CCIF vs. STWTX
CCIF (Carlyle Credit Income Fund) and STWTX (Hartford Schroders Tax-Aware Bond Fund) are both Intermediate Core Bond funds. Over the past 5 years, CCIF returned -8.20%/yr vs -0.10%/yr for STWTX. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
CCIF vs. STWTX - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -27.17% return, which is significantly lower than STWTX's -0.45% return.
CCIF
- 1D
- 0.36%
- 1M
- 2.58%
- 6M
- -17.85%
- YTD
- -27.17%
- 1Y
- -31.96%
- 3Y*
- -12.92%
- 5Y*
- -8.20%
- 10Y*
- —
- ALL TIME*
- -5.84%
STWTX
- 1D
- -0.20%
- 1M
- -1.61%
- 6M
- -0.79%
- YTD
- -0.45%
- 1Y
- 4.84%
- 3Y*
- 2.07%
- 5Y*
- -0.10%
- 10Y*
- 1.55%
- ALL TIME*
- 2.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $330.80K | $292.70K | $351.18K | |
| $0.00 | $0.00 | $0.00 |
CCIF vs. STWTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.17% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | -12.85% |
STWTX Hartford Schroders Tax-Aware Bond Fund | -0.45% | 1.67% | 1.33% | 6.86% | -8.46% | 0.01% | 6.01% | 3.00% |
Correlation
The correlation between CCIF and STWTX is 0.02, 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. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 28, 2019 | 0.04 |
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Return for Risk
CCIF vs. STWTX — Risk / Return Rank
CCIF
STWTX
CCIF vs. STWTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and Hartford Schroders Tax-Aware Bond Fund (STWTX). 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 | STWTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.36 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 1.62 | -2.38 |
| Martin ratioReturn relative to average drawdown | -1.22 | 4.47 | -5.69 |
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Drawdowns
CCIF vs. STWTX - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, which is greater than STWTX's maximum drawdown of -14.44%. Use the drawdown chart below to compare losses from any high point for CCIF and STWTX.
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Drawdown Indicators
| CCIF | STWTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -14.44% | -38.79% |
Max Drawdown (1Y)Largest decline over 1 year | -41.95% | -3.34% | -38.61% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -8.27% | -44.96% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -14.37% | -38.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.44% | — |
Current DrawdownCurrent decline from peak | -49.69% | -2.66% | -47.03% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -2.59% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.14% | 1.21% | +24.93% |
Volatility
CCIF vs. STWTX - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 5.45% compared to Hartford Schroders Tax-Aware Bond Fund (STWTX) at 0.86%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier than STWTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | STWTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 0.86% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 26.25% | 2.40% | +23.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 3.21% | +26.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 4.97% | +15.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.38% | 3.94% | +21.44% |
Dividends
CCIF vs. STWTX - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 42.30%, more than STWTX's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 42.30% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% |
STWTX Hartford Schroders Tax-Aware Bond Fund | 3.13% | 2.90% | 3.20% | 3.01% | 2.20% | 2.61% | 2.90% | 4.34% | 3.47% | 2.03% | 2.85% | 2.91% |
Frequently Asked Questions
CCIF and STWTX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCIF has higher volatility (5.45%) compared to STWTX (0.86%). In terms of maximum drawdown, CCIF dropped -53.23% vs STWTX's -14.44%.
STWTX currently has the higher Sharpe Ratio (1.69 vs -1.08), 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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