CSOIX vs. FAGIX
Compare and contrast key facts about Credit Suisse Strategic Income Fund (CSOIX) and Fidelity Capital & Income Fund (FAGIX).
CSOIX is managed by Credit Suisse (New York, NY). It was launched on Sep 28, 2012. FAGIX is managed by Fidelity. It was launched on Nov 1, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSOIX or FAGIX.
Performance
CSOIX vs. FAGIX - Performance Comparison
Returns By Period
In the year-to-date period, CSOIX achieves a 8.75% return, which is significantly lower than FAGIX's 11.57% return. Both investments have delivered pretty close results over the past 10 years, with CSOIX having a 5.34% annualized return and FAGIX not far behind at 5.10%.
CSOIX
8.75%
0.53%
4.70%
12.34%
5.59%
5.34%
FAGIX
11.57%
0.88%
6.14%
16.23%
5.09%
5.10%
Key characteristics
| CSOIX | FAGIX | |
|---|---|---|
| Sharpe Ratio | 4.35 | 3.30 |
| Sortino Ratio | 10.96 | 5.06 |
| Omega Ratio | 2.73 | 1.72 |
| Calmar Ratio | 13.03 | 1.54 |
| Martin Ratio | 54.73 | 23.08 |
| Ulcer Index | 0.23% | 0.69% |
| Daily Std Dev | 2.83% | 4.76% |
| Max Drawdown | -20.04% | -37.80% |
| Current Drawdown | 0.00% | -0.48% |
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CSOIX vs. FAGIX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is higher than FAGIX's 0.67% expense ratio.
Correlation
The correlation between CSOIX and FAGIX is 0.61, 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.
Risk-Adjusted Performance
CSOIX vs. FAGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Fidelity Capital & Income Fund (FAGIX). 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.
Dividends
CSOIX vs. FAGIX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 7.80%, more than FAGIX's 5.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | 7.80% | 8.04% | 5.88% | 3.93% | 4.95% | 5.35% | 5.46% | 5.17% | 7.21% | 6.86% | 6.50% | 6.01% |
FAGIX Fidelity Capital & Income Fund | 5.02% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
Drawdowns
CSOIX vs. FAGIX - Drawdown Comparison
The maximum CSOIX drawdown since its inception was -20.04%, smaller than the maximum FAGIX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for CSOIX and FAGIX. For additional features, visit the drawdowns tool.
Volatility
CSOIX vs. FAGIX - Volatility Comparison
The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.65%, while Fidelity Capital & Income Fund (FAGIX) has a volatility of 1.25%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.