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LHYAX vs. FAGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LHYAX vs. FAGIX - Performance Comparison

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

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LHYAX vs. FAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LHYAX
Lord Abbett High Yield Fund
-1.97%7.44%7.25%9.84%-14.97%6.16%4.56%15.11%-5.10%8.53%
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, LHYAX achieves a -1.97% return, which is significantly lower than FAGIX's -0.85% return. Over the past 10 years, LHYAX has underperformed FAGIX with an annualized return of 4.65%, while FAGIX has yielded a comparatively higher 7.42% annualized return.


LHYAX

1D
0.00%
1M
-2.83%
YTD
-1.97%
6M
-0.64%
1Y
4.99%
3Y*
6.51%
5Y*
1.94%
10Y*
4.65%

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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LHYAX vs. FAGIX - Expense Ratio Comparison

LHYAX has a 0.88% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Return for Risk

LHYAX vs. FAGIX — Risk / Return Rank

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

LHYAX
LHYAX Risk / Return Rank: 6666
Overall Rank
LHYAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LHYAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
LHYAX Omega Ratio Rank: 7676
Omega Ratio Rank
LHYAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
LHYAX Martin Ratio Rank: 5555
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.

LHYAX vs. FAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett High Yield Fund (LHYAX) 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.


LHYAXFAGIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.91

-0.65

Sortino ratio

Return per unit of downside risk

1.75

2.63

-0.88

Omega ratio

Gain probability vs. loss probability

1.29

1.39

-0.10

Calmar ratio

Return relative to maximum drawdown

1.35

2.79

-1.44

Martin ratio

Return relative to average drawdown

5.26

11.77

-6.51

LHYAX vs. FAGIX - Sharpe Ratio Comparison

The current LHYAX Sharpe Ratio is 1.27, which is lower than the FAGIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LHYAX 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


LHYAXFAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.91

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.90

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.96

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.85

+0.28

Correlation

The correlation between LHYAX and FAGIX is 0.72, 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

LHYAX vs. FAGIX - Dividend Comparison

LHYAX's dividend yield for the trailing twelve months is around 6.80%, more than FAGIX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
LHYAX
Lord Abbett High Yield Fund
6.80%7.13%6.02%5.84%4.60%4.91%5.15%5.47%6.29%5.65%5.85%6.08%
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

LHYAX vs. FAGIX - Drawdown Comparison

The maximum LHYAX drawdown since its inception was -31.68%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for LHYAX and FAGIX.


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Drawdown Indicators


LHYAXFAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

-37.97%

+6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.80%

-4.41%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-15.42%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-24.23%

-28.45%

+4.22%

Current Drawdown

Current decline from peak

-3.02%

-3.49%

+0.47%

Average Drawdown

Average peak-to-trough decline

-3.09%

-7.01%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.05%

-0.07%

Volatility

LHYAX vs. FAGIX - Volatility Comparison

The current volatility for Lord Abbett High Yield Fund (LHYAX) is 1.41%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.47%. This indicates that LHYAX 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


LHYAXFAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.47%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

4.53%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

6.95%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

6.47%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

7.78%

-2.06%