CIK vs. FAGIX
CIK (Credit Suisse Asset Management Income Fund) and FAGIX (Fidelity Capital & Income Fund) are both High Yield Bonds funds. CIK is passively managed, while FAGIX is actively managed. Over the past 10 years, CIK returned 7.03%/yr vs 7.57%/yr for FAGIX. Their 0.25 correlation means their historical movements had little consistent relationship. CIK charges 1.50%/yr vs 0.67%/yr for FAGIX.
Performance
CIK vs. FAGIX - Performance Comparison
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Returns By Period
In the year-to-date period, CIK achieves a -8.86% return, which is significantly lower than FAGIX's 5.94% return. Over the past 10 years, CIK has underperformed FAGIX with an annualized return of 7.03%, while FAGIX has yielded a comparatively higher 7.57% annualized return.
CIK
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- -9.26%
- YTD
- -8.86%
- 1Y
- -9.72%
- 3Y*
- 2.33%
- 5Y*
- 2.18%
- 10Y*
- 7.03%
- ALL TIME*
- 4.55%
FAGIX
- 1D
- 0.45%
- 1M
- -1.15%
- 6M
- 4.06%
- YTD
- 5.94%
- 1Y
- 11.72%
- 3Y*
- 11.46%
- 5Y*
- 6.27%
- 10Y*
- 7.57%
- ALL TIME*
- 6.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $807.09K | $1.09M | $1.61M | |
| $0.00 | $0.00 | $0.00 |
CIK vs. FAGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | -8.86% | 7.53% | 1.01% | 36.79% | -19.19% | 17.88% | 7.39% | 26.82% | -8.94% | 13.39% |
FAGIX Fidelity Capital & Income Fund | 5.94% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
Correlation
The correlation between CIK and FAGIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.25 |
Over the past year, CIK and FAGIX have become more correlated (0.45) than their long-term average of 0.25, meaning their price movements have been converging.
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Return for Risk
CIK vs. FAGIX — Risk / Return Rank
CIK
FAGIX
CIK vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Asset Management Income Fund (CIK) and Fidelity Capital & Income Fund (FAGIX). 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.
| CIK | FAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.29 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.74 | -3.37 |
| Martin ratioReturn relative to average drawdown | -1.16 | 10.24 | -11.40 |
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Drawdowns
CIK vs. FAGIX - Drawdown Comparison
The maximum CIK drawdown since its inception was -54.81%, which is greater than FAGIX's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for CIK and FAGIX.
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Drawdown Indicators
| CIK | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -37.97% | -16.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.49% | -4.02% | -11.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.49% | -7.26% | -8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.22% | -15.42% | -10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -28.45% | -10.70% |
Current DrawdownCurrent decline from peak | -13.11% | -2.63% | -10.48% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -6.97% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.41% | 1.08% | +7.33% |
Volatility
CIK vs. FAGIX - Volatility Comparison
Credit Suisse Asset Management Income Fund (CIK) has a higher volatility of 3.09% compared to Fidelity Capital & Income Fund (FAGIX) at 2.25%. This indicates that CIK's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIK | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.25% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 5.95% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 7.05% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 6.79% | +9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 7.84% | +9.44% |
CIK vs. FAGIX - Expense Ratio Comparison
CIK has a 1.50% expense ratio, which is higher than FAGIX's 0.67% expense ratio.
Dividends
CIK vs. FAGIX - Dividend Comparison
CIK's dividend yield for the trailing twelve months is around 10.55%, more than FAGIX's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | 10.55% | 9.54% | 9.34% | 8.63% | 10.71% | 7.87% | 8.57% | 8.39% | 9.64% | 7.98% | 8.35% | 9.50% |
FAGIX Fidelity Capital & Income Fund | 5.03% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
Frequently Asked Questions
CIK and FAGIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIK has higher volatility (3.09%) compared to FAGIX (2.25%). In terms of maximum drawdown, CIK dropped -54.81% vs FAGIX's -37.97%.
FAGIX currently has the higher Sharpe Ratio (1.57 vs -0.85), 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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