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CPUIX vs. ASDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPUIX vs. ASDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM/Insight Select Income Fund (CPUIX) and AAM/HIMCO Short Duration Fund (ASDIX). The values are adjusted to include any dividend payments, if applicable.

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CPUIX vs. ASDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPUIX
AAM/Insight Select Income Fund
-1.12%6.59%2.61%8.40%-16.27%-0.12%10.20%14.81%-3.01%6.86%
ASDIX
AAM/HIMCO Short Duration Fund
0.42%4.61%4.82%5.49%-1.33%0.39%2.15%5.15%1.08%2.70%

Returns By Period

In the year-to-date period, CPUIX achieves a -1.12% return, which is significantly lower than ASDIX's 0.42% return. Both investments have delivered pretty close results over the past 10 years, with CPUIX having a 2.85% annualized return and ASDIX not far behind at 2.76%.


CPUIX

1D
0.54%
1M
-2.67%
YTD
-1.12%
6M
-0.21%
1Y
4.35%
3Y*
4.22%
5Y*
0.43%
10Y*
2.85%

ASDIX

1D
0.12%
1M
-0.37%
YTD
0.42%
6M
1.56%
1Y
4.54%
3Y*
4.64%
5Y*
2.81%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPUIX vs. ASDIX - Expense Ratio Comparison

CPUIX has a 0.57% expense ratio, which is higher than ASDIX's 0.56% expense ratio.


Return for Risk

CPUIX vs. ASDIX — Risk / Return Rank

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

CPUIX
CPUIX Risk / Return Rank: 4343
Overall Rank
CPUIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CPUIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CPUIX Omega Ratio Rank: 3333
Omega Ratio Rank
CPUIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
CPUIX Martin Ratio Rank: 4141
Martin Ratio Rank

ASDIX
ASDIX Risk / Return Rank: 9898
Overall Rank
ASDIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ASDIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ASDIX Omega Ratio Rank: 9898
Omega Ratio Rank
ASDIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ASDIX Martin Ratio Rank: 9999
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.

CPUIX vs. ASDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM/Insight Select Income Fund (CPUIX) and AAM/HIMCO Short Duration Fund (ASDIX). 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.


CPUIXASDIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

3.25

-2.32

Sortino ratio

Return per unit of downside risk

1.32

5.10

-3.78

Omega ratio

Gain probability vs. loss probability

1.17

1.89

-0.72

Calmar ratio

Return relative to maximum drawdown

1.29

4.85

-3.55

Martin ratio

Return relative to average drawdown

4.28

26.16

-21.89

CPUIX vs. ASDIX - Sharpe Ratio Comparison

The current CPUIX Sharpe Ratio is 0.93, which is lower than the ASDIX Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of CPUIX and ASDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPUIXASDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

3.25

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

2.23

-2.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.96

-1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.96

-1.34

Correlation

The correlation between CPUIX and ASDIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CPUIX vs. ASDIX - Dividend Comparison

CPUIX's dividend yield for the trailing twelve months is around 4.78%, more than ASDIX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
CPUIX
AAM/Insight Select Income Fund
4.78%3.53%3.81%3.61%3.98%3.15%3.83%3.19%3.80%3.12%3.21%3.29%
ASDIX
AAM/HIMCO Short Duration Fund
4.05%3.11%3.69%3.48%2.01%0.99%1.70%2.80%2.50%2.06%2.40%2.05%

Drawdowns

CPUIX vs. ASDIX - Drawdown Comparison

The maximum CPUIX drawdown since its inception was -22.37%, which is greater than ASDIX's maximum drawdown of -7.62%. Use the drawdown chart below to compare losses from any high point for CPUIX and ASDIX.


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Drawdown Indicators


CPUIXASDIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-7.62%

-14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-0.89%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-2.73%

-19.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.37%

-7.62%

-14.75%

Current Drawdown

Current decline from peak

-3.31%

-0.37%

-2.94%

Average Drawdown

Average peak-to-trough decline

-4.50%

-0.29%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.17%

+0.85%

Volatility

CPUIX vs. ASDIX - Volatility Comparison

AAM/Insight Select Income Fund (CPUIX) has a higher volatility of 1.79% compared to AAM/HIMCO Short Duration Fund (ASDIX) at 0.40%. This indicates that CPUIX's price experiences larger fluctuations and is considered to be riskier than ASDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPUIXASDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

0.40%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

0.74%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

1.40%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

1.26%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

1.41%

+4.09%