FAGIX vs. COST
FAGIX (Fidelity Capital & Income Fund) is High Yield Bonds fund actively managed by Fidelity, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, FAGIX returned 7.63%/yr vs 20.81%/yr for COST. At a 0.26 correlation, their price movements are largely independent.
Performance
FAGIX vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, FAGIX achieves a 6.32% return, which is significantly lower than COST's 8.82% return. Over the past 10 years, FAGIX has underperformed COST with an annualized return of 7.63%, while COST has yielded a comparatively higher 20.81% annualized return.
FAGIX
- 1D
- -0.35%
- 1M
- -2.03%
- 6M
- 4.59%
- YTD
- 6.32%
- 1Y
- 12.52%
- 3Y*
- 11.70%
- 5Y*
- 6.49%
- 10Y*
- 7.63%
- ALL TIME*
- 6.09%
COST
- 1D
- -0.54%
- 1M
- -1.64%
- 6M
- -2.61%
- YTD
- 8.82%
- 1Y
- -1.04%
- 3Y*
- 20.42%
- 5Y*
- 18.94%
- 10Y*
- 20.81%
- ALL TIME*
- 16.93%
FAGIX vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 6.32% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
COST Costco Wholesale Corporation | 8.82% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between FAGIX and COST is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.26 |
The correlation between FAGIX and COST shifts across timeframes, from -0.17 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FAGIX vs. COST — Risk / Return Rank
FAGIX
COST
FAGIX vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.01 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | -0.06 | +3.70 |
| Martin ratioReturn relative to average drawdown | 13.50 | -0.14 | +13.64 |
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Drawdowns
FAGIX vs. COST - Drawdown Comparison
The maximum FAGIX drawdown since its inception was -37.97%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FAGIX and COST.
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Drawdown Indicators
| FAGIX | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -53.39% | +15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -16.57% | +13.08% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -20.74% | +13.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | -31.40% | +15.98% |
Max Drawdown (10Y)Largest decline over 10 years | -28.45% | -31.40% | +2.95% |
Current DrawdownCurrent decline from peak | -2.28% | -14.49% | +12.21% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -13.36% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 7.38% | -6.44% |
Volatility
FAGIX vs. COST - Volatility Comparison
The current volatility for Fidelity Capital & Income Fund (FAGIX) is 2.60%, while Costco Wholesale Corporation (COST) has a volatility of 7.25%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAGIX | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 7.25% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 14.98% | -9.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.87% | 19.74% | -12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.76% | 22.90% | -16.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 22.02% | -14.20% |
Dividends
FAGIX vs. COST - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 5.35%, more than COST's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.57% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
FAGIX Fidelity Capital & Income Fund | 5.35% | 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 COST have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.25%) compared to FAGIX (2.60%). In terms of maximum drawdown, FAGIX dropped -37.97% vs COST's -53.39%.
FAGIX currently has the higher Sharpe Ratio (1.85 vs -0.05), 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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