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THTA vs. FAGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THTA vs. FAGIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, THTA achieves a 7.57% return, which is significantly lower than FAGIX's 8.81% return.


THTA

1D
-0.06%
1M
0.77%
YTD
7.57%
6M
8.24%
1Y
16.54%
3Y*
5Y*
10Y*

FAGIX

1D
0.26%
1M
2.18%
YTD
8.81%
6M
9.04%
1Y
18.03%
3Y*
13.52%
5Y*
7.06%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THTA vs. FAGIX - Yearly Performance Comparison


2026 (YTD)202520242023
THTA
SoFi Enhanced Yield ETF
7.57%-10.24%7.31%0.99%
FAGIX
Fidelity Capital & Income Fund
8.81%12.38%10.69%4.91%

Correlation

The correlation between THTA and FAGIX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2023

0.35

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Return for Risk

THTA vs. FAGIX — Risk / Return Rank

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

THTA
THTA Risk / Return Rank: 9494
Overall Rank
THTA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
THTA Sortino Ratio Rank: 9393
Sortino Ratio Rank
THTA Omega Ratio Rank: 9696
Omega Ratio Rank
THTA Calmar Ratio Rank: 9393
Calmar Ratio Rank
THTA Martin Ratio Rank: 9898
Martin Ratio Rank

FAGIX
FAGIX Risk / Return Rank: 9292
Overall Rank
FAGIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 8787
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

THTA vs. FAGIX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


THTAFAGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.77

1.56

+0.20

Calmar ratioReturn relative to maximum drawdown

6.30

5.29

+1.01

Martin ratioReturn relative to average drawdown

52.38

21.60

+30.79

THTA vs. FAGIX - Sharpe Ratio Comparison

The current THTA Sharpe Ratio is 2.90, which is comparable to the FAGIX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of THTA and FAGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

THTA vs. FAGIX - Drawdown Comparison

The maximum THTA drawdown since its inception was -31.41%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for THTA and FAGIX.


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Drawdown Indicators


THTAFAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

-37.97%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-3.49%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-28.45%

Current Drawdown

Current decline from peak

-6.17%

0.00%

-6.17%

Average Drawdown

Average peak-to-trough decline

-7.49%

-6.98%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

0.85%

-0.53%

Volatility

THTA vs. FAGIX - Volatility Comparison

The current volatility for SoFi Enhanced Yield ETF (THTA) is 0.96%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.70%. This indicates that THTA 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


THTAFAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

2.70%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

5.32%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

6.49%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

6.68%

+13.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

7.85%

+12.19%

THTA vs. FAGIX - Expense Ratio Comparison

THTA has a 0.49% expense ratio, which is lower than FAGIX's 0.67% expense ratio.


Dividends

THTA vs. FAGIX - Dividend Comparison

THTA's dividend yield for the trailing twelve months is around 11.15%, more than FAGIX's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FAGIX
Fidelity Capital & Income Fund
5.22%4.74%5.02%5.28%10.25%6.08%4.59%5.00%5.67%5.05%4.57%4.51%
THTA
SoFi Enhanced Yield ETF
11.15%12.66%12.44%0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


THTA and FAGIX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAGIX has higher volatility (2.70%) compared to THTA (0.96%). In terms of maximum drawdown, THTA dropped -31.41% vs FAGIX's -37.97%.

THTA currently has the higher Sharpe Ratio (2.90 vs 2.85), 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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