THTA vs. FAGIX
Compare and contrast key facts about SoFi Enhanced Yield ETF (THTA) and Fidelity Capital & Income Fund (FAGIX).
THTA is an actively managed fund by SoFi. It was launched on Nov 14, 2023. 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: THTA or FAGIX.
Performance
THTA vs. FAGIX - Performance Comparison
Returns By Period
In the year-to-date period, THTA achieves a 5.57% return, which is significantly lower than FAGIX's 12.00% return.
THTA
5.57%
1.49%
0.54%
6.59%
N/A
N/A
FAGIX
12.00%
1.47%
6.77%
16.43%
5.16%
5.12%
Key characteristics
| THTA | FAGIX | |
|---|---|---|
| Sharpe Ratio | 0.55 | 3.36 |
| Sortino Ratio | 0.68 | 5.16 |
| Omega Ratio | 1.27 | 1.74 |
| Calmar Ratio | 0.55 | 1.63 |
| Martin Ratio | 2.29 | 23.55 |
| Ulcer Index | 2.86% | 0.69% |
| Daily Std Dev | 11.84% | 4.77% |
| Max Drawdown | -11.94% | -37.80% |
| Current Drawdown | -2.20% | -0.10% |
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THTA vs. FAGIX - Expense Ratio Comparison
THTA has a 0.49% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Correlation
The correlation between THTA and FAGIX is 0.30, 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.
Risk-Adjusted Performance
THTA vs. FAGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Enhanced Yield ETF (THTA) 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
THTA vs. FAGIX - Dividend Comparison
THTA's dividend yield for the trailing twelve months is around 12.13%, more than FAGIX's 5.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THTA SoFi Enhanced Yield ETF | 12.13% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
THTA vs. FAGIX - Drawdown Comparison
The maximum THTA drawdown since its inception was -11.94%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for THTA and FAGIX. For additional features, visit the drawdowns tool.
Volatility
THTA vs. FAGIX - Volatility Comparison
SoFi Enhanced Yield ETF (THTA) and Fidelity Capital & Income Fund (FAGIX) have volatilities of 1.29% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.