CIK vs. VWEHX
CIK (Credit Suisse Asset Management Income Fund) and VWEHX (Vanguard High-Yield Corporate Fund Investor Shares) are both High Yield Bonds funds. CIK is passively managed, while VWEHX is actively managed. Over the past 10 years, CIK returned 7.03%/yr vs 4.83%/yr for VWEHX. Their 0.20 correlation means their historical movements had little consistent relationship. CIK charges 1.50%/yr vs 0.22%/yr for VWEHX.
Performance
CIK vs. VWEHX - 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 VWEHX's 0.58% return. Over the past 10 years, CIK has outperformed VWEHX with an annualized return of 7.03%, while VWEHX has yielded a comparatively lower 4.83% 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%
VWEHX
- 1D
- -0.18%
- 1M
- -0.91%
- 6M
- 0.24%
- YTD
- 0.58%
- 1Y
- 4.33%
- 3Y*
- 7.53%
- 5Y*
- 3.68%
- 10Y*
- 4.83%
- ALL TIME*
- 4.72%
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. VWEHX - 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% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 0.58% | 9.38% | 6.33% | 11.66% | -9.04% | 2.97% | 5.30% | 15.81% | -2.93% | 7.05% |
Correlation
The correlation between CIK and VWEHX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.20 |
Over the past year, CIK and VWEHX have become more correlated (0.41) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
CIK vs. VWEHX — Risk / Return Rank
CIK
VWEHX
CIK vs. VWEHX - 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 Investor Shares (VWEHX). 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 | VWEHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.44 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.30 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 1.72 | -2.35 |
| Martin ratioReturn relative to average drawdown | -1.16 | 8.19 | -9.35 |
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Drawdowns
CIK vs. VWEHX - Drawdown Comparison
The maximum CIK drawdown since its inception was -54.81%, which is greater than VWEHX's maximum drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for CIK and VWEHX.
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Drawdown Indicators
| CIK | VWEHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -30.17% | -24.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.49% | -2.52% | -12.97% |
Max Drawdown (3Y)Largest decline over 3 years | -15.49% | -3.33% | -12.16% |
Max Drawdown (5Y)Largest decline over 5 years | -26.22% | -13.83% | -12.39% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -19.69% | -19.46% |
Current DrawdownCurrent decline from peak | -13.11% | -1.09% | -12.02% |
Average DrawdownAverage peak-to-trough decline | -13.32% | -4.28% | -9.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.41% | 0.53% | +7.88% |
Volatility
CIK vs. VWEHX - Volatility Comparison
Credit Suisse Asset Management Income Fund (CIK) has a higher volatility of 3.09% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 0.70%. This indicates that CIK's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIK | VWEHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 0.70% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 2.69% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 3.31% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 4.92% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 5.24% | +12.04% |
CIK vs. VWEHX - Expense Ratio Comparison
CIK has a 1.50% expense ratio, which is higher than VWEHX's 0.22% expense ratio.
Dividends
CIK vs. VWEHX - Dividend Comparison
CIK's dividend yield for the trailing twelve months is around 10.55%, more than VWEHX's 5.78% 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% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.78% | 6.15% | 6.11% | 5.68% | 5.11% | 3.43% | 4.62% | 5.24% | 5.94% | 5.29% | 5.41% | 6.42% |
Frequently Asked Questions
CIK and VWEHX have a correlation of 0.41, 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 VWEHX (0.70%). In terms of maximum drawdown, CIK dropped -54.81% vs VWEHX's -30.17%.
VWEHX currently has the higher Sharpe Ratio (1.33 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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