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TOTL vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOTL and FAGIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

TOTL vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Total Return Tactical ETF (TOTL) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
16.49%
57.56%
TOTL
FAGIX

Key characteristics

Sharpe Ratio

TOTL:

1.67

FAGIX:

0.95

Sortino Ratio

TOTL:

2.45

FAGIX:

1.32

Omega Ratio

TOTL:

1.30

FAGIX:

1.19

Calmar Ratio

TOTL:

0.83

FAGIX:

0.91

Martin Ratio

TOTL:

4.12

FAGIX:

3.56

Ulcer Index

TOTL:

2.00%

FAGIX:

1.85%

Daily Std Dev

TOTL:

4.94%

FAGIX:

6.93%

Max Drawdown

TOTL:

-16.48%

FAGIX:

-37.80%

Current Drawdown

TOTL:

-2.13%

FAGIX:

-3.37%

Returns By Period

In the year-to-date period, TOTL achieves a 3.21% return, which is significantly higher than FAGIX's -0.99% return. Over the past 10 years, TOTL has underperformed FAGIX with an annualized return of 1.53%, while FAGIX has yielded a comparatively higher 4.48% annualized return.


TOTL

YTD

3.21%

1M

0.22%

6M

2.76%

1Y

8.54%

5Y*

0.20%

10Y*

1.53%

FAGIX

YTD

-0.99%

1M

0.61%

6M

-0.22%

1Y

6.82%

5Y*

6.89%

10Y*

4.48%

*Annualized

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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.


Expense ratio chart for FAGIX: current value is 0.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAGIX: 0.67%
Expense ratio chart for TOTL: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TOTL: 0.55%

Risk-Adjusted Performance

TOTL vs. FAGIX — Risk-Adjusted Performance Rank

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

TOTL
The Risk-Adjusted Performance Rank of TOTL is 8787
Overall Rank
The Sharpe Ratio Rank of TOTL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TOTL is 8181
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 7777
Overall Rank
The Sharpe Ratio Rank of FAGIX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TOTL, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.00
TOTL: 1.66
FAGIX: 0.95
The chart of Sortino ratio for TOTL, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.00
TOTL: 2.45
FAGIX: 1.32
The chart of Omega ratio for TOTL, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
TOTL: 1.30
FAGIX: 1.19
The chart of Calmar ratio for TOTL, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.00
TOTL: 0.83
FAGIX: 0.91
The chart of Martin ratio for TOTL, currently valued at 4.06, compared to the broader market0.0020.0040.0060.00
TOTL: 4.06
FAGIX: 3.56

The current TOTL Sharpe Ratio is 1.67, which is higher than the FAGIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TOTL 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.66
0.95
TOTL
FAGIX

Dividends

TOTL vs. FAGIX - Dividend Comparison

TOTL's dividend yield for the trailing twelve months is around 5.25%, more than FAGIX's 5.04% yield.


TTM20242023202220212020201920182017201620152014
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.25%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%0.00%
FAGIX
Fidelity Capital & Income Fund
5.04%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%

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.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.13%
-3.37%
TOTL
FAGIX

Volatility

TOTL vs. FAGIX - Volatility Comparison

The current volatility for SPDR DoubleLine Total Return Tactical ETF (TOTL) is 1.80%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 4.42%. This indicates that TOTL 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.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
1.80%
4.42%
TOTL
FAGIX