FAGIX vs. BRK-B
FAGIX (Fidelity Capital & Income Fund) is High Yield Bonds fund actively managed by Fidelity, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, FAGIX returned 7.88%/yr vs 13.14%/yr for BRK-B. At a 0.35 correlation, their price movements are largely independent.
Performance
FAGIX vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, FAGIX achieves a 6.93% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, FAGIX has underperformed BRK-B with an annualized return of 7.88%, while BRK-B has yielded a comparatively higher 13.14% annualized return.
FAGIX
- 1D
- -1.47%
- 1M
- 0.16%
- YTD
- 6.93%
- 6M
- 7.48%
- 1Y
- 16.45%
- 3Y*
- 12.79%
- 5Y*
- 6.79%
- 10Y*
- 7.88%
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
FAGIX vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 6.93% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between FAGIX and BRK-B is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 10, 1996 | 0.35 |
The correlation between FAGIX and BRK-B shifts across timeframes, from -0.00 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FAGIX vs. BRK-B — Risk / Return Rank
FAGIX
BRK-B
FAGIX vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Berkshire Hathaway Inc. (BRK-B). 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.
| FAGIX | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.77 | ||
| Sortino ratioReturn per unit of downside risk | +3.83 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.00 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | -0.14 | +4.94 |
| Martin ratioReturn relative to average drawdown | 20.14 | -0.30 | +20.44 |
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
| FAGIX | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | -0.09 | +2.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.65 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.68 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.48 | +0.39 |
Drawdowns
FAGIX vs. BRK-B - Drawdown Comparison
The maximum FAGIX drawdown since its inception was -37.97%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FAGIX and BRK-B.
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Drawdown Indicators
| FAGIX | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -53.86% | +15.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -9.42% | +5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -14.95% | +7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | -26.58% | +11.16% |
Max Drawdown (10Y)Largest decline over 10 years | -28.45% | -29.57% | +1.12% |
Current DrawdownCurrent decline from peak | -1.47% | -9.78% | +8.31% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -11.07% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 4.49% | -3.66% |
Volatility
FAGIX vs. BRK-B - Volatility Comparison
The current volatility for Fidelity Capital & Income Fund (FAGIX) is 2.35%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAGIX | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.98% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 10.87% | -5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.25% | 14.38% | -8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 17.13% | -10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.83% | 19.44% | -11.61% |
Dividends
FAGIX vs. BRK-B - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 4.49%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAGIX Fidelity Capital & Income Fund | 4.49% | 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 BRK-B have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.98%) compared to FAGIX (2.35%). In terms of maximum drawdown, FAGIX dropped -37.97% vs BRK-B's -53.86%.
FAGIX currently has the higher Sharpe Ratio (2.68 vs -0.09), 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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