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ANGLX vs. ASIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANGLX vs. ASIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Multi-Strategy Income Fund (ANGLX) and American Century Strategic Income Fund (ASIEX). The values are adjusted to include any dividend payments, if applicable.

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ANGLX vs. ASIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANGLX
Angel Oak Multi-Strategy Income Fund
0.41%7.45%7.60%4.06%-14.00%4.26%-1.99%4.73%2.62%5.47%
ASIEX
American Century Strategic Income Fund
-1.26%8.01%4.91%7.22%-11.12%2.33%9.17%9.77%-1.62%6.01%

Returns By Period

In the year-to-date period, ANGLX achieves a 0.41% return, which is significantly higher than ASIEX's -1.26% return. Over the past 10 years, ANGLX has underperformed ASIEX with an annualized return of 2.49%, while ASIEX has yielded a comparatively higher 3.63% annualized return.


ANGLX

1D
0.23%
1M
-1.24%
YTD
0.41%
6M
1.99%
1Y
5.50%
3Y*
6.11%
5Y*
1.36%
10Y*
2.49%

ASIEX

1D
0.34%
1M
-2.85%
YTD
-1.26%
6M
0.06%
1Y
4.49%
3Y*
5.34%
5Y*
1.86%
10Y*
3.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANGLX vs. ASIEX - Expense Ratio Comparison

ANGLX has a 1.21% expense ratio, which is higher than ASIEX's 0.73% expense ratio.


Return for Risk

ANGLX vs. ASIEX — Risk / Return Rank

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

ANGLX
ANGLX Risk / Return Rank: 9797
Overall Rank
ANGLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ANGLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ANGLX Omega Ratio Rank: 9797
Omega Ratio Rank
ANGLX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ANGLX Martin Ratio Rank: 9696
Martin Ratio Rank

ASIEX
ASIEX Risk / Return Rank: 7373
Overall Rank
ASIEX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ASIEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
ASIEX Omega Ratio Rank: 7070
Omega Ratio Rank
ASIEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ASIEX Martin Ratio Rank: 6969
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.

ANGLX vs. ASIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Multi-Strategy Income Fund (ANGLX) and American Century Strategic Income Fund (ASIEX). 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.


ANGLXASIEXDifference

Sharpe ratio

Return per unit of total volatility

2.57

1.38

+1.19

Sortino ratio

Return per unit of downside risk

4.73

2.01

+2.73

Omega ratio

Gain probability vs. loss probability

1.64

1.26

+0.37

Calmar ratio

Return relative to maximum drawdown

4.23

1.62

+2.62

Martin ratio

Return relative to average drawdown

14.83

6.56

+8.27

ANGLX vs. ASIEX - Sharpe Ratio Comparison

The current ANGLX Sharpe Ratio is 2.57, which is higher than the ASIEX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ANGLX and ASIEX, 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


ANGLXASIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.38

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.44

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.93

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.89

+0.36

Correlation

The correlation between ANGLX and ASIEX is 0.55, 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

ANGLX vs. ASIEX - Dividend Comparison

ANGLX's dividend yield for the trailing twelve months is around 4.88%, less than ASIEX's 5.03% yield.


TTM20252024202320222021202020192018201720162015
ANGLX
Angel Oak Multi-Strategy Income Fund
4.88%5.41%5.89%4.78%3.69%4.69%4.38%4.53%4.70%4.97%5.83%6.74%
ASIEX
American Century Strategic Income Fund
5.03%5.53%5.80%5.15%2.88%5.39%3.58%3.07%3.95%3.16%3.53%4.23%

Drawdowns

ANGLX vs. ASIEX - Drawdown Comparison

The maximum ANGLX drawdown since its inception was -16.40%, which is greater than ASIEX's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for ANGLX and ASIEX.


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Drawdown Indicators


ANGLXASIEXDifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-14.31%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-3.18%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

-14.31%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-16.40%

-14.31%

-2.09%

Current Drawdown

Current decline from peak

-1.24%

-2.85%

+1.61%

Average Drawdown

Average peak-to-trough decline

-2.78%

-2.56%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.78%

-0.36%

Volatility

ANGLX vs. ASIEX - Volatility Comparison

The current volatility for Angel Oak Multi-Strategy Income Fund (ANGLX) is 0.61%, while American Century Strategic Income Fund (ASIEX) has a volatility of 1.35%. This indicates that ANGLX experiences smaller price fluctuations and is considered to be less risky than ASIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANGLXASIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.35%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

2.24%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

3.67%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

4.27%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.28%

3.93%

-0.65%