SUSC vs. FAGIX
Compare and contrast key facts about iShares ESG Aware USD Corporate Bond ETF (SUSC) and Fidelity Capital & Income Fund (FAGIX).
SUSC is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Corporate ESG Focus Index. It was launched on Jul 11, 2017. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSC or FAGIX.
Key characteristics
| SUSC | FAGIX | |
|---|---|---|
| YTD Return | 2.45% | 11.79% |
| 1Y Return | 10.45% | 17.84% |
| 3Y Return (Ann) | -2.28% | 1.46% |
| 5Y Return (Ann) | 0.38% | 5.08% |
| Sharpe Ratio | 1.67 | 3.54 |
| Sortino Ratio | 2.47 | 5.42 |
| Omega Ratio | 1.30 | 1.79 |
| Calmar Ratio | 0.62 | 1.55 |
| Martin Ratio | 6.60 | 24.82 |
| Ulcer Index | 1.58% | 0.68% |
| Daily Std Dev | 6.26% | 4.81% |
| Max Drawdown | -22.41% | -37.80% |
| Current Drawdown | -8.25% | -0.29% |
Correlation
The correlation between SUSC and FAGIX is 0.25, 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
SUSC vs. FAGIX - Performance Comparison
In the year-to-date period, SUSC achieves a 2.45% return, which is significantly lower than FAGIX's 11.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SUSC vs. FAGIX - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Risk-Adjusted Performance
SUSC vs. FAGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) 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.
Dividends
SUSC vs. FAGIX - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.24%, less than FAGIX's 5.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.24% | 3.83% | 2.97% | 2.21% | 2.20% | 3.08% | 3.88% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
FAGIX Fidelity Capital & Income Fund | 5.00% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
Drawdowns
SUSC vs. FAGIX - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.41%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for SUSC and FAGIX. For additional features, visit the drawdowns tool.
Volatility
SUSC vs. FAGIX - Volatility Comparison
iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 2.09% compared to Fidelity Capital & Income Fund (FAGIX) at 1.16%. This indicates that SUSC'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.