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

Correlation

The correlation between FIPDX and FAGIX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FIPDX vs. FAGIX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
-0.77%
4.44%
FIPDX
FAGIX

Key characteristics

Sharpe Ratio

FIPDX:

0.09

FAGIX:

2.22

Sortino Ratio

FIPDX:

0.15

FAGIX:

3.21

Omega Ratio

FIPDX:

1.02

FAGIX:

1.45

Calmar Ratio

FIPDX:

0.04

FAGIX:

1.45

Martin Ratio

FIPDX:

0.35

FAGIX:

15.33

Ulcer Index

FIPDX:

1.30%

FAGIX:

0.71%

Daily Std Dev

FIPDX:

4.90%

FAGIX:

4.88%

Max Drawdown

FIPDX:

-14.29%

FAGIX:

-37.80%

Current Drawdown

FIPDX:

-8.78%

FAGIX:

-2.30%

Returns By Period

In the year-to-date period, FIPDX achieves a 0.52% return, which is significantly lower than FAGIX's 10.79% return. Over the past 10 years, FIPDX has underperformed FAGIX with an annualized return of 1.24%, while FAGIX has yielded a comparatively higher 5.12% annualized return.


FIPDX

YTD

0.52%

1M

-2.09%

6M

-0.78%

1Y

0.46%

5Y*

0.99%

10Y*

1.24%

FAGIX

YTD

10.79%

1M

-0.32%

6M

4.23%

1Y

11.23%

5Y*

4.40%

10Y*

5.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIPDX vs. FAGIX - Expense Ratio Comparison

FIPDX has a 0.05% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


FAGIX
Fidelity Capital & Income Fund
Expense ratio chart for FAGIX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for FIPDX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

FIPDX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Inflation-Protected Bond Index Fund (FIPDX) 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.


Sharpe ratio
The chart of Sharpe ratio for FIPDX, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.000.082.22
The chart of Sortino ratio for FIPDX, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.000.143.21
The chart of Omega ratio for FIPDX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.45
The chart of Calmar ratio for FIPDX, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.041.45
The chart of Martin ratio for FIPDX, currently valued at 0.31, compared to the broader market0.0020.0040.0060.000.3115.33
FIPDX
FAGIX

The current FIPDX Sharpe Ratio is 0.09, which is lower than the FAGIX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FIPDX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.08
2.22
FIPDX
FAGIX

Dividends

FIPDX vs. FAGIX - Dividend Comparison

FIPDX's dividend yield for the trailing twelve months is around 5.58%, more than FAGIX's 5.05% yield.


TTM20232022202120202019201820172016201520142013
FIPDX
Fidelity Inflation-Protected Bond Index Fund
5.58%3.59%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%0.66%
FAGIX
Fidelity Capital & Income Fund
5.05%5.29%4.85%3.41%3.78%4.25%5.27%4.01%4.12%5.00%8.04%5.47%

Drawdowns

FIPDX vs. FAGIX - Drawdown Comparison

The maximum FIPDX drawdown since its inception was -14.29%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FIPDX and FAGIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.78%
-2.30%
FIPDX
FAGIX

Volatility

FIPDX vs. FAGIX - Volatility Comparison

Fidelity Inflation-Protected Bond Index Fund (FIPDX) has a higher volatility of 2.45% compared to Fidelity Capital & Income Fund (FAGIX) at 1.74%. This indicates that FIPDX'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.


1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
2.45%
1.74%
FIPDX
FAGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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