CCIF vs. VBMPX
CCIF (Carlyle Credit Income Fund) and VBMPX (Vanguard Total Bond Market Index Fund Institutional Plus Shares) are both mutual funds - CCIF is a Intermediate Core Bond fund actively managed by Carlyle, while VBMPX is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. CCIF is actively managed, while VBMPX is passively managed. Over the past 5 years, CCIF returned -7.85%/yr vs -0.43%/yr for VBMPX. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
CCIF vs. VBMPX - 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 VBMPX's -0.69% 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%
VBMPX
- 1D
- 0.00%
- 1M
- -1.25%
- 6M
- -0.93%
- YTD
- -0.69%
- 1Y
- 1.68%
- 3Y*
- 3.70%
- 5Y*
- -0.43%
- 10Y*
- 1.30%
- ALL TIME*
- 2.23%
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. VBMPX - 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% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | -0.69% | 7.18% | 1.27% | 5.75% | -13.14% | -1.95% | 7.75% | 4.88% |
Correlation
The correlation between CCIF and VBMPX is 0.08, 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. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 28, 2019 | 0.06 |
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Return for Risk
CCIF vs. VBMPX — Risk / Return Rank
CCIF
VBMPX
CCIF vs. VBMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX). 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 | VBMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.13 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.00 | -1.80 |
| Martin ratioReturn relative to average drawdown | -1.28 | 2.50 | -3.78 |
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Drawdowns
CCIF vs. VBMPX - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, which is greater than VBMPX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for CCIF and VBMPX.
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Drawdown Indicators
| CCIF | VBMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -18.90% | -34.33% |
Max Drawdown (1Y)Largest decline over 1 year | -41.95% | -2.89% | -39.06% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -4.86% | -48.37% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -18.12% | -35.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.90% | — |
Current DrawdownCurrent decline from peak | -49.87% | -3.33% | -46.54% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -3.52% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.03% | 1.15% | +24.88% |
Volatility
CCIF vs. VBMPX - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 5.60% compared to Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) at 0.96%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier than VBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | VBMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 0.96% | +4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 26.36% | 2.97% | +23.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.64% | 3.83% | +25.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 6.02% | +14.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 4.98% | +20.41% |
Dividends
CCIF vs. VBMPX - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 42.45%, more than VBMPX's 3.73% 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% |
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.73% | 3.88% | 3.69% | 3.11% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.58% | 2.55% | 2.85% |
Frequently Asked Questions
CCIF and VBMPX have a correlation of 0.08, 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 VBMPX (0.96%). In terms of maximum drawdown, CCIF dropped -53.23% vs VBMPX's -18.90%.
VBMPX currently has the higher Sharpe Ratio (0.76 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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