NHS vs. FAGIX
NHS (Neuberger Berman High Yield Strategies Fund) and FAGIX (Fidelity Capital & Income Fund) are both High Yield Bonds funds. Both are actively managed. Over the past 10 years, NHS returned 4.75%/yr vs 7.57%/yr for FAGIX. Their 0.42 correlation means their historical movements had little consistent relationship. NHS charges 4.14%/yr vs 0.67%/yr for FAGIX.
Performance
NHS vs. FAGIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NHS achieves a -10.67% return, which is significantly lower than FAGIX's 5.94% return. Over the past 10 years, NHS has underperformed FAGIX with an annualized return of 4.75%, while FAGIX has yielded a comparatively higher 7.57% annualized return.
NHS
- 1D
- 0.33%
- 1M
- -1.63%
- 6M
- -13.27%
- YTD
- -10.67%
- 1Y
- -4.14%
- 3Y*
- 6.57%
- 5Y*
- -1.40%
- 10Y*
- 4.75%
- ALL TIME*
- 6.80%
FAGIX
- 1D
- 0.45%
- 1M
- -1.15%
- 6M
- 4.06%
- YTD
- 5.94%
- 1Y
- 11.72%
- 3Y*
- 11.46%
- 5Y*
- 6.27%
- 10Y*
- 7.57%
- ALL TIME*
- 6.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.10M | $993.10K | $1.33M |
NHS vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NHS Neuberger Berman High Yield Strategies Fund | -10.67% | 14.81% | 11.04% | 6.12% | -22.99% | 15.78% | 4.57% | 39.03% | -11.45% | 8.64% |
FAGIX Fidelity Capital & Income Fund | 5.94% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
Correlation
The correlation between NHS and FAGIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2003 | 0.42 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NHS vs. FAGIX — Risk / Return Rank
NHS
FAGIX
NHS vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman High Yield Strategies Fund (NHS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NHS | FAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.74 | -2.98 |
| Martin ratioReturn relative to average drawdown | -0.46 | 10.24 | -10.70 |
Loading charts...
Drawdowns
NHS vs. FAGIX - Drawdown Comparison
The maximum NHS drawdown since its inception was -64.67%, which is greater than FAGIX's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for NHS and FAGIX.
Loading charts...
Drawdown Indicators
| NHS | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.67% | -37.97% | -26.70% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -4.02% | -12.99% |
Max Drawdown (3Y)Largest decline over 3 years | -17.01% | -7.26% | -9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -15.42% | -22.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.97% | -28.45% | -14.52% |
Current DrawdownCurrent decline from peak | -16.06% | -2.63% | -13.43% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -6.97% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.11% | 1.08% | +8.03% |
Volatility
NHS vs. FAGIX - Volatility Comparison
Neuberger Berman High Yield Strategies Fund (NHS) has a higher volatility of 2.57% compared to Fidelity Capital & Income Fund (FAGIX) at 2.25%. This indicates that NHS'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.
Loading charts...
Volatility by Period
| NHS | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 2.25% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 5.95% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 7.05% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 6.79% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 7.84% | +8.85% |
NHS vs. FAGIX - Expense Ratio Comparison
NHS has a 4.14% expense ratio, which is higher than FAGIX's 0.67% expense ratio.
Dividends
NHS vs. FAGIX - Dividend Comparison
NHS's dividend yield for the trailing twelve months is around 17.98%, more than FAGIX's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 5.03% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
NHS Neuberger Berman High Yield Strategies Fund | 17.98% | 14.60% | 14.50% | 13.94% | 12.75% | 8.74% | 9.29% | 7.99% | 8.37% | 7.59% | 8.23% | 9.81% |
Frequently Asked Questions
NHS and FAGIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NHS has higher volatility (2.57%) compared to FAGIX (2.25%). In terms of maximum drawdown, NHS dropped -64.67% vs FAGIX's -37.97%.
FAGIX currently has the higher Sharpe Ratio (1.57 vs -0.32), 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.
Find the right allocation for NHS and FAGIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer