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FAGIX vs. NMHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAGIX vs. NMHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Capital & Income Fund (FAGIX) and Northern Multi-Manager High Yield Opportunity Fund (NMHYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAGIX achieves a 1.09% return, which is significantly higher than NMHYX's 0.07% return. Over the past 10 years, FAGIX has outperformed NMHYX with an annualized return of 7.63%, while NMHYX has yielded a comparatively lower 5.74% annualized return.


FAGIX

1D
0.09%
1M
-0.73%
YTD
1.09%
6M
2.60%
1Y
18.93%
3Y*
10.98%
5Y*
6.11%
10Y*
7.63%

NMHYX

1D
0.12%
1M
-0.41%
YTD
0.07%
6M
0.94%
1Y
8.74%
3Y*
7.97%
5Y*
4.05%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAGIX vs. NMHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGIX
Fidelity Capital & Income Fund
1.09%12.38%10.69%13.02%-11.50%11.13%9.95%18.96%-7.17%11.66%
NMHYX
Northern Multi-Manager High Yield Opportunity Fund
0.07%7.57%7.14%12.88%-10.61%6.83%6.16%10.38%-2.09%7.88%

Correlation

The correlation between FAGIX and NMHYX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FAGIX vs. NMHYX - Expense Ratio Comparison

FAGIX has a 0.67% expense ratio, which is lower than NMHYX's 0.87% expense ratio.


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Return for Risk

FAGIX vs. NMHYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FAGIX
FAGIX Risk / Return Rank: 9292
Overall Rank
FAGIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 8989
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 9595
Martin Ratio Rank

NMHYX
NMHYX Risk / Return Rank: 8282
Overall Rank
NMHYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NMHYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
NMHYX Omega Ratio Rank: 8989
Omega Ratio Rank
NMHYX Calmar Ratio Rank: 7070
Calmar Ratio Rank
NMHYX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAGIX vs. NMHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Northern Multi-Manager High Yield Opportunity Fund (NMHYX). 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.


FAGIXNMHYXDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.77

+0.27

Sortino ratio

Return per unit of downside risk

2.83

2.52

+0.31

Omega ratio

Gain probability vs. loss probability

1.42

1.42

0.00

Calmar ratio

Return relative to maximum drawdown

3.34

1.99

+1.35

Martin ratio

Return relative to average drawdown

13.84

9.31

+4.52

FAGIX vs. NMHYX - Sharpe Ratio Comparison

The current FAGIX Sharpe Ratio is 2.04, which is comparable to the NMHYX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FAGIX and NMHYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FAGIXNMHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.77

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.92

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

1.19

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.29

-0.43

Drawdowns

FAGIX vs. NMHYX - Drawdown Comparison

The maximum FAGIX drawdown since its inception was -37.97%, which is greater than NMHYX's maximum drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for FAGIX and NMHYX.


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Drawdown Indicators


FAGIXNMHYXDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-21.19%

-16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.49%

-2.03%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-14.06%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-28.45%

-21.19%

-7.26%

Current Drawdown

Current decline from peak

-1.59%

-0.83%

-0.76%

Average Drawdown

Average peak-to-trough decline

-7.01%

-2.16%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.69%

+0.38%

Volatility

FAGIX vs. NMHYX - Volatility Comparison

Fidelity Capital & Income Fund (FAGIX) has a higher volatility of 2.86% compared to Northern Multi-Manager High Yield Opportunity Fund (NMHYX) at 1.36%. This indicates that FAGIX's price experiences larger fluctuations and is considered to be riskier than NMHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGIXNMHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

1.36%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

1.97%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

3.69%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

4.43%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.79%

4.84%

+2.95%

Dividends

FAGIX vs. NMHYX - Dividend Comparison

FAGIX's dividend yield for the trailing twelve months is around 4.34%, less than NMHYX's 7.52% yield.


TTM20252024202320222021202020192018201720162015
FAGIX
Fidelity Capital & Income Fund
4.34%4.74%5.02%5.28%10.25%6.08%4.59%5.00%5.67%5.05%4.57%4.51%
NMHYX
Northern Multi-Manager High Yield Opportunity Fund
7.52%7.33%7.42%7.29%5.32%5.22%6.68%6.78%5.53%7.18%5.55%6.24%