CIK vs. JIRE
Compare and contrast key facts about Credit Suisse Asset Management Income Fund (CIK) and JPMorgan International Research Enhanced Equity ETF (JIRE).
CIK is a passively managed fund by Credit Suisse that tracks the performance of the BofA Merrill Lynch US High Yield Master II Constrained Index. It was launched on Feb 11, 1987. JIRE is an actively managed fund by JPMorgan. It was launched on Oct 28, 1992.
Performance
CIK vs. JIRE - Performance Comparison
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CIK vs. JIRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | -7.38% | 7.53% | 1.01% | 36.79% | -0.73% |
JIRE JPMorgan International Research Enhanced Equity ETF | 1.15% | 31.83% | 3.15% | 20.00% | 5.73% |
Returns By Period
In the year-to-date period, CIK achieves a -7.38% return, which is significantly lower than JIRE's 1.15% return.
CIK
- 1D
- 4.49%
- 1M
- -4.80%
- YTD
- -7.38%
- 6M
- -8.38%
- 1Y
- -3.01%
- 3Y*
- 9.60%
- 5Y*
- 3.96%
- 10Y*
- 8.20%
JIRE
- 1D
- 3.19%
- 1M
- -8.21%
- YTD
- 1.15%
- 6M
- 6.09%
- 1Y
- 22.44%
- 3Y*
- 14.48%
- 5Y*
- —
- 10Y*
- —
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CIK vs. JIRE - Expense Ratio Comparison
CIK has a 1.50% expense ratio, which is higher than JIRE's 0.24% expense ratio.
Return for Risk
CIK vs. JIRE — Risk / Return Rank
CIK
JIRE
CIK vs. JIRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Asset Management Income Fund (CIK) and JPMorgan International Research Enhanced Equity ETF (JIRE). 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.
| CIK | JIRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 1.27 | -1.48 |
Sortino ratioReturn per unit of downside risk | -0.20 | 1.79 | -1.99 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.80 | -1.99 |
Martin ratioReturn relative to average drawdown | -0.60 | 6.92 | -7.52 |
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
| CIK | JIRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 1.27 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.98 | -0.76 |
Correlation
The correlation between CIK and JIRE is 0.34, 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
CIK vs. JIRE - Dividend Comparison
CIK's dividend yield for the trailing twelve months is around 10.45%, more than JIRE's 2.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | 10.45% | 9.54% | 9.34% | 8.63% | 10.71% | 7.87% | 8.57% | 8.39% | 9.64% | 7.98% | 8.35% | 9.50% |
JIRE JPMorgan International Research Enhanced Equity ETF | 2.96% | 2.99% | 3.03% | 2.74% | 2.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIK vs. JIRE - Drawdown Comparison
The maximum CIK drawdown since its inception was -54.81%, which is greater than JIRE's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for CIK and JIRE.
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Drawdown Indicators
| CIK | JIRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -16.11% | -38.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.49% | -11.77% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | — | — |
Current DrawdownCurrent decline from peak | -11.70% | -8.47% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -13.34% | -3.01% | -10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 3.06% | +1.94% |
Volatility
CIK vs. JIRE - Volatility Comparison
The current volatility for Credit Suisse Asset Management Income Fund (CIK) is 6.45%, while JPMorgan International Research Enhanced Equity ETF (JIRE) has a volatility of 7.96%. This indicates that CIK experiences smaller price fluctuations and is considered to be less risky than JIRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIK | JIRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 7.96% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 11.37% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 17.81% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 16.14% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.14% | +1.14% |