PG vs. FAGIX
PG (The Procter & Gamble Company) is a stock, while FAGIX (Fidelity Capital & Income Fund) is High Yield Bonds fund actively managed by Fidelity. Over the past 10 years, PG returned 8.96%/yr vs 8.03%/yr for FAGIX. At a 0.14 correlation, their price movements are largely independent.
Performance
PG vs. FAGIX - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than FAGIX's 7.40% return. Over the past 10 years, PG has outperformed FAGIX with an annualized return of 8.96%, while FAGIX has yielded a comparatively lower 8.03% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
FAGIX
- 1D
- 1.15%
- 1M
- 0.25%
- YTD
- 7.40%
- 6M
- 7.95%
- 1Y
- 16.73%
- 3Y*
- 12.87%
- 5Y*
- 6.75%
- 10Y*
- 8.03%
PG vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
FAGIX Fidelity Capital & Income Fund | 7.40% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
Correlation
The correlation between PG and FAGIX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 1978 | 0.14 |
The correlation between PG and FAGIX shifts across timeframes, from -0.09 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. FAGIX — Risk / Return Rank
PG
FAGIX
PG vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | FAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.52 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 4.85 | -5.22 |
| Martin ratioReturn relative to average drawdown | -0.68 | 19.86 | -20.54 |
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Drawdowns
PG vs. FAGIX - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than FAGIX's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for PG and FAGIX.
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Drawdown Indicators
| PG | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -37.97% | -16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -3.49% | -12.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -7.26% | -13.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -15.42% | -8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -28.45% | +4.68% |
Current DrawdownCurrent decline from peak | -13.29% | -1.04% | -12.25% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -6.98% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 0.85% | +7.95% |
Volatility
PG vs. FAGIX - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to Fidelity Capital & Income Fund (FAGIX) at 2.71%. This indicates that PG'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
| PG | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 2.71% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 5.30% | +9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 6.42% | +12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 6.66% | +11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 7.84% | +11.21% |
Dividends
PG vs. FAGIX - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than FAGIX's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 4.47% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and FAGIX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to FAGIX (2.71%). In terms of maximum drawdown, PG dropped -54.25% vs FAGIX's -37.97%.
FAGIX currently has the higher Sharpe Ratio (2.63 vs -0.30), 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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