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

Correlation

The correlation between FEQIX and FAGIX is 0.51, 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: 0.5

Performance

FEQIX vs. FAGIX - Performance Comparison

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

2,200.00%2,400.00%2,600.00%2,800.00%NovemberDecember2025FebruaryMarchApril
2,666.66%
2,182.33%
FEQIX
FAGIX

Key characteristics

Sharpe Ratio

FEQIX:

0.60

FAGIX:

0.89

Sortino Ratio

FEQIX:

0.92

FAGIX:

1.24

Omega Ratio

FEQIX:

1.13

FAGIX:

1.18

Calmar Ratio

FEQIX:

0.67

FAGIX:

0.85

Martin Ratio

FEQIX:

2.81

FAGIX:

3.37

Ulcer Index

FEQIX:

3.16%

FAGIX:

1.83%

Daily Std Dev

FEQIX:

14.82%

FAGIX:

6.91%

Max Drawdown

FEQIX:

-62.07%

FAGIX:

-37.80%

Current Drawdown

FEQIX:

-6.00%

FAGIX:

-4.44%

Returns By Period

In the year-to-date period, FEQIX achieves a 0.03% return, which is significantly higher than FAGIX's -2.08% return. Over the past 10 years, FEQIX has outperformed FAGIX with an annualized return of 8.44%, while FAGIX has yielded a comparatively lower 4.37% annualized return.


FEQIX

YTD

0.03%

1M

-3.51%

6M

-3.04%

1Y

7.84%

5Y*

14.08%

10Y*

8.44%

FAGIX

YTD

-2.08%

1M

-2.18%

6M

-1.13%

1Y

5.86%

5Y*

7.13%

10Y*

4.37%

*Annualized

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FEQIX vs. FAGIX - Expense Ratio Comparison

FEQIX has a 0.57% expense ratio, which is lower than FAGIX's 0.67% 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 FEQIX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEQIX: 0.57%

Risk-Adjusted Performance

FEQIX vs. FAGIX — Risk-Adjusted Performance Rank

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

FEQIX
The Risk-Adjusted Performance Rank of FEQIX is 6767
Overall Rank
The Sharpe Ratio Rank of FEQIX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FEQIX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FEQIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FEQIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FEQIX is 7171
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 7676
Overall Rank
The Sharpe Ratio Rank of FAGIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 7777
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.

FEQIX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity-Income Fund (FEQIX) and Fidelity Capital & Income Fund (FAGIX). 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 FEQIX, currently valued at 0.53, compared to the broader market-1.000.001.002.003.00
FEQIX: 0.53
FAGIX: 0.89
The chart of Sortino ratio for FEQIX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
FEQIX: 0.83
FAGIX: 1.24
The chart of Omega ratio for FEQIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FEQIX: 1.12
FAGIX: 1.18
The chart of Calmar ratio for FEQIX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.00
FEQIX: 0.59
FAGIX: 0.85
The chart of Martin ratio for FEQIX, currently valued at 2.47, compared to the broader market0.0010.0020.0030.0040.0050.00
FEQIX: 2.47
FAGIX: 3.37

The current FEQIX Sharpe Ratio is 0.60, which is lower than the FAGIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FEQIX and FAGIX, 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
0.53
0.89
FEQIX
FAGIX

Dividends

FEQIX vs. FAGIX - Dividend Comparison

FEQIX's dividend yield for the trailing twelve months is around 5.21%, more than FAGIX's 5.09% yield.


TTM20242023202220212020201920182017201620152014
FEQIX
Fidelity Equity-Income Fund
5.21%5.51%4.26%4.56%9.90%3.38%7.16%9.76%6.80%4.28%7.35%8.14%
FAGIX
Fidelity Capital & Income Fund
5.09%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%

Drawdowns

FEQIX vs. FAGIX - Drawdown Comparison

The maximum FEQIX drawdown since its inception was -62.07%, which is greater than FAGIX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FEQIX and FAGIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.00%
-4.44%
FEQIX
FAGIX

Volatility

FEQIX vs. FAGIX - Volatility Comparison

Fidelity Equity-Income Fund (FEQIX) has a higher volatility of 11.03% compared to Fidelity Capital & Income Fund (FAGIX) at 4.38%. This indicates that FEQIX's price experiences larger fluctuations and is considered to be riskier than FAGIX 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%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.03%
4.38%
FEQIX
FAGIX