrast key facts about Chartwell Short Duration High Yield Fund (CWFIX) and Fidelity Capital & Income Fund (FAGIX).
CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Performance
CWFIX vs. FAGIX - Performance Comparison
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CWFIX vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
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, CWFIX achieves a -0.40% return, which is significantly higher than FAGIX's -0.85% return. Over the past 10 years, CWFIX has underperformed FAGIX with an annualized return of 4.00%, while FAGIX has yielded a comparatively higher 7.42% annualized return.
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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%
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CWFIX vs. FAGIX - Expense Ratio Comparison
CWFIX has a 0.49% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Return for Risk
CWFIX vs. FAGIX — Risk / Return Rank
CWFIX
FAGIX
CWFIX vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Short Duration High Yield Fund (CWFIX) 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.
| CWFIX | FAGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.99 | 1.91 | +1.07 |
Sortino ratioReturn per unit of downside risk | 4.25 | 2.63 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.80 | 1.39 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 3.72 | 2.79 | +0.93 |
Martin ratioReturn relative to average drawdown | 17.45 | 11.77 | +5.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWFIX | FAGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.99 | 1.91 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | 0.90 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.30 | 0.96 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.85 | +0.22 |
Correlation
The correlation between CWFIX and FAGIX is 0.63, 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.
Dividends
CWFIX vs. FAGIX - Dividend Comparison
CWFIX's dividend yield for the trailing twelve months is around 5.22%, more than FAGIX's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
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
CWFIX vs. FAGIX - Drawdown Comparison
The maximum CWFIX drawdown since its inception was -12.41%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for CWFIX and FAGIX.
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Drawdown Indicators
| CWFIX | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.41% | -37.97% | +25.56% |
Max Drawdown (1Y)Largest decline over 1 year | -1.37% | -4.41% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -6.36% | -15.42% | +9.06% |
Max Drawdown (10Y)Largest decline over 10 years | -12.41% | -28.45% | +16.04% |
Current DrawdownCurrent decline from peak | -1.03% | -3.49% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -7.01% | +6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 1.05% | -0.76% |
Volatility
CWFIX vs. FAGIX - Volatility Comparison
The current volatility for Chartwell Short Duration High Yield Fund (CWFIX) is 0.70%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.47%. This indicates that CWFIX 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
| CWFIX | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 2.47% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 1.03% | 4.53% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.71% | 6.95% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.75% | 6.47% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.09% | 7.78% | -4.69% |