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GHYG vs. FAGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYG vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US & Intl High Yield Corp Bond ETF (GHYG) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHYG achieves a 0.62% return, which is significantly lower than FAGIX's 8.43% return. Over the past 10 years, GHYG has underperformed FAGIX with an annualized return of 4.82%, while FAGIX has yielded a comparatively higher 8.10% annualized return.


GHYG

1D
-0.15%
1M
0.20%
YTD
0.62%
6M
0.87%
1Y
6.33%
3Y*
8.91%
5Y*
3.28%
10Y*
4.82%

FAGIX

1D
0.43%
1M
2.37%
YTD
8.43%
6M
9.49%
1Y
18.43%
3Y*
13.35%
5Y*
7.15%
10Y*
8.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYG vs. FAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYG
iShares US & Intl High Yield Corp Bond ETF
0.62%11.28%5.85%13.29%-12.15%1.62%6.68%13.47%-3.79%8.97%
FAGIX
Fidelity Capital & Income Fund
8.43%12.38%10.69%13.02%-11.50%11.13%9.95%18.96%-7.17%11.66%

Correlation

The correlation between GHYG and FAGIX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2012

0.56

The correlation between GHYG and FAGIX has been stable across timeframes, ranging from 0.56 to 0.66 - a consistent structural relationship.

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Return for Risk

GHYG vs. FAGIX — Risk / Return Rank

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

GHYG
GHYG Risk / Return Rank: 3737
Overall Rank
GHYG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 4040
Sortino Ratio Rank
GHYG Omega Ratio Rank: 3737
Omega Ratio Rank
GHYG Calmar Ratio Rank: 3434
Calmar Ratio Rank
GHYG Martin Ratio Rank: 3939
Martin Ratio Rank

FAGIX
FAGIX Risk / Return Rank: 9393
Overall Rank
FAGIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 8989
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 9696
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.

GHYG vs. FAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US & Intl High Yield Corp Bond ETF (GHYG) 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.


GHYGFAGIXDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.55

Omega ratioGain probability vs. loss probability

1.25

1.63

-0.39

Calmar ratioReturn relative to maximum drawdown

1.66

5.51

-3.85

Martin ratioReturn relative to average drawdown

6.19

23.25

-17.05

GHYG vs. FAGIX - Sharpe Ratio Comparison

The current GHYG Sharpe Ratio is 1.36, which is lower than the FAGIX Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of GHYG and FAGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GHYGFAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

3.16

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.09

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

1.04

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.88

-0.33

Drawdowns

GHYG vs. FAGIX - Drawdown Comparison

The maximum GHYG drawdown since its inception was -27.36%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for GHYG and FAGIX.


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Drawdown Indicators


GHYGFAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-37.97%

+10.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-3.49%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-7.26%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-15.42%

-5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-28.45%

+1.09%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-3.35%

-6.98%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.82%

+0.20%

Volatility

GHYG vs. FAGIX - Volatility Comparison

iShares US & Intl High Yield Corp Bond ETF (GHYG) and Fidelity Capital & Income Fund (FAGIX) have volatilities of 1.91% and 1.89%, 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.


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Volatility by Period


GHYGFAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

1.89%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

4.85%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

6.08%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

6.59%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

7.82%

+0.95%

GHYG vs. FAGIX - Expense Ratio Comparison

GHYG has a 0.40% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


Dividends

GHYG vs. FAGIX - Dividend Comparison

GHYG's dividend yield for the trailing twelve months is around 6.23%, more than FAGIX's 4.42% yield.


PositionTTM20252024202320222021202020192018201720162015
FAGIX
Fidelity Capital & Income Fund
4.42%4.74%5.02%5.28%10.25%6.08%4.59%5.00%5.67%5.05%4.57%4.51%
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.23%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%

Frequently Asked Questions


GHYG and FAGIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHYG has higher volatility (1.91%) compared to FAGIX (1.89%). In terms of maximum drawdown, GHYG dropped -27.36% vs FAGIX's -37.97%.

FAGIX currently has the higher Sharpe Ratio (3.16 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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