CSOIX vs. FQTIX
CSOIX (Credit Suisse Strategic Income Fund) and FQTIX (Franklin Templeton SMACS: Series I) are both High Yield Bonds funds. Over the past 5 years, CSOIX returned 3.88%/yr vs 3.50%/yr for FQTIX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. CSOIX charges 0.79%/yr vs 0.00%/yr for FQTIX.
Performance
CSOIX vs. FQTIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSOIX achieves a -0.14% return, which is significantly lower than FQTIX's 3.02% return.
CSOIX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 0.04%
- YTD
- -0.14%
- 1Y
- 1.83%
- 3Y*
- 6.09%
- 5Y*
- 3.88%
- 10Y*
- 5.30%
- ALL TIME*
- 5.39%
FQTIX
- 1D
- -0.12%
- 1M
- -0.91%
- 6M
- 1.56%
- YTD
- 3.02%
- 1Y
- 7.36%
- 3Y*
- 7.95%
- 5Y*
- 3.50%
- 10Y*
- —
- ALL TIME*
- 4.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CSOIX vs. FQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | -0.14% | 5.66% | 8.26% | 12.62% | -7.23% | 5.47% | 4.77% | 4.64% |
FQTIX Franklin Templeton SMACS: Series I | 3.02% | 7.51% | 8.03% | 13.44% | -14.39% | 8.51% | 3.68% | 4.11% |
Correlation
The correlation between CSOIX and FQTIX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.62 |
The correlation between CSOIX and FQTIX has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSOIX vs. FQTIX — Risk / Return Rank
CSOIX
FQTIX
CSOIX vs. FQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Franklin Templeton SMACS: Series I (FQTIX). 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.
| CSOIX | FQTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.51 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 3.31 | -2.74 |
| Martin ratioReturn relative to average drawdown | 2.07 | 15.98 | -13.91 |
Loading charts...
Drawdowns
CSOIX vs. FQTIX - Drawdown Comparison
The maximum CSOIX drawdown since its inception was -20.04%, smaller than the maximum FQTIX drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for CSOIX and FQTIX.
Loading charts...
Drawdown Indicators
| CSOIX | FQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.04% | -24.62% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -2.20% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -2.92% | -5.59% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -10.39% | -18.81% | +8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -20.04% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -1.03% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -4.23% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.45% | +0.34% |
Volatility
CSOIX vs. FQTIX - Volatility Comparison
The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.34%, while Franklin Templeton SMACS: Series I (FQTIX) has a volatility of 0.61%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSOIX | FQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.61% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.09% | 2.41% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 3.09% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.35% | 5.93% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.98% | 7.64% | -3.66% |
CSOIX vs. FQTIX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is higher than FQTIX's 0.00% expense ratio.
Dividends
CSOIX vs. FQTIX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 5.92%, less than FQTIX's 7.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | 5.92% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
FQTIX Franklin Templeton SMACS: Series I | 7.06% | 5.70% | 7.86% | 7.64% | 8.10% | 7.15% | 6.89% | 5.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSOIX and FQTIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FQTIX has higher volatility (0.61%) compared to CSOIX (0.34%). In terms of maximum drawdown, CSOIX dropped -20.04% vs FQTIX's -24.62%.
FQTIX currently has the higher Sharpe Ratio (2.36 vs 0.61), 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.
Find the right allocation for CSOIX and FQTIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer