PMBIX vs. FAGIX
Compare and contrast key facts about PIMCO Total Return II Fund (PMBIX) and Fidelity Capital & Income Fund (FAGIX).
PMBIX is managed by PIMCO. It was launched on Dec 30, 1991. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Performance
PMBIX vs. FAGIX - Performance Comparison
Loading graphics...
PMBIX vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMBIX PIMCO Total Return II Fund | -0.52% | 8.18% | 2.55% | 6.45% | -14.65% | -1.46% | 8.33% | 9.62% | 0.30% | 4.66% |
FAGIX Fidelity Capital & Income Fund | 0.45% | 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, PMBIX achieves a -0.52% return, which is significantly lower than FAGIX's 0.45% return. Over the past 10 years, PMBIX has underperformed FAGIX with an annualized return of 2.20%, while FAGIX has yielded a comparatively higher 7.56% annualized return.
PMBIX
- 1D
- 0.24%
- 1M
- -1.87%
- YTD
- -0.52%
- 6M
- 0.59%
- 1Y
- 3.95%
- 3Y*
- 4.38%
- 5Y*
- 0.39%
- 10Y*
- 2.20%
FAGIX
- 1D
- 1.31%
- 1M
- -1.99%
- YTD
- 0.45%
- 6M
- 2.04%
- 1Y
- 14.01%
- 3Y*
- 10.82%
- 5Y*
- 5.97%
- 10Y*
- 7.56%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PMBIX vs. FAGIX - Expense Ratio Comparison
PMBIX has a 0.50% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Return for Risk
PMBIX vs. FAGIX — Risk / Return Rank
PMBIX
FAGIX
PMBIX vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return II Fund (PMBIX) 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.
| PMBIX | FAGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 2.05 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.84 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.33 | -1.70 |
Martin ratioReturn relative to average drawdown | 4.88 | 13.92 | -9.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PMBIX | FAGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.05 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.92 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.97 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.86 | +0.20 |
Correlation
The correlation between PMBIX and FAGIX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PMBIX vs. FAGIX - Dividend Comparison
PMBIX's dividend yield for the trailing twelve months is around 3.52%, less than FAGIX's 4.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMBIX PIMCO Total Return II Fund | 3.52% | 3.84% | 3.87% | 3.46% | 1.85% | 1.51% | 7.15% | 5.23% | 3.13% | 2.57% | 3.72% | 6.88% |
FAGIX Fidelity Capital & Income Fund | 4.37% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
Drawdowns
PMBIX vs. FAGIX - Drawdown Comparison
The maximum PMBIX drawdown since its inception was -19.54%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for PMBIX and FAGIX.
Loading graphics...
Drawdown Indicators
| PMBIX | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.54% | -37.97% | +18.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -4.41% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.51% | -15.42% | -4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -19.54% | -28.45% | +8.91% |
Current DrawdownCurrent decline from peak | -2.33% | -2.22% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -7.01% | +4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.06% | +0.03% |
Volatility
PMBIX vs. FAGIX - Volatility Comparison
The current volatility for PIMCO Total Return II Fund (PMBIX) is 1.92%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.86%. This indicates that PMBIX 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.
Loading graphics...
Volatility by Period
| PMBIX | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 2.86% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 4.70% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 7.05% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 6.49% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 7.79% | -2.74% |