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FMSDX vs. FAGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMSDX vs. FAGIX - Performance Comparison

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

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FMSDX vs. FAGIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FMSDX
Fidelity Multi-Asset Income Fund
0.32%14.10%9.95%11.75%-13.67%17.27%14.56%23.14%-0.91%
FAGIX
Fidelity Capital & Income Fund
-0.85%12.38%10.69%13.02%-11.50%11.13%9.95%18.96%-7.82%

Returns By Period

In the year-to-date period, FMSDX achieves a 0.32% return, which is significantly higher than FAGIX's -0.85% return.


FMSDX

1D
-0.39%
1M
-6.19%
YTD
0.32%
6M
0.22%
1Y
16.81%
3Y*
9.80%
5Y*
5.96%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMSDX vs. FAGIX - Expense Ratio Comparison

FMSDX has a 0.78% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Return for Risk

FMSDX vs. FAGIX — Risk / Return Rank

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

FMSDX
FMSDX Risk / Return Rank: 8080
Overall Rank
FMSDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FMSDX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FMSDX Omega Ratio Rank: 7575
Omega Ratio Rank
FMSDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FMSDX Martin Ratio Rank: 8080
Martin Ratio Rank

FAGIX
FAGIX Risk / Return Rank: 9191
Overall Rank
FAGIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 8989
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMSDX vs. FAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Multi-Asset Income Fund (FMSDX) 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.


FMSDXFAGIXDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.91

-0.46

Sortino ratio

Return per unit of downside risk

1.99

2.63

-0.64

Omega ratio

Gain probability vs. loss probability

1.28

1.39

-0.11

Calmar ratio

Return relative to maximum drawdown

2.06

2.79

-0.74

Martin ratio

Return relative to average drawdown

7.80

11.77

-3.96

FMSDX vs. FAGIX - Sharpe Ratio Comparison

The current FMSDX Sharpe Ratio is 1.46, which is comparable to the FAGIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FMSDX 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.


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Sharpe Ratios by Period


FMSDXFAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.91

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.90

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.85

-0.01

Correlation

The correlation between FMSDX and FAGIX is 0.84, 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.


Dividends

FMSDX vs. FAGIX - Dividend Comparison

FMSDX's dividend yield for the trailing twelve months is around 3.53%, less than FAGIX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
FMSDX
Fidelity Multi-Asset Income Fund
3.53%3.81%3.84%4.23%3.74%2.81%1.79%2.82%4.36%0.00%0.00%0.00%
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

FMSDX vs. FAGIX - Drawdown Comparison

The maximum FMSDX drawdown since its inception was -21.64%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for FMSDX and FAGIX.


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Drawdown Indicators


FMSDXFAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-37.97%

+16.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-4.41%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

-15.42%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-28.45%

Current Drawdown

Current decline from peak

-6.47%

-3.49%

-2.98%

Average Drawdown

Average peak-to-trough decline

-3.87%

-7.01%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.05%

+1.04%

Volatility

FMSDX vs. FAGIX - Volatility Comparison

Fidelity Multi-Asset Income Fund (FMSDX) has a higher volatility of 3.94% compared to Fidelity Capital & Income Fund (FAGIX) at 2.47%. This indicates that FMSDX'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.


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Volatility by Period


FMSDXFAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

2.47%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

4.53%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

6.95%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

6.47%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.61%

7.78%

+2.83%