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

Performance

CIK vs. VWEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Asset Management Income Fund (CIK) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CIK vs. VWEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIK
Credit Suisse Asset Management Income Fund
-7.38%7.53%1.01%36.79%-19.19%17.88%7.39%26.82%-8.94%13.39%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
-1.68%9.49%6.42%11.79%-8.95%3.04%5.41%15.92%-2.80%7.17%

Returns By Period

In the year-to-date period, CIK achieves a -7.38% return, which is significantly lower than VWEAX's -1.68% return. Over the past 10 years, CIK has outperformed VWEAX with an annualized return of 8.20%, while VWEAX has yielded a comparatively lower 5.22% annualized 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%

VWEAX

1D
0.18%
1M
-2.34%
YTD
-1.68%
6M
0.04%
1Y
5.98%
3Y*
7.45%
5Y*
3.91%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CIK vs. VWEAX - Expense Ratio Comparison

CIK has a 1.50% expense ratio, which is higher than VWEAX's 0.13% expense ratio.


Return for Risk

CIK vs. VWEAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIK
CIK Risk / Return Rank: 33
Overall Rank
CIK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CIK Sortino Ratio Rank: 33
Sortino Ratio Rank
CIK Omega Ratio Rank: 33
Omega Ratio Rank
CIK Calmar Ratio Rank: 44
Calmar Ratio Rank
CIK Martin Ratio Rank: 44
Martin Ratio Rank

VWEAX
VWEAX Risk / Return Rank: 9292
Overall Rank
VWEAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VWEAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VWEAX Omega Ratio Rank: 9494
Omega Ratio Rank
VWEAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VWEAX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIK vs. VWEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Asset Management Income Fund (CIK) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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.


CIKVWEAXDifference

Sharpe ratio

Return per unit of total volatility

-0.21

1.92

-2.13

Sortino ratio

Return per unit of downside risk

-0.20

2.89

-3.08

Omega ratio

Gain probability vs. loss probability

0.97

1.47

-0.49

Calmar ratio

Return relative to maximum drawdown

-0.19

2.52

-2.71

Martin ratio

Return relative to average drawdown

-0.60

10.45

-11.05

CIK vs. VWEAX - Sharpe Ratio Comparison

The current CIK Sharpe Ratio is -0.21, which is lower than the VWEAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of CIK and VWEAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CIKVWEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

1.92

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.81

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

1.00

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.22

-1.00

Correlation

The correlation between CIK and VWEAX is 0.26, 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. VWEAX - Dividend Comparison

CIK's dividend yield for the trailing twelve months is around 10.45%, more than VWEAX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
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%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
5.91%6.25%6.20%5.79%5.21%3.49%4.71%5.33%6.07%5.39%5.51%6.53%

Drawdowns

CIK vs. VWEAX - Drawdown Comparison

The maximum CIK drawdown since its inception was -54.81%, which is greater than VWEAX's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for CIK and VWEAX.


Loading graphics...

Drawdown Indicators


CIKVWEAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-30.05%

-24.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.49%

-2.52%

-12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.22%

-13.77%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-39.15%

-19.68%

-19.47%

Current Drawdown

Current decline from peak

-11.70%

-2.34%

-9.36%

Average Drawdown

Average peak-to-trough decline

-13.34%

-2.13%

-11.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

0.61%

+4.39%

Volatility

CIK vs. VWEAX - Volatility Comparison

Credit Suisse Asset Management Income Fund (CIK) has a higher volatility of 6.45% compared to Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) at 1.23%. This indicates that CIK's price experiences larger fluctuations and is considered to be riskier than VWEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CIKVWEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

1.23%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

2.25%

+7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

3.43%

+11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

4.86%

+11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

5.27%

+12.01%