SUSC vs. FAGIX
SUSC (iShares ESG Aware USD Corporate Bond ETF) and FAGIX (Fidelity Capital & Income Fund) are both funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while FAGIX is a High Yield Bonds fund managed by Fidelity. Over the past 5 years, SUSC returned 0.34%/yr vs 7.15%/yr for FAGIX. At a 0.26 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.67%/yr for FAGIX.
Performance
SUSC vs. FAGIX - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.47% return, which is significantly lower than FAGIX's 8.43% return.
SUSC
- 1D
- -0.13%
- 1M
- 0.62%
- YTD
- 0.47%
- 6M
- 0.32%
- 1Y
- 5.87%
- 3Y*
- 5.09%
- 5Y*
- 0.34%
- 10Y*
- —
FAGIX
- 1D
- 0.43%
- 1M
- 2.37%
- YTD
- 8.43%
- 6M
- 9.49%
- 1Y
- 18.43%
- 3Y*
- 13.35%
- 5Y*
- 7.15%
- 10Y*
- 8.10%
SUSC vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.47% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
FAGIX Fidelity Capital & Income Fund | 8.43% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 3.37% |
Correlation
The correlation between SUSC and FAGIX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2017 | 0.26 |
The correlation between SUSC and FAGIX shifts across timeframes, from 0.26 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUSC vs. FAGIX — Risk / Return Rank
SUSC
FAGIX
SUSC vs. FAGIX - Risk-Adjusted Trends 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.
| SUSC | FAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.63 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 5.51 | -3.46 |
| Martin ratioReturn relative to average drawdown | 6.37 | 23.25 | -16.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUSC | FAGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 3.16 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 1.09 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.88 | -0.58 |
Drawdowns
SUSC vs. FAGIX - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for SUSC and FAGIX.
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Drawdown Indicators
| SUSC | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -37.97% | +15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -3.49% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -7.26% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -15.42% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.45% | — |
Current DrawdownCurrent decline from peak | -1.36% | 0.00% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -6.98% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.82% | +0.10% |
Volatility
SUSC vs. FAGIX - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.40%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 1.89%. This indicates that SUSC 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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Volatility by Period
| SUSC | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.89% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 4.85% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 6.08% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 6.59% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 7.82% | -0.19% |
SUSC vs. FAGIX - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Dividends
SUSC vs. FAGIX - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.49%, more than FAGIX's 4.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 4.42% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.49% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% | 0.00% |
Frequently Asked Questions
SUSC and FAGIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAGIX has higher volatility (1.89%) compared to SUSC (1.40%). In terms of maximum drawdown, SUSC dropped -22.42% vs FAGIX's -37.97%.
FAGIX currently has the higher Sharpe Ratio (3.16 vs 1.34), 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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