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AHITX vs. CRDOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AHITX vs. CRDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American High-Income Trust (AHITX) and Six Circles Credit Opportunities Fund (CRDOX). The values are adjusted to include any dividend payments, if applicable.

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AHITX vs. CRDOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AHITX
American Funds American High-Income Trust
-0.53%8.28%9.45%11.43%-10.38%8.32%3.31%
CRDOX
Six Circles Credit Opportunities Fund
-1.45%7.48%8.69%8.06%-10.62%2.66%1.71%

Returns By Period

In the year-to-date period, AHITX achieves a -0.53% return, which is significantly higher than CRDOX's -1.45% return.


AHITX

1D
0.62%
1M
-1.61%
YTD
-0.53%
6M
0.64%
1Y
6.32%
3Y*
8.48%
5Y*
4.42%
10Y*
6.12%

CRDOX

1D
0.34%
1M
-2.43%
YTD
-1.45%
6M
0.10%
1Y
6.40%
3Y*
6.56%
5Y*
2.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AHITX vs. CRDOX - Expense Ratio Comparison

AHITX has a 0.69% expense ratio, which is higher than CRDOX's 0.29% expense ratio.


Return for Risk

AHITX vs. CRDOX — Risk / Return Rank

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

AHITX
AHITX Risk / Return Rank: 8181
Overall Rank
AHITX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AHITX Sortino Ratio Rank: 7777
Sortino Ratio Rank
AHITX Omega Ratio Rank: 8686
Omega Ratio Rank
AHITX Calmar Ratio Rank: 8181
Calmar Ratio Rank
AHITX Martin Ratio Rank: 8383
Martin Ratio Rank

CRDOX
CRDOX Risk / Return Rank: 8484
Overall Rank
CRDOX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CRDOX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CRDOX Omega Ratio Rank: 9393
Omega Ratio Rank
CRDOX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CRDOX Martin Ratio Rank: 7474
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.

AHITX vs. CRDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American High-Income Trust (AHITX) and Six Circles Credit Opportunities Fund (CRDOX). 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.


AHITXCRDOXDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.04

-0.51

Sortino ratio

Return per unit of downside risk

1.99

2.80

-0.81

Omega ratio

Gain probability vs. loss probability

1.36

1.47

-0.11

Calmar ratio

Return relative to maximum drawdown

2.03

1.81

+0.23

Martin ratio

Return relative to average drawdown

8.61

8.08

+0.53

AHITX vs. CRDOX - Sharpe Ratio Comparison

The current AHITX Sharpe Ratio is 1.53, which is comparable to the CRDOX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of AHITX and CRDOX, 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


AHITXCRDOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.04

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.66

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.72

+0.71

Correlation

The correlation between AHITX and CRDOX is 0.76, 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

AHITX vs. CRDOX - Dividend Comparison

AHITX's dividend yield for the trailing twelve months is around 5.86%, less than CRDOX's 6.34% yield.


TTM20252024202320222021202020192018201720162015
AHITX
American Funds American High-Income Trust
5.86%6.26%6.25%5.87%4.17%4.27%5.81%6.19%6.31%5.99%5.05%6.92%
CRDOX
Six Circles Credit Opportunities Fund
6.34%5.18%6.96%6.86%5.82%2.73%0.33%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AHITX vs. CRDOX - Drawdown Comparison

The maximum AHITX drawdown since its inception was -34.81%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for AHITX and CRDOX.


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Drawdown Indicators


AHITXCRDOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-15.92%

-18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-3.14%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-13.93%

-15.92%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-21.22%

Current Drawdown

Current decline from peak

-1.81%

-2.81%

+1.00%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.63%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.70%

+0.10%

Volatility

AHITX vs. CRDOX - Volatility Comparison

American Funds American High-Income Trust (AHITX) and Six Circles Credit Opportunities Fund (CRDOX) have volatilities of 1.37% and 1.44%, 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


AHITXCRDOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.44%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

2.19%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

3.28%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

4.11%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

4.04%

+1.44%