FHYSX vs. FAGIX
Compare and contrast key facts about Federated Hermes High-Yield Strategy Portfolio (FHYSX) and Fidelity Capital & Income Fund (FAGIX).
FHYSX is managed by Federated. It was launched on Dec 24, 2008. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Performance
FHYSX vs. FAGIX - Performance Comparison
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FHYSX vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FHYSX Federated Hermes High-Yield Strategy Portfolio | -1.76% | 9.14% | 6.42% | 12.77% | -13.16% | 4.49% | 6.08% | 15.14% | -2.16% | 8.34% |
FAGIX Fidelity Capital & Income Fund | -0.85% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
Returns By Period
In the year-to-date period, FHYSX achieves a -1.76% return, which is significantly lower than FAGIX's -0.85% return. Over the past 10 years, FHYSX has underperformed FAGIX with an annualized return of 5.39%, while FAGIX has yielded a comparatively higher 7.42% annualized return.
FHYSX
- 1D
- 0.17%
- 1M
- -2.27%
- YTD
- -1.76%
- 6M
- 0.01%
- 1Y
- 5.88%
- 3Y*
- 7.48%
- 5Y*
- 3.11%
- 10Y*
- 5.39%
FAGIX
- 1D
- -0.56%
- 1M
- -3.17%
- YTD
- -0.85%
- 6M
- 0.91%
- 1Y
- 12.88%
- 3Y*
- 10.34%
- 5Y*
- 5.79%
- 10Y*
- 7.42%
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FHYSX vs. FAGIX - Expense Ratio Comparison
FHYSX has a 0.02% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Return for Risk
FHYSX vs. FAGIX — Risk / Return Rank
FHYSX
FAGIX
FHYSX vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes High-Yield Strategy Portfolio (FHYSX) 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.
| FHYSX | FAGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.91 | -0.24 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.63 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.79 | -0.43 |
Martin ratioReturn relative to average drawdown | 9.71 | 11.77 | -2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FHYSX | FAGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.91 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.90 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.96 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.85 | 0.00 |
Correlation
The correlation between FHYSX and FAGIX is 0.68, 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.
Dividends
FHYSX vs. FAGIX - Dividend Comparison
FHYSX's dividend yield for the trailing twelve months is around 5.82%, more than FAGIX's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FHYSX Federated Hermes High-Yield Strategy Portfolio | 5.82% | 6.28% | 5.84% | 5.30% | 5.27% | 4.54% | 5.74% | 6.18% | 6.61% | 6.98% | 6.45% | 8.45% |
FAGIX Fidelity Capital & Income Fund | 4.43% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
Drawdowns
FHYSX vs. FAGIX - Drawdown Comparison
The maximum FHYSX drawdown since its inception was -21.45%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for FHYSX and FAGIX.
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Drawdown Indicators
| FHYSX | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.45% | -37.97% | +16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -4.41% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -16.93% | -15.42% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -21.45% | -28.45% | +7.00% |
Current DrawdownCurrent decline from peak | -2.27% | -3.49% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -2.61% | -7.01% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 1.05% | -0.44% |
Volatility
FHYSX vs. FAGIX - Volatility Comparison
The current volatility for Federated Hermes High-Yield Strategy Portfolio (FHYSX) is 1.24%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.47%. This indicates that FHYSX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FHYSX | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 2.47% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 4.53% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 6.95% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.20% | 6.47% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.76% | 7.78% | -2.02% |