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

Correlation

The correlation between FAGIX and FFRHX is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FAGIX vs. FFRHX - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
555.07%
166.31%
FAGIX
FFRHX

Key characteristics

Sharpe Ratio

FAGIX:

0.89

FFRHX:

1.66

Sortino Ratio

FAGIX:

1.24

FFRHX:

2.72

Omega Ratio

FAGIX:

1.18

FFRHX:

1.65

Calmar Ratio

FAGIX:

0.85

FFRHX:

1.62

Martin Ratio

FAGIX:

3.37

FFRHX:

8.27

Ulcer Index

FAGIX:

1.83%

FFRHX:

0.65%

Daily Std Dev

FAGIX:

6.91%

FFRHX:

3.20%

Max Drawdown

FAGIX:

-37.80%

FFRHX:

-22.19%

Current Drawdown

FAGIX:

-4.44%

FFRHX:

-1.66%

Returns By Period

In the year-to-date period, FAGIX achieves a -2.08% return, which is significantly lower than FFRHX's -0.94% return. Both investments have delivered pretty close results over the past 10 years, with FAGIX having a 4.37% annualized return and FFRHX not far ahead at 4.48%.


FAGIX

YTD

-2.08%

1M

-2.18%

6M

-1.13%

1Y

5.86%

5Y*

7.13%

10Y*

4.37%

FFRHX

YTD

-0.94%

1M

-0.91%

6M

1.15%

1Y

5.34%

5Y*

7.59%

10Y*

4.48%

*Annualized

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FAGIX vs. FFRHX - Expense Ratio Comparison

Both FAGIX and FFRHX have an expense ratio of 0.67%.


Expense ratio chart for FAGIX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAGIX: 0.67%
Expense ratio chart for FFRHX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFRHX: 0.67%

Risk-Adjusted Performance

FAGIX vs. FFRHX — 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 7676
Overall Rank
The Sharpe Ratio Rank of FAGIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 7777
Martin Ratio Rank

FFRHX
The Risk-Adjusted Performance Rank of FFRHX is 9292
Overall Rank
The Sharpe Ratio Rank of FFRHX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FFRHX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FFRHX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FFRHX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FFRHX is 9292
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. FFRHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Fidelity Floating Rate High Income Fund (FFRHX). 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.


The chart of Sharpe ratio for FAGIX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.00
FAGIX: 0.89
FFRHX: 1.66
The chart of Sortino ratio for FAGIX, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.00
FAGIX: 1.24
FFRHX: 2.72
The chart of Omega ratio for FAGIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
FAGIX: 1.18
FFRHX: 1.65
The chart of Calmar ratio for FAGIX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.00
FAGIX: 0.85
FFRHX: 1.62
The chart of Martin ratio for FAGIX, currently valued at 3.37, compared to the broader market0.0010.0020.0030.0040.0050.00
FAGIX: 3.37
FFRHX: 8.27

The current FAGIX Sharpe Ratio is 0.89, which is lower than the FFRHX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FAGIX and FFRHX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
1.66
FAGIX
FFRHX

Dividends

FAGIX vs. FFRHX - Dividend Comparison

FAGIX's dividend yield for the trailing twelve months is around 5.09%, less than FFRHX's 8.22% yield.


TTM20242023202220212020201920182017201620152014
FAGIX
Fidelity Capital & Income Fund
5.09%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%
FFRHX
Fidelity Floating Rate High Income Fund
8.22%8.33%8.25%5.06%3.27%3.85%5.17%4.75%4.01%3.94%4.25%4.00%

Drawdowns

FAGIX vs. FFRHX - Drawdown Comparison

The maximum FAGIX drawdown since its inception was -37.80%, which is greater than FFRHX's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for FAGIX and FFRHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.44%
-1.66%
FAGIX
FFRHX

Volatility

FAGIX vs. FFRHX - Volatility Comparison

Fidelity Capital & Income Fund (FAGIX) has a higher volatility of 4.38% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 2.10%. This indicates that FAGIX's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.38%
2.10%
FAGIX
FFRHX