FAGIX vs. FMSDX
Compare and contrast key facts about Fidelity Capital & Income Fund (FAGIX) and Fidelity Multi-Asset Income Fund (FMSDX).
FAGIX is managed by Fidelity. It was launched on Nov 1, 1977. FMSDX is managed by Fidelity. It was launched on Sep 9, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAGIX or FMSDX.
Performance
FAGIX vs. FMSDX - Performance Comparison
Returns By Period
In the year-to-date period, FAGIX achieves a 11.57% return, which is significantly lower than FMSDX's 14.05% return.
FAGIX
11.57%
0.88%
6.14%
16.23%
5.09%
5.10%
FMSDX
14.05%
2.77%
7.53%
19.45%
9.27%
N/A
Key characteristics
| FAGIX | FMSDX | |
|---|---|---|
| Sharpe Ratio | 3.30 | 2.72 |
| Sortino Ratio | 5.06 | 3.97 |
| Omega Ratio | 1.72 | 1.53 |
| Calmar Ratio | 1.54 | 2.32 |
| Martin Ratio | 23.08 | 18.54 |
| Ulcer Index | 0.69% | 1.03% |
| Daily Std Dev | 4.76% | 6.96% |
| Max Drawdown | -37.80% | -21.64% |
| Current Drawdown | -0.48% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FAGIX vs. FMSDX - Expense Ratio Comparison
FAGIX has a 0.67% expense ratio, which is lower than FMSDX's 0.78% expense ratio.
Correlation
The correlation between FAGIX and FMSDX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FAGIX vs. FMSDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Fidelity Multi-Asset Income Fund (FMSDX). 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. FMSDX - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 5.02%, more than FMSDX's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.02% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
FMSDX Fidelity Multi-Asset Income Fund | 3.60% | 4.24% | 3.88% | 2.98% | 3.26% | 2.76% | 1.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FAGIX vs. FMSDX - Drawdown Comparison
The maximum FAGIX drawdown since its inception was -37.80%, which is greater than FMSDX's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for FAGIX and FMSDX. For additional features, visit the drawdowns tool.
Volatility
FAGIX vs. FMSDX - Volatility Comparison
The current volatility for Fidelity Capital & Income Fund (FAGIX) is 1.25%, while Fidelity Multi-Asset Income Fund (FMSDX) has a volatility of 2.75%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than FMSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.