TOTL vs. FAGIX
Compare and contrast key facts about SPDR DoubleLine Total Return Tactical ETF (TOTL) and Fidelity Capital & Income Fund (FAGIX).
TOTL is an actively managed fund by State Street. It was launched on Feb 23, 2015. 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: TOTL or FAGIX.
Key characteristics
| TOTL | FAGIX | |
|---|---|---|
| YTD Return | 3.34% | 11.79% |
| 1Y Return | 9.92% | 17.84% |
| 3Y Return (Ann) | -1.21% | 1.46% |
| 5Y Return (Ann) | -0.07% | 5.08% |
| Sharpe Ratio | 1.53 | 3.54 |
| Sortino Ratio | 2.25 | 5.42 |
| Omega Ratio | 1.30 | 1.79 |
| Calmar Ratio | 0.73 | 1.55 |
| Martin Ratio | 7.37 | 24.82 |
| Ulcer Index | 1.34% | 0.68% |
| Daily Std Dev | 6.45% | 4.81% |
| Max Drawdown | -16.48% | -37.80% |
| Current Drawdown | -5.00% | -0.29% |
Correlation
The correlation between TOTL and FAGIX is 0.07, 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
TOTL vs. FAGIX - Performance Comparison
In the year-to-date period, TOTL achieves a 3.34% 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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TOTL vs. FAGIX - Expense Ratio Comparison
TOTL has a 0.55% expense ratio, which is lower than FAGIX's 0.67% expense ratio.
Risk-Adjusted Performance
TOTL vs. FAGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Total Return Tactical ETF (TOTL) 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
TOTL vs. FAGIX - Dividend Comparison
TOTL's dividend yield for the trailing twelve months is around 5.21%, more than FAGIX's 5.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.21% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% | 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
TOTL vs. FAGIX - Drawdown Comparison
The maximum TOTL drawdown since its inception was -16.48%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for TOTL and FAGIX. For additional features, visit the drawdowns tool.
Volatility
TOTL vs. FAGIX - Volatility Comparison
SPDR DoubleLine Total Return Tactical ETF (TOTL) has a higher volatility of 1.67% compared to Fidelity Capital & Income Fund (FAGIX) at 1.16%. This indicates that TOTL'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.