FAGIX vs. VYM
Compare and contrast key facts about Fidelity Capital & Income Fund (FAGIX) and Vanguard High Dividend Yield ETF (VYM).
FAGIX is managed by Fidelity. It was launched on Nov 1, 1977. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAGIX or VYM.
Performance
FAGIX vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, FAGIX achieves a 12.00% return, which is significantly lower than VYM's 21.19% return. Over the past 10 years, FAGIX has underperformed VYM with an annualized return of 5.12%, while VYM has yielded a comparatively higher 10.00% annualized return.
FAGIX
12.00%
1.47%
6.77%
16.43%
5.16%
5.12%
VYM
21.19%
1.79%
13.08%
29.30%
11.22%
10.00%
Key characteristics
| FAGIX | VYM | |
|---|---|---|
| Sharpe Ratio | 3.36 | 2.81 |
| Sortino Ratio | 5.16 | 3.99 |
| Omega Ratio | 1.74 | 1.51 |
| Calmar Ratio | 1.63 | 5.74 |
| Martin Ratio | 23.55 | 18.14 |
| Ulcer Index | 0.69% | 1.64% |
| Daily Std Dev | 4.77% | 10.61% |
| Max Drawdown | -37.80% | -56.98% |
| Current Drawdown | -0.10% | -0.23% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
FAGIX vs. VYM - Dividend Comparison
FAGIX's dividend yield for the trailing twelve months is around 5.00%, more than VYM's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.00% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
VYM Vanguard High Dividend Yield ETF | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
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.
Volatility
FAGIX vs. VYM - Volatility Comparison
The current volatility for Fidelity Capital & Income Fund (FAGIX) is 1.24%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.90%. 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.