CSOIX vs. CRDOX
Compare and contrast key facts about Credit Suisse Strategic Income Fund (CSOIX) and Six Circles Credit Opportunities Fund (CRDOX).
CSOIX is managed by Credit Suisse. It was launched on Sep 28, 2012. CRDOX is managed by Six Circles. It was launched on Nov 22, 2020.
Performance
CSOIX vs. CRDOX - Performance Comparison
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CSOIX vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | -2.34% | 5.66% | 8.26% | 12.62% | -7.23% | 5.47% | 2.63% |
CRDOX Six Circles Credit Opportunities Fund | -1.78% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Returns By Period
In the year-to-date period, CSOIX achieves a -2.34% return, which is significantly lower than CRDOX's -1.78% return.
CSOIX
- 1D
- 0.00%
- 1M
- -1.63%
- YTD
- -2.34%
- 6M
- -1.47%
- 1Y
- 2.76%
- 3Y*
- 6.71%
- 5Y*
- 3.78%
- 10Y*
- 5.90%
CRDOX
- 1D
- -0.45%
- 1M
- -3.08%
- YTD
- -1.78%
- 6M
- -0.13%
- 1Y
- 6.28%
- 3Y*
- 6.44%
- 5Y*
- 2.67%
- 10Y*
- —
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CSOIX vs. CRDOX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is higher than CRDOX's 0.29% expense ratio.
Return for Risk
CSOIX vs. CRDOX — Risk / Return Rank
CSOIX
CRDOX
CSOIX vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Six Circles Credit Opportunities Fund (CRDOX). 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.
| CSOIX | CRDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.90 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.60 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.51 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.72 | 6.42 | -1.70 |
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
| CSOIX | CRDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.90 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.66 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.70 | +0.71 |
Correlation
The correlation between CSOIX and CRDOX is 0.69, 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
CSOIX vs. CRDOX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 6.63%, more than CRDOX's 6.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | 6.63% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
CRDOX Six Circles Credit Opportunities Fund | 6.36% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSOIX vs. CRDOX - Drawdown Comparison
The maximum CSOIX drawdown since its inception was -20.04%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for CSOIX and CRDOX.
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Drawdown Indicators
| CSOIX | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.04% | -15.92% | -4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -3.14% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -10.39% | -15.92% | +5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -20.04% | — | — |
Current DrawdownCurrent decline from peak | -2.34% | -3.14% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -3.63% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.79% | -0.13% |
Volatility
CSOIX vs. CRDOX - Volatility Comparison
The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.95%, while Six Circles Credit Opportunities Fund (CRDOX) has a volatility of 1.37%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSOIX | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 1.37% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 2.16% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.04% | 3.27% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 4.11% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.01% | 4.04% | -0.03% |