PortfoliosLab logoPortfoliosLab logo
CIK vs. FAGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIK vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Asset Management Income Fund (CIK) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CIK vs. FAGIX — Risk / Return Rank

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

CIK
CIK Risk / Return Rank: 11
Overall Rank
CIK Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CIK Sortino Ratio Rank: 00
Sortino Ratio Rank
CIK Omega Ratio Rank: 00
Omega Ratio Rank
CIK Calmar Ratio Rank: 11
Calmar Ratio Rank
CIK Martin Ratio Rank: 11
Martin Ratio Rank

FAGIX
FAGIX Risk / Return Rank: 6767
Overall Rank
FAGIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FAGIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FAGIX Omega Ratio Rank: 5858
Omega Ratio Rank
FAGIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FAGIX Martin Ratio Rank: 8181
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.

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.


CIKFAGIXDifference
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

CIK vs. FAGIX - Sharpe Ratio Comparison

The current CIK Sharpe Ratio is -0.85, which is lower than the FAGIX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CIK and FAGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


CIKFAGIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.11%

-2.63%

-10.48%

Average Drawdown

Average peak-to-trough decline

-13.32%

-6.97%

-6.35%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


CIKFAGIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for CIK and FAGIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer