CSOIX vs. FFRHX
Compare and contrast key facts about Credit Suisse Strategic Income Fund (CSOIX) and Fidelity Floating Rate High Income Fund (FFRHX).
CSOIX is managed by Credit Suisse (New York, NY). It was launched on Sep 28, 2012. FFRHX is managed by Fidelity. It was launched on Aug 16, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSOIX or FFRHX.
Performance
CSOIX vs. FFRHX - Performance Comparison
Returns By Period
In the year-to-date period, CSOIX achieves a 8.75% return, which is significantly higher than FFRHX's 8.09% return. Over the past 10 years, CSOIX has outperformed FFRHX with an annualized return of 5.34%, while FFRHX has yielded a comparatively lower 4.61% annualized return.
CSOIX
8.75%
0.53%
4.70%
12.34%
5.59%
5.34%
FFRHX
8.09%
0.89%
4.24%
9.98%
5.70%
4.61%
Key characteristics
| CSOIX | FFRHX | |
|---|---|---|
| Sharpe Ratio | 4.35 | 3.88 |
| Sortino Ratio | 10.96 | 12.50 |
| Omega Ratio | 2.73 | 4.16 |
| Calmar Ratio | 13.03 | 11.54 |
| Martin Ratio | 54.73 | 61.50 |
| Ulcer Index | 0.23% | 0.16% |
| Daily Std Dev | 2.83% | 2.55% |
| Max Drawdown | -20.04% | -22.19% |
| Current Drawdown | 0.00% | 0.00% |
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CSOIX vs. FFRHX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is higher than FFRHX's 0.67% expense ratio.
Correlation
The correlation between CSOIX and FFRHX is 0.62, 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. FFRHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Fidelity Floating Rate High Income Fund (FFRHX). 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. FFRHX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 7.80%, less than FFRHX's 8.37% 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% |
FFRHX Fidelity Floating Rate High Income Fund | 8.37% | 8.25% | 5.06% | 3.27% | 3.85% | 5.17% | 4.75% | 4.01% | 3.94% | 4.25% | 4.00% | 3.46% |
Drawdowns
CSOIX vs. FFRHX - Drawdown Comparison
The maximum CSOIX drawdown since its inception was -20.04%, smaller than the maximum FFRHX drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for CSOIX and FFRHX. For additional features, visit the drawdowns tool.
Volatility
CSOIX vs. FFRHX - Volatility Comparison
Credit Suisse Strategic Income Fund (CSOIX) has a higher volatility of 0.65% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.61%. This indicates that CSOIX's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.