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TMAYX vs. FAGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMAYX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

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TMAYX vs. FAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
-0.58%6.15%8.27%13.25%-8.54%9.47%4.72%12.39%-2.47%0.31%
FAGIX
Fidelity Capital & Income Fund
-0.85%12.38%10.69%13.02%-11.50%11.13%9.95%18.96%-7.17%11.66%

Returns By Period

In the year-to-date period, TMAYX achieves a -0.58% return, which is significantly higher than FAGIX's -0.85% return. Over the past 10 years, TMAYX has underperformed FAGIX with an annualized return of 4.39%, while FAGIX has yielded a comparatively higher 7.42% annualized return.


TMAYX

1D
0.11%
1M
-1.64%
YTD
-0.58%
6M
-0.07%
1Y
5.70%
3Y*
7.97%
5Y*
4.71%
10Y*
4.39%

FAGIX

1D
-0.56%
1M
-3.17%
YTD
-0.85%
6M
0.91%
1Y
12.88%
3Y*
10.34%
5Y*
5.79%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMAYX vs. FAGIX - Expense Ratio Comparison

TMAYX has a 0.78% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Return for Risk

TMAYX vs. FAGIX — Risk / Return Rank

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

TMAYX
TMAYX Risk / Return Rank: 8181
Overall Rank
TMAYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TMAYX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
TMAYX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TMAYX Martin Ratio Rank: 8080
Martin Ratio Rank

FAGIX
FAGIX Risk / Return Rank: 9191
Overall Rank
FAGIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 8989
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 9393
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.

TMAYX vs. FAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) 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.


TMAYXFAGIXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.91

-0.30

Sortino ratio

Return per unit of downside risk

2.23

2.63

-0.40

Omega ratio

Gain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratio

Return relative to maximum drawdown

1.66

2.79

-1.13

Martin ratio

Return relative to average drawdown

7.82

11.77

-3.94

TMAYX vs. FAGIX - Sharpe Ratio Comparison

The current TMAYX Sharpe Ratio is 1.62, which is comparable to the FAGIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TMAYX 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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Sharpe Ratios by Period


TMAYXFAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.91

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.90

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.96

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.85

-0.02

Correlation

The correlation between TMAYX and FAGIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TMAYX vs. FAGIX - Dividend Comparison

TMAYX's dividend yield for the trailing twelve months is around 7.89%, more than FAGIX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
TMAYX
Touchstone Ares Credit Opportunities Fund Class Y
7.89%7.25%7.82%7.91%6.25%6.37%6.43%3.81%2.18%4.47%2.86%1.81%
FAGIX
Fidelity Capital & Income Fund
4.43%4.74%5.02%5.28%10.25%6.08%4.59%5.00%5.67%5.05%4.57%4.51%

Drawdowns

TMAYX vs. FAGIX - Drawdown Comparison

The maximum TMAYX drawdown since its inception was -21.44%, smaller than the maximum FAGIX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for TMAYX and FAGIX.


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Drawdown Indicators


TMAYXFAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-37.97%

+16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-4.41%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-13.66%

-15.42%

+1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-28.45%

+7.01%

Current Drawdown

Current decline from peak

-1.91%

-3.49%

+1.58%

Average Drawdown

Average peak-to-trough decline

-2.13%

-7.01%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.05%

-0.38%

Volatility

TMAYX vs. FAGIX - Volatility Comparison

The current volatility for Touchstone Ares Credit Opportunities Fund Class Y (TMAYX) is 1.03%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 2.47%. This indicates that TMAYX 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


TMAYXFAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

2.47%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

4.53%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

6.95%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

6.47%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

7.78%

-2.74%