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

Correlation

The correlation between FAGIX and AAPL is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FAGIX vs. AAPL - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.68%
2.92%
FAGIX
AAPL

Key characteristics

Sharpe Ratio

FAGIX:

2.86

AAPL:

1.15

Sortino Ratio

FAGIX:

4.24

AAPL:

1.72

Omega Ratio

FAGIX:

1.58

AAPL:

1.22

Calmar Ratio

FAGIX:

3.49

AAPL:

1.60

Martin Ratio

FAGIX:

17.45

AAPL:

4.06

Ulcer Index

FAGIX:

0.83%

AAPL:

6.53%

Daily Std Dev

FAGIX:

5.03%

AAPL:

22.99%

Max Drawdown

FAGIX:

-37.80%

AAPL:

-81.80%

Current Drawdown

FAGIX:

-0.27%

AAPL:

-11.21%

Returns By Period

In the year-to-date period, FAGIX achieves a 1.67% return, which is significantly higher than AAPL's -8.16% return. Over the past 10 years, FAGIX has underperformed AAPL with an annualized return of 5.73%, while AAPL has yielded a comparatively higher 24.85% annualized return.


FAGIX

YTD

1.67%

1M

1.85%

6M

6.68%

1Y

14.70%

5Y*

5.44%

10Y*

5.73%

AAPL

YTD

-8.16%

1M

-9.63%

6M

2.92%

1Y

20.64%

5Y*

24.57%

10Y*

24.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FAGIX vs. AAPL — Risk-Adjusted Performance Rank

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

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 9393
Overall Rank
The Sharpe Ratio Rank of FAGIX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 9494
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7979
Overall Rank
The Sharpe Ratio Rank of AAPL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7777
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.

FAGIX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for FAGIX, currently valued at 2.86, compared to the broader market-1.000.001.002.003.004.002.860.81
The chart of Sortino ratio for FAGIX, currently valued at 4.24, compared to the broader market0.005.0010.004.241.28
The chart of Omega ratio for FAGIX, currently valued at 1.58, compared to the broader market1.002.003.004.001.581.16
The chart of Calmar ratio for FAGIX, currently valued at 3.49, compared to the broader market0.005.0010.0015.0020.003.491.11
The chart of Martin ratio for FAGIX, currently valued at 17.45, compared to the broader market0.0020.0040.0060.0080.0017.452.86
FAGIX
AAPL

The current FAGIX Sharpe Ratio is 2.86, which is higher than the AAPL Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FAGIX and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.86
0.81
FAGIX
AAPL

Dividends

FAGIX vs. AAPL - Dividend Comparison

FAGIX's dividend yield for the trailing twelve months is around 6.48%, more than AAPL's 0.43% yield.


TTM20242023202220212020201920182017201620152014
FAGIX
Fidelity Capital & Income Fund
6.48%6.59%6.60%6.02%3.41%3.78%4.25%5.99%4.01%4.12%5.00%8.04%
AAPL
Apple Inc
0.43%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

FAGIX vs. AAPL - Drawdown Comparison

The maximum FAGIX drawdown since its inception was -37.80%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for FAGIX and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.27%
-11.21%
FAGIX
AAPL

Volatility

FAGIX vs. AAPL - Volatility Comparison

The current volatility for Fidelity Capital & Income Fund (FAGIX) is 1.89%, while Apple Inc (AAPL) has a volatility of 7.18%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
1.89%
7.18%
FAGIX
AAPL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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