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VALIX vs. FYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VALIX vs. FYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Capital Appreciation Fund, Inc. (VALIX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). The values are adjusted to include any dividend payments, if applicable.

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VALIX vs. FYMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VALIX
Value Line Capital Appreciation Fund, Inc.
-10.01%20.76%21.20%34.45%-25.98%
FYMIX
Fidelity Sustainable Multi-Asset Fund
-4.40%18.95%11.09%16.15%-15.71%

Returns By Period

In the year-to-date period, VALIX achieves a -10.01% return, which is significantly lower than FYMIX's -4.40% return.


VALIX

1D
-0.31%
1M
-5.75%
YTD
-10.01%
6M
-9.23%
1Y
14.18%
3Y*
15.78%
5Y*
5.27%
10Y*
10.81%

FYMIX

1D
0.09%
1M
-8.20%
YTD
-4.40%
6M
-1.39%
1Y
14.95%
3Y*
11.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VALIX vs. FYMIX - Expense Ratio Comparison

VALIX has a 1.07% expense ratio, which is higher than FYMIX's 0.05% expense ratio.


Return for Risk

VALIX vs. FYMIX — Risk / Return Rank

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

VALIX
VALIX Risk / Return Rank: 3636
Overall Rank
VALIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VALIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VALIX Omega Ratio Rank: 3737
Omega Ratio Rank
VALIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VALIX Martin Ratio Rank: 2727
Martin Ratio Rank

FYMIX
FYMIX Risk / Return Rank: 6464
Overall Rank
FYMIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FYMIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FYMIX Omega Ratio Rank: 6262
Omega Ratio Rank
FYMIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FYMIX Martin Ratio Rank: 6666
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.

VALIX vs. FYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Capital Appreciation Fund, Inc. (VALIX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.


VALIXFYMIXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.13

-0.32

Sortino ratio

Return per unit of downside risk

1.31

1.63

-0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

0.88

1.51

-0.63

Martin ratio

Return relative to average drawdown

2.93

6.25

-3.32

VALIX vs. FYMIX - Sharpe Ratio Comparison

The current VALIX Sharpe Ratio is 0.81, which is comparable to the FYMIX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VALIX and FYMIX, 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


VALIXFYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.13

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.42

+0.12

Correlation

The correlation between VALIX and FYMIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VALIX vs. FYMIX - Dividend Comparison

VALIX's dividend yield for the trailing twelve months is around 6.70%, more than FYMIX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
VALIX
Value Line Capital Appreciation Fund, Inc.
6.70%6.03%0.79%0.75%11.01%10.83%5.49%9.79%8.28%5.57%5.75%6.86%
FYMIX
Fidelity Sustainable Multi-Asset Fund
3.85%3.69%1.84%1.78%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VALIX vs. FYMIX - Drawdown Comparison

The maximum VALIX drawdown since its inception was -35.14%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for VALIX and FYMIX.


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Drawdown Indicators


VALIXFYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.14%

-22.70%

-12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-8.95%

-3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-35.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.14%

Current Drawdown

Current decline from peak

-12.36%

-8.72%

-3.64%

Average Drawdown

Average peak-to-trough decline

-6.58%

-5.83%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.16%

+1.55%

Volatility

VALIX vs. FYMIX - Volatility Comparison

Value Line Capital Appreciation Fund, Inc. (VALIX) and Fidelity Sustainable Multi-Asset Fund (FYMIX) have volatilities of 4.76% and 4.80%, 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.


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Volatility by Period


VALIXFYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.80%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

8.07%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

13.20%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

12.67%

+6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

12.67%

+6.11%