FAGIX vs. BND
Compare and contrast key facts about Fidelity Capital & Income Fund (FAGIX) and Vanguard Total Bond Market ETF (BND).
FAGIX is managed by Fidelity. It was launched on Nov 1, 1977. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAGIX or BND.
Performance
FAGIX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, FAGIX achieves a 12.00% return, which is significantly higher than BND's 1.66% return. Over the past 10 years, FAGIX has outperformed BND with an annualized return of 5.12%, while BND has yielded a comparatively lower 1.39% annualized return.
FAGIX
12.00%
1.47%
6.77%
16.43%
5.16%
5.12%
BND
1.66%
-0.79%
3.22%
6.06%
-0.33%
1.39%
Key characteristics
| FAGIX | BND | |
|---|---|---|
| Sharpe Ratio | 3.36 | 1.09 |
| Sortino Ratio | 5.16 | 1.59 |
| Omega Ratio | 1.74 | 1.19 |
| Calmar Ratio | 1.63 | 0.42 |
| Martin Ratio | 23.55 | 3.51 |
| Ulcer Index | 0.69% | 1.75% |
| Daily Std Dev | 4.77% | 5.65% |
| Max Drawdown | -37.80% | -18.84% |
| Current Drawdown | -0.10% | -9.11% |
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FAGIX vs. BND - Expense Ratio Comparison
FAGIX has a 0.67% expense ratio, which is higher than BND's 0.03% expense ratio.
Correlation
The correlation between FAGIX and BND is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
FAGIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
FAGIX vs. BND - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 5.00%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.00% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
FAGIX vs. BND - Drawdown Comparison
The maximum FAGIX drawdown since its inception was -37.80%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for FAGIX and BND. For additional features, visit the drawdowns tool.
Volatility
FAGIX vs. BND - Volatility Comparison
The current volatility for Fidelity Capital & Income Fund (FAGIX) is 1.24%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.