CCIF vs. WFBIX
CCIF (Carlyle Credit Income Fund) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 5 years, CCIF returned -7.78%/yr vs 0.99%/yr for WFBIX. At a 0.06 correlation, their price movements are largely independent.
Performance
CCIF vs. WFBIX - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -27.46% return, which is significantly lower than WFBIX's 0.43% return.
CCIF
- 1D
- -0.65%
- 1M
- -6.48%
- YTD
- -27.46%
- 6M
- -33.52%
- 1Y
- -40.60%
- 3Y*
- -16.26%
- 5Y*
- -7.78%
- 10Y*
- —
WFBIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.43%
- 6M
- 0.32%
- 1Y
- 5.35%
- 3Y*
- 5.33%
- 5Y*
- 0.99%
- 10Y*
- 1.96%
CCIF vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.46% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | -12.85% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 4.47% |
Correlation
The correlation between CCIF and WFBIX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 29, 2019 | 0.06 |
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Return for Risk
CCIF vs. WFBIX — Risk / Return Rank
CCIF
WFBIX
CCIF vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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.
| CCIF | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.25 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 1.78 | -2.72 |
| Martin ratioReturn relative to average drawdown | -1.67 | 5.34 | -7.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCIF | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.36 | 1.36 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.16 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.94 | -1.18 |
Drawdowns
CCIF vs. WFBIX - Drawdown Comparison
The maximum CCIF drawdown since its inception was -51.70%, which is greater than WFBIX's maximum drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for CCIF and WFBIX.
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Drawdown Indicators
| CCIF | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.70% | -18.68% | -33.02% |
Max Drawdown (1Y)Largest decline over 1 year | -43.40% | -3.02% | -40.38% |
Max Drawdown (3Y)Largest decline over 3 years | -51.70% | -6.09% | -45.61% |
Max Drawdown (5Y)Largest decline over 5 years | -51.70% | -17.84% | -33.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.68% | — |
Current DrawdownCurrent decline from peak | -49.90% | -1.50% | -48.40% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -2.26% | -9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.29% | 1.00% | +23.29% |
Volatility
CCIF vs. WFBIX - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 7.26% compared to iShares U.S. Aggregate Bond Index Fund (WFBIX) at 1.34%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier than WFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 1.34% | +5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 25.94% | 2.83% | +23.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.91% | 3.97% | +25.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 6.40% | +13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.45% | 5.17% | +20.28% |
Dividends
CCIF vs. WFBIX - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 36.64%, more than WFBIX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 36.64% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
CCIF and WFBIX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCIF has higher volatility (7.26%) compared to WFBIX (1.34%). In terms of maximum drawdown, CCIF dropped -51.70% vs WFBIX's -18.68%.
WFBIX currently has the higher Sharpe Ratio (1.36 vs -1.36), 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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