FAGIX vs. AOM
FAGIX (Fidelity Capital & Income Fund) and AOM (iShares Core Moderate Allocation ETF) are both funds - FAGIX is a High Yield Bonds fund actively managed by Fidelity, while AOM is a Diversified Portfolio fund tracking the S&P Target Risk Moderate. FAGIX is actively managed, while AOM is passively managed. Over the past 10 years, FAGIX returned 8.03%/yr vs 6.31%/yr for AOM. A 0.70 correlation means they provide meaningful diversification when combined. FAGIX charges 0.67%/yr vs 0.25%/yr for AOM.
Performance
FAGIX vs. AOM - Performance Comparison
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Returns By Period
In the year-to-date period, FAGIX achieves a 7.40% return, which is significantly higher than AOM's 4.75% return. Over the past 10 years, FAGIX has outperformed AOM with an annualized return of 8.03%, while AOM has yielded a comparatively lower 6.31% annualized return.
FAGIX
- 1D
- 1.15%
- 1M
- 0.25%
- YTD
- 7.40%
- 6M
- 7.95%
- 1Y
- 16.73%
- 3Y*
- 12.87%
- 5Y*
- 6.75%
- 10Y*
- 8.03%
AOM
- 1D
- 0.04%
- 1M
- 0.49%
- YTD
- 4.75%
- 6M
- 5.32%
- 1Y
- 12.80%
- 3Y*
- 10.66%
- 5Y*
- 4.66%
- 10Y*
- 6.31%
FAGIX vs. AOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 7.40% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
AOM iShares Core Moderate Allocation ETF | 4.75% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.02% | 15.58% | -3.88% | 11.63% |
Correlation
The correlation between FAGIX and AOM is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.70 |
The correlation between FAGIX and AOM has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
FAGIX vs. AOM — Risk / Return Rank
FAGIX
AOM
FAGIX vs. AOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and iShares Core Moderate Allocation ETF (AOM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FAGIX | AOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.35 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 2.52 | +2.33 |
| Martin ratioReturn relative to average drawdown | 19.86 | 10.84 | +9.02 |
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Drawdowns
FAGIX vs. AOM - Drawdown Comparison
The maximum FAGIX drawdown since its inception was -37.97%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for FAGIX and AOM.
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Drawdown Indicators
| FAGIX | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -19.96% | -18.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -5.11% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -6.85% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | -19.96% | +4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -28.45% | -19.96% | -8.49% |
Current DrawdownCurrent decline from peak | -1.04% | -0.70% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -2.70% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 1.19% | -0.34% |
Volatility
FAGIX vs. AOM - Volatility Comparison
Fidelity Capital & Income Fund (FAGIX) and iShares Core Moderate Allocation ETF (AOM) have volatilities of 2.71% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAGIX | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.82% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.30% | 5.63% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.42% | 6.90% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.66% | 8.19% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.84% | 7.96% | -0.12% |
FAGIX vs. AOM - Expense Ratio Comparison
FAGIX has a 0.67% expense ratio, which is higher than AOM's 0.25% expense ratio.
Dividends
FAGIX vs. AOM - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 4.47%, more than AOM's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 2.99% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
FAGIX Fidelity Capital & Income Fund | 4.47% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
Frequently Asked Questions
FAGIX and AOM have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOM has higher volatility (2.82%) compared to FAGIX (2.71%). In terms of maximum drawdown, FAGIX dropped -37.97% vs AOM's -19.96%.
FAGIX currently has the higher Sharpe Ratio (2.63 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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