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

Correlation

The correlation between FIQTX and FAGIX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

FIQTX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
33.52%
28.97%
FIQTX
FAGIX

Key characteristics

Sharpe Ratio

FIQTX:

0.30

FAGIX:

0.24

Sortino Ratio

FIQTX:

0.42

FAGIX:

0.34

Omega Ratio

FIQTX:

1.06

FAGIX:

1.05

Calmar Ratio

FIQTX:

0.28

FAGIX:

0.21

Martin Ratio

FIQTX:

1.41

FAGIX:

1.08

Ulcer Index

FIQTX:

1.30%

FAGIX:

1.39%

Daily Std Dev

FIQTX:

6.16%

FAGIX:

6.33%

Max Drawdown

FIQTX:

-28.49%

FAGIX:

-37.80%

Current Drawdown

FIQTX:

-6.51%

FAGIX:

-7.15%

Returns By Period

In the year-to-date period, FIQTX achieves a -4.30% return, which is significantly higher than FAGIX's -4.86% return.


FIQTX

YTD

-4.30%

1M

-4.71%

6M

-3.46%

1Y

2.11%

5Y*

9.18%

10Y*

N/A

FAGIX

YTD

-4.86%

1M

-5.24%

6M

-3.93%

1Y

1.81%

5Y*

8.24%

10Y*

4.12%

*Annualized

Compare stocks, funds, or ETFs

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


FIQTX vs. FAGIX - Expense Ratio Comparison

FIQTX has a 0.64% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


FAGIX
Fidelity Capital & Income Fund
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 FIQTX: current value is 0.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIQTX: 0.64%

Risk-Adjusted Performance

FIQTX vs. FAGIX — Risk-Adjusted Performance Rank

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

FIQTX
The Risk-Adjusted Performance Rank of FIQTX is 6464
Overall Rank
The Sharpe Ratio Rank of FIQTX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIQTX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FIQTX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FIQTX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FIQTX is 6666
Martin Ratio Rank

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
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.

FIQTX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) 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 FIQTX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.00
FIQTX: 0.30
FAGIX: 0.24
The chart of Sortino ratio for FIQTX, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.0010.00
FIQTX: 0.42
FAGIX: 0.34
The chart of Omega ratio for FIQTX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.50
FIQTX: 1.06
FAGIX: 1.05
The chart of Calmar ratio for FIQTX, currently valued at 0.28, compared to the broader market0.005.0010.0015.00
FIQTX: 0.28
FAGIX: 0.21
The chart of Martin ratio for FIQTX, currently valued at 1.41, compared to the broader market0.0020.0040.0060.00
FIQTX: 1.41
FAGIX: 1.08

The current FIQTX Sharpe Ratio is 0.30, which is comparable to the FAGIX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FIQTX 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
0.30
0.24
FIQTX
FAGIX

Dividends

FIQTX vs. FAGIX - Dividend Comparison

FIQTX's dividend yield for the trailing twelve months is around 5.27%, more than FAGIX's 4.80% yield.


TTM20242023202220212020201920182017201620152014
FIQTX
Fidelity Advisor High Income Advantage Fund Class Z
5.27%5.05%5.22%4.84%3.32%3.81%4.53%2.55%0.00%0.00%0.00%0.00%
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%

Drawdowns

FIQTX vs. FAGIX - Drawdown Comparison

The maximum FIQTX drawdown since its inception was -28.49%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FIQTX and FAGIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.51%
-7.15%
FIQTX
FAGIX

Volatility

FIQTX vs. FAGIX - Volatility Comparison

Fidelity Advisor High Income Advantage Fund Class Z (FIQTX) and Fidelity Capital & Income Fund (FAGIX) have volatilities of 3.38% and 3.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
3.38%
3.42%
FIQTX
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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