CCLFX vs. CWFIX
Compare and contrast key facts about Cliffwater Corporate Lending Fund (CCLFX) and Chartwell Short Duration High Yield Fund (CWFIX).
CCLFX is managed by Cliffwater. It was launched on Mar 6, 2019. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
CCLFX vs. CWFIX - Performance Comparison
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CCLFX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCLFX Cliffwater Corporate Lending Fund | 0.96% | 8.93% | 12.62% | 12.66% | 2.32% | 10.38% | 8.73% | 2.12% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 3.06% |
Returns By Period
In the year-to-date period, CCLFX achieves a 0.96% return, which is significantly higher than CWFIX's -0.40% return.
CCLFX
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 0.96%
- 6M
- 3.09%
- 1Y
- 7.64%
- 3Y*
- 10.90%
- 5Y*
- 8.92%
- 10Y*
- —
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
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CCLFX vs. CWFIX - Expense Ratio Comparison
CCLFX has a 3.42% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
CCLFX vs. CWFIX — Risk / Return Rank
CCLFX
CWFIX
CCLFX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cliffwater Corporate Lending Fund (CCLFX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| CCLFX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 8.00 | 2.99 | +5.02 |
Sortino ratioReturn per unit of downside risk | 16.02 | 4.25 | +11.76 |
Omega ratioGain probability vs. loss probability | 5.88 | 1.80 | +4.08 |
Calmar ratioReturn relative to maximum drawdown | 16.71 | 3.72 | +12.99 |
Martin ratioReturn relative to average drawdown | 101.68 | 17.45 | +84.22 |
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
| CCLFX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.00 | 2.99 | +5.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 5.17 | 1.35 | +3.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.54 | 1.08 | +3.46 |
Correlation
The correlation between CCLFX and CWFIX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CCLFX vs. CWFIX - Dividend Comparison
CCLFX's dividend yield for the trailing twelve months is around 10.37%, more than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCLFX Cliffwater Corporate Lending Fund | 10.37% | 10.47% | 11.27% | 10.96% | 3.96% | 7.03% | 6.90% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
CCLFX vs. CWFIX - Drawdown Comparison
The maximum CCLFX drawdown since its inception was -3.91%, smaller than the maximum CWFIX drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for CCLFX and CWFIX.
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Drawdown Indicators
| CCLFX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.91% | -12.41% | +8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.46% | -1.37% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -2.25% | -6.36% | +4.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.41% | — |
Current DrawdownCurrent decline from peak | -0.09% | -1.03% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -0.87% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.29% | -0.21% |
Volatility
CCLFX vs. CWFIX - Volatility Comparison
The current volatility for Cliffwater Corporate Lending Fund (CCLFX) is 0.32%, while Chartwell Short Duration High Yield Fund (CWFIX) has a volatility of 0.70%. This indicates that CCLFX experiences smaller price fluctuations and is considered to be less risky than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCLFX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 0.70% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 0.65% | 1.03% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.97% | 1.71% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.74% | 2.75% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.89% | 3.09% | -1.20% |