CHIAX vs. CSAIX
Compare and contrast key facts about Credit Suisse Floating Rate High Income Fund (CHIAX) and Credit Suisse Managed Futures Strategy Fund (CSAIX).
CHIAX is managed by Credit Suisse. It was launched on Mar 7, 1999. CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012.
Performance
CHIAX vs. CSAIX - Performance Comparison
Loading graphics...
CHIAX vs. CSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHIAX Credit Suisse Floating Rate High Income Fund | -0.99% | 4.25% | 6.85% | 11.03% | -3.14% | 5.03% | 2.32% | 6.67% | -0.22% | 4.33% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.62% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
Returns By Period
In the year-to-date period, CHIAX achieves a -0.99% return, which is significantly lower than CSAIX's 2.62% return. Over the past 10 years, CHIAX has outperformed CSAIX with an annualized return of 4.36%, while CSAIX has yielded a comparatively lower 0.15% annualized return.
CHIAX
- 1D
- 0.00%
- 1M
- -0.00%
- YTD
- -0.99%
- 6M
- -0.37%
- 1Y
- 2.95%
- 3Y*
- 5.87%
- 5Y*
- 4.06%
- 10Y*
- 4.36%
CSAIX
- 1D
- -0.62%
- 1M
- -3.19%
- YTD
- 2.62%
- 6M
- 6.68%
- 1Y
- -4.04%
- 3Y*
- -3.66%
- 5Y*
- 0.73%
- 10Y*
- 0.15%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CHIAX vs. CSAIX - Expense Ratio Comparison
CHIAX has a 0.95% expense ratio, which is lower than CSAIX's 1.30% expense ratio.
Return for Risk
CHIAX vs. CSAIX — Risk / Return Rank
CHIAX
CSAIX
CHIAX vs. CSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Floating Rate High Income Fund (CHIAX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). 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.
| CHIAX | CSAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | -0.38 | +1.68 |
Sortino ratioReturn per unit of downside risk | 2.27 | -0.39 | +2.67 |
Omega ratioGain probability vs. loss probability | 1.38 | 0.94 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.32 | +2.10 |
Martin ratioReturn relative to average drawdown | 5.58 | -0.45 | +6.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CHIAX | CSAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | -0.38 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.51 | 0.07 | +1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.23 | 0.01 | +1.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.23 | +0.94 |
Correlation
The correlation between CHIAX and CSAIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CHIAX vs. CSAIX - Dividend Comparison
CHIAX's dividend yield for the trailing twelve months is around 6.65%, more than CSAIX's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHIAX Credit Suisse Floating Rate High Income Fund | 6.65% | 7.44% | 7.25% | 7.19% | 3.90% | 3.38% | 4.19% | 4.94% | 4.38% | 3.79% | 4.47% | 4.26% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.91% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
Drawdowns
CHIAX vs. CSAIX - Drawdown Comparison
The maximum CHIAX drawdown since its inception was -37.29%, which is greater than CSAIX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for CHIAX and CSAIX.
Loading graphics...
Drawdown Indicators
| CHIAX | CSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.29% | -28.79% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -13.92% | +12.00% |
Max Drawdown (5Y)Largest decline over 5 years | -5.99% | -28.79% | +22.80% |
Max Drawdown (10Y)Largest decline over 10 years | -19.94% | -28.79% | +8.85% |
Current DrawdownCurrent decline from peak | -1.15% | -20.43% | +19.28% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -9.43% | +7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 10.41% | -9.80% |
Volatility
CHIAX vs. CSAIX - Volatility Comparison
The current volatility for Credit Suisse Floating Rate High Income Fund (CHIAX) is 0.76%, while Credit Suisse Managed Futures Strategy Fund (CSAIX) has a volatility of 4.58%. This indicates that CHIAX experiences smaller price fluctuations and is considered to be less risky than CSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CHIAX | CSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 4.58% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 1.74% | 10.04% | -8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 12.60% | -9.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.71% | 10.42% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.57% | 10.02% | -6.45% |