CCIF vs. EFC
CCIF (Carlyle Credit Income Fund) is Intermediate Core Bond fund actively managed by Carlyle, while EFC (Ellington Financial Inc.) is a stock. Over the past 5 years, CCIF returned -7.85%/yr vs 6.34%/yr for EFC. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
CCIF vs. EFC - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -27.42% return, which is significantly lower than EFC's 4.88% return.
CCIF
- 1D
- 1.82%
- 1M
- 2.21%
- 6M
- -26.29%
- YTD
- -27.42%
- 1Y
- -32.20%
- 3Y*
- -13.25%
- 5Y*
- -7.85%
- 10Y*
- —
- ALL TIME*
- -5.90%
EFC
- 1D
- -0.60%
- 1M
- -0.45%
- 6M
- 9.77%
- YTD
- 4.88%
- 1Y
- 17.68%
- 3Y*
- 12.76%
- 5Y*
- 6.34%
- 10Y*
- 9.28%
- ALL TIME*
- 9.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $341.97K | $279.28K | $351.59K | |
| $14.71M | $15.05M | $17.24M |
CCIF vs. EFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.42% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | -12.85% |
EFC Ellington Financial Inc. | 4.88% | 26.13% | 8.68% | 18.16% | -18.32% | 26.33% | -10.16% | 7.36% |
Correlation
The correlation between CCIF and EFC is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 28, 2019 | 0.15 |
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Return for Risk
CCIF vs. EFC — Risk / Return Rank
CCIF
EFC
CCIF vs. EFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and Ellington Financial Inc. (EFC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCIF | EFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.19 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.01 | -1.80 |
| Martin ratioReturn relative to average drawdown | -1.28 | 3.29 | -4.57 |
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Drawdowns
CCIF vs. EFC - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, smaller than the maximum EFC drawdown of -79.08%. Use the drawdown chart below to compare losses from any high point for CCIF and EFC.
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Drawdown Indicators
| CCIF | EFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -79.08% | +25.85% |
Max Drawdown (1Y)Largest decline over 1 year | -41.95% | -17.71% | -24.24% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -18.86% | -34.37% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -34.19% | -19.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -79.08% | — |
Current DrawdownCurrent decline from peak | -49.87% | -2.19% | -47.68% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -9.85% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.03% | 5.41% | +20.62% |
Volatility
CCIF vs. EFC - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 5.60% compared to Ellington Financial Inc. (EFC) at 3.69%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier than EFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | EFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.69% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 26.36% | 13.01% | +13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.64% | 17.61% | +12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 23.84% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 42.28% | -16.89% |
Dividends
CCIF vs. EFC - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 42.45%, more than EFC's 11.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 42.45% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% |
EFC Ellington Financial Inc. | 11.75% | 11.49% | 13.20% | 14.16% | 14.55% | 9.60% | 8.49% | 9.87% | 10.70% | 12.13% | 12.56% | 14.60% |
Frequently Asked Questions
CCIF and EFC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCIF has higher volatility (5.60%) compared to EFC (3.69%). In terms of maximum drawdown, CCIF dropped -53.23% vs EFC's -79.08%.
EFC currently has the higher Sharpe Ratio (1.02 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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