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SPHIX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPHIX and FAGIX is 0.35, 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.


Performance

SPHIX vs. FAGIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SPHIX:

2.23

FAGIX:

1.07

Sortino Ratio

SPHIX:

3.31

FAGIX:

1.57

Omega Ratio

SPHIX:

1.56

FAGIX:

1.23

Calmar Ratio

SPHIX:

2.22

FAGIX:

1.10

Martin Ratio

SPHIX:

9.42

FAGIX:

4.14

Ulcer Index

SPHIX:

0.98%

FAGIX:

1.92%

Daily Std Dev

SPHIX:

3.91%

FAGIX:

7.06%

Max Drawdown

SPHIX:

-31.35%

FAGIX:

-37.80%

Current Drawdown

SPHIX:

-0.50%

FAGIX:

-0.65%

Returns By Period

In the year-to-date period, SPHIX achieves a 1.58% return, which is significantly lower than FAGIX's 1.80% return. Over the past 10 years, SPHIX has underperformed FAGIX with an annualized return of 4.05%, while FAGIX has yielded a comparatively higher 6.19% annualized return.


SPHIX

YTD

1.58%

1M

1.14%

6M

1.68%

1Y

8.78%

3Y*

5.73%

5Y*

4.40%

10Y*

4.05%

FAGIX

YTD

1.80%

1M

2.82%

6M

0.90%

1Y

7.62%

3Y*

7.36%

5Y*

8.53%

10Y*

6.19%

*Annualized

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Fidelity High Income Fund

Fidelity Capital & Income Fund

SPHIX vs. FAGIX - Expense Ratio Comparison

SPHIX has a 0.70% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPHIX vs. FAGIX — Risk-Adjusted Performance Rank

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

SPHIX
The Risk-Adjusted Performance Rank of SPHIX is 9393
Overall Rank
The Sharpe Ratio Rank of SPHIX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SPHIX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SPHIX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SPHIX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SPHIX is 9393
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 8181
Overall Rank
The Sharpe Ratio Rank of FAGIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPHIX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity High Income Fund (SPHIX) 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.


The current SPHIX Sharpe Ratio is 2.23, which is higher than the FAGIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SPHIX 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SPHIX vs. FAGIX - Dividend Comparison

SPHIX's dividend yield for the trailing twelve months is around 6.23%, more than FAGIX's 4.91% yield.


TTM20242023202220212020201920182017201620152014
SPHIX
Fidelity High Income Fund
6.23%6.09%5.43%5.17%4.74%4.71%5.11%6.01%5.40%5.45%6.26%6.98%
FAGIX
Fidelity Capital & Income Fund
4.91%5.03%5.29%11.38%6.56%4.88%5.00%7.39%5.05%4.12%5.01%8.08%

Drawdowns

SPHIX vs. FAGIX - Drawdown Comparison

The maximum SPHIX drawdown since its inception was -31.35%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for SPHIX and FAGIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPHIX vs. FAGIX - Volatility Comparison

The current volatility for Fidelity High Income Fund (SPHIX) is 1.13%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 1.84%. This indicates that SPHIX 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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