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CDX vs. ASCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDX vs. ASCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify High Yield ETF (CDX) and Angel Oak Strategic Credit Fund (ASCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDX achieves a -3.00% return, which is significantly lower than ASCIX's 2.99% return.


CDX

1D
0.10%
1M
-0.57%
6M
-3.06%
YTD
-3.00%
1Y
-3.26%
3Y*
7.17%
5Y*
10Y*
ALL TIME*
3.85%

ASCIX

1D
-0.05%
1M
-0.29%
6M
2.20%
YTD
2.99%
1Y
5.39%
3Y*
8.87%
5Y*
7.30%
10Y*
ALL TIME*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$2.23M$2.17M$2.98M

CDX vs. ASCIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CDX
Simplify High Yield ETF
-3.00%9.51%7.71%12.74%-8.26%
ASCIX
Angel Oak Strategic Credit Fund
2.99%8.04%11.06%11.95%-4.58%

Correlation

The correlation between CDX and ASCIX is 0.35, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.28

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Return for Risk

CDX vs. ASCIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CDX
CDX Risk / Return Rank: 44
Overall Rank
CDX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CDX Sortino Ratio Rank: 44
Sortino Ratio Rank
CDX Omega Ratio Rank: 44
Omega Ratio Rank
CDX Calmar Ratio Rank: 44
Calmar Ratio Rank
CDX Martin Ratio Rank: 00
Martin Ratio Rank

ASCIX
ASCIX Risk / Return Rank: 9191
Overall Rank
ASCIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASCIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASCIX Omega Ratio Rank: 9595
Omega Ratio Rank
ASCIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ASCIX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CDX vs. ASCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify High Yield ETF (CDX) and Angel Oak Strategic Credit Fund (ASCIX). 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.


CDXASCIXDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-4.57

Omega ratioGain probability vs. loss probability

0.92

1.58

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.60

4.41

-5.01

Martin ratioReturn relative to average drawdown

-1.44

12.31

-13.75

CDX vs. ASCIX - Sharpe Ratio Comparison

The current CDX Sharpe Ratio is -0.54, which is lower than the ASCIX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of CDX and ASCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDX vs. ASCIX - Drawdown Comparison

The maximum CDX drawdown since its inception was -13.24%, smaller than the maximum ASCIX drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for CDX and ASCIX.


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Drawdown Indicators


CDXASCIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-25.70%

+12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-5.37%

-1.49%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-8.97%

-1.49%

-7.48%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

Current Drawdown

Current decline from peak

-7.94%

-0.34%

-7.60%

Average Drawdown

Average peak-to-trough decline

-4.44%

-1.84%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

0.53%

+1.71%

Volatility

CDX vs. ASCIX - Volatility Comparison

Simplify High Yield ETF (CDX) has a higher volatility of 2.02% compared to Angel Oak Strategic Credit Fund (ASCIX) at 0.35%. This indicates that CDX's price experiences larger fluctuations and is considered to be riskier than ASCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDXASCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

0.35%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.16%

1.98%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

3.30%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

3.51%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.97%

5.37%

+5.60%

CDX vs. ASCIX - Expense Ratio Comparison

CDX has a 0.25% expense ratio, which is lower than ASCIX's 0.85% expense ratio.


Dividends

CDX vs. ASCIX - Dividend Comparison

CDX's dividend yield for the trailing twelve months is around 8.33%, more than ASCIX's 7.76% yield.


PositionTTM20252024202320222021202020192018
ASCIX
Angel Oak Strategic Credit Fund
7.76%8.55%8.76%8.40%8.04%13.64%8.74%6.97%6.14%
CDX
Simplify High Yield ETF
8.33%7.18%12.60%5.26%7.51%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CDX and ASCIX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDX has higher volatility (2.02%) compared to ASCIX (0.35%). In terms of maximum drawdown, CDX dropped -13.24% vs ASCIX's -25.70%.

ASCIX currently has the higher Sharpe Ratio (2.00 vs -0.54), 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.

Portfolio Optimizer

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