CCIF vs. FSMOX
CCIF (Carlyle Credit Income Fund) and FSMOX (Fidelity SAI Investment Grade Securitized Fund) are both Intermediate Core Bond funds. Over the past 3 years, CCIF returned -13.25%/yr vs 4.19%/yr for FSMOX. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
CCIF vs. FSMOX - 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 FSMOX's 0.15% 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%
FSMOX
- 1D
- 0.10%
- 1M
- -1.01%
- 6M
- -0.37%
- YTD
- 0.15%
- 1Y
- 3.63%
- 3Y*
- 4.19%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $341.97K | $279.28K | $351.59K | |
| $0.00 | $0.00 | $0.00 |
CCIF vs. FSMOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.42% | -27.64% | 16.37% | -2.54% |
FSMOX Fidelity SAI Investment Grade Securitized Fund | 0.15% | 8.52% | 1.45% | 1.16% |
Correlation
The correlation between CCIF and FSMOX is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 17, 2023 | 0.06 |
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Return for Risk
CCIF vs. FSMOX — Risk / Return Rank
CCIF
FSMOX
CCIF vs. FSMOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and Fidelity SAI Investment Grade Securitized Fund (FSMOX). 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 | FSMOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.22 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.73 | -2.53 |
| Martin ratioReturn relative to average drawdown | -1.28 | 4.77 | -6.05 |
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Drawdowns
CCIF vs. FSMOX - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, which is greater than FSMOX's maximum drawdown of -8.65%. Use the drawdown chart below to compare losses from any high point for CCIF and FSMOX.
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Drawdown Indicators
| CCIF | FSMOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -8.65% | -44.58% |
Max Drawdown (1Y)Largest decline over 1 year | -41.95% | -2.84% | -39.11% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -6.98% | -46.25% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | — | — |
Current DrawdownCurrent decline from peak | -49.87% | -1.98% | -47.89% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -1.75% | -10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.03% | 1.03% | +25.00% |
Volatility
CCIF vs. FSMOX - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 5.60% compared to Fidelity SAI Investment Grade Securitized Fund (FSMOX) at 1.06%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier than FSMOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | FSMOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 1.06% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 26.36% | 3.07% | +23.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.64% | 3.96% | +25.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 6.11% | +14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 6.11% | +19.28% |
Dividends
CCIF vs. FSMOX - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 42.45%, more than FSMOX's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 42.45% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% |
FSMOX Fidelity SAI Investment Grade Securitized Fund | 4.14% | 4.44% | 5.07% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCIF and FSMOX have a correlation of 0.09, 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 FSMOX (1.06%). In terms of maximum drawdown, CCIF dropped -53.23% vs FSMOX's -8.65%.
FSMOX currently has the higher Sharpe Ratio (1.24 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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