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

Correlation

The correlation between FAGIX and VYM is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FAGIX vs. VYM - Performance Comparison

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

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
206.50%
309.86%
FAGIX
VYM

Key characteristics

Sharpe Ratio

FAGIX:

0.24

VYM:

0.04

Sortino Ratio

FAGIX:

0.34

VYM:

0.14

Omega Ratio

FAGIX:

1.05

VYM:

1.02

Calmar Ratio

FAGIX:

0.21

VYM:

0.04

Martin Ratio

FAGIX:

1.08

VYM:

0.23

Ulcer Index

FAGIX:

1.39%

VYM:

2.49%

Daily Std Dev

FAGIX:

6.33%

VYM:

13.63%

Max Drawdown

FAGIX:

-37.80%

VYM:

-56.98%

Current Drawdown

FAGIX:

-7.15%

VYM:

-12.78%

Returns By Period

In the year-to-date period, FAGIX achieves a -4.86% return, which is significantly higher than VYM's -7.67% return. Over the past 10 years, FAGIX has underperformed VYM with an annualized return of 4.12%, while VYM has yielded a comparatively higher 8.89% annualized return.


FAGIX

YTD

-4.86%

1M

-5.24%

6M

-3.93%

1Y

1.81%

5Y*

8.24%

10Y*

4.12%

VYM

YTD

-7.67%

1M

-9.92%

6M

-7.75%

1Y

1.56%

5Y*

14.70%

10Y*

8.89%

*Annualized

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FAGIX vs. VYM - Expense Ratio Comparison

FAGIX has a 0.67% expense ratio, which is higher than VYM's 0.06% expense ratio.


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 VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%

Risk-Adjusted Performance

FAGIX vs. VYM — 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 4848
Overall Rank
The Sharpe Ratio Rank of FAGIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 5252
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 2929
Overall Rank
The Sharpe Ratio Rank of VYM is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 3030
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. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital & Income Fund (FAGIX) and Vanguard High Dividend Yield ETF (VYM). 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 0.24, compared to the broader market-1.000.001.002.003.00
FAGIX: 0.24
VYM: 0.07
The chart of Sortino ratio for FAGIX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.00
FAGIX: 0.34
VYM: 0.18
The chart of Omega ratio for FAGIX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.50
FAGIX: 1.05
VYM: 1.03
The chart of Calmar ratio for FAGIX, currently valued at 0.21, compared to the broader market0.005.0010.0015.00
FAGIX: 0.21
VYM: 0.08
The chart of Martin ratio for FAGIX, currently valued at 1.08, compared to the broader market0.0020.0040.0060.00
FAGIX: 1.08
VYM: 0.40

The current FAGIX Sharpe Ratio is 0.24, which is higher than the VYM Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FAGIX and VYM, 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
0.24
0.07
FAGIX
VYM

Dividends

FAGIX vs. VYM - Dividend Comparison

FAGIX's dividend yield for the trailing twelve months is around 4.80%, more than VYM's 3.15% yield.


TTM20242023202220212020201920182017201620152014
FAGIX
Fidelity Capital & Income Fund
4.80%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%
VYM
Vanguard High Dividend Yield ETF
3.15%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

FAGIX vs. VYM - Drawdown Comparison

The maximum FAGIX drawdown since its inception was -37.80%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FAGIX and VYM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.15%
-12.78%
FAGIX
VYM

Volatility

FAGIX vs. VYM - Volatility Comparison

The current volatility for Fidelity Capital & Income Fund (FAGIX) is 3.42%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 8.10%. This indicates that FAGIX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
3.42%
8.10%
FAGIX
VYM