FAGIX vs. SVAAX
FAGIX (Fidelity Capital & Income Fund) and SVAAX (Federated Hermes Strategic Value Dividend Fund Class A) are both mutual funds - FAGIX is a High Yield Bonds fund actively managed by Fidelity, while SVAAX is a Dividend fund actively managed by Federated. Both are actively managed. Over the past 10 years, FAGIX returned 7.47%/yr vs 8.12%/yr for SVAAX. Their 0.48 correlation means their historical movements had little consistent relationship. FAGIX charges 0.67%/yr vs 1.06%/yr for SVAAX.
Performance
FAGIX vs. SVAAX - Performance Comparison
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Returns By Period
In the year-to-date period, FAGIX achieves a 5.47% return, which is significantly lower than SVAAX's 15.31% return. Over the past 10 years, FAGIX has underperformed SVAAX with an annualized return of 7.47%, while SVAAX has yielded a comparatively higher 8.12% annualized return.
FAGIX
- 1D
- 1.00%
- 1M
- -1.59%
- 6M
- 3.79%
- YTD
- 5.47%
- 1Y
- 11.22%
- 3Y*
- 11.21%
- 5Y*
- 6.17%
- 10Y*
- 7.47%
- ALL TIME*
- 6.07%
SVAAX
- 1D
- -1.50%
- 1M
- 2.45%
- 6M
- 9.65%
- YTD
- 15.31%
- 1Y
- 24.12%
- 3Y*
- 15.87%
- 5Y*
- 11.50%
- 10Y*
- 8.12%
- ALL TIME*
- 7.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FAGIX vs. SVAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.47% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 15.31% | 14.42% | 16.29% | -2.07% | 8.07% | 21.36% | -8.15% | 19.42% | -8.44% | 14.69% |
Correlation
The correlation between FAGIX and SVAAX is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.48 |
The correlation between FAGIX and SVAAX shifts across timeframes, from -0.08 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FAGIX vs. SVAAX — Risk / Return Rank
FAGIX
SVAAX
FAGIX vs. SVAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Federated Hermes Strategic Value Dividend Fund Class A (SVAAX). 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 | SVAAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 5.91 | -3.20 |
| Martin ratioReturn relative to average drawdown | 10.26 | 15.70 | -5.44 |
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Drawdowns
FAGIX vs. SVAAX - Drawdown Comparison
The maximum FAGIX drawdown since its inception was -37.97%, smaller than the maximum SVAAX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for FAGIX and SVAAX.
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Drawdown Indicators
| FAGIX | SVAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -51.16% | +13.19% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -4.71% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -12.84% | +5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | -16.17% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -28.45% | -36.47% | +8.02% |
Current DrawdownCurrent decline from peak | -3.07% | -1.50% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -8.15% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.69% | -0.63% |
Volatility
FAGIX vs. SVAAX - Volatility Comparison
The current volatility for Fidelity Capital & Income Fund (FAGIX) is 2.24%, while Federated Hermes Strategic Value Dividend Fund Class A (SVAAX) has a volatility of 4.57%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than SVAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAGIX | SVAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 4.57% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 5.94% | 8.70% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.04% | 11.31% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.79% | 13.80% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.84% | 15.44% | -7.60% |
FAGIX vs. SVAAX - Expense Ratio Comparison
FAGIX has a 0.67% expense ratio, which is lower than SVAAX's 1.06% expense ratio.
Dividends
FAGIX vs. SVAAX - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 5.05%, less than SVAAX's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.05% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
SVAAX Federated Hermes Strategic Value Dividend Fund Class A | 5.62% | 5.80% | 7.38% | 4.10% | 9.49% | 3.50% | 4.06% | 8.55% | 8.39% | 10.16% | 5.00% | 8.45% |
Frequently Asked Questions
FAGIX and SVAAX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVAAX has higher volatility (4.57%) compared to FAGIX (2.24%). In terms of maximum drawdown, FAGIX dropped -37.97% vs SVAAX's -51.16%.
SVAAX currently has the higher Sharpe Ratio (2.47 vs 1.55), 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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