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CSOIX vs. VQNPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSOIX vs. VQNPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Strategic Income Fund (CSOIX) and Vanguard Growth and Income Fund Investor Shares (VQNPX). The values are adjusted to include any dividend payments, if applicable.

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CSOIX vs. VQNPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSOIX
Credit Suisse Strategic Income Fund
-2.34%5.66%8.26%12.62%-7.23%5.47%4.77%10.17%-0.72%8.21%
VQNPX
Vanguard Growth and Income Fund Investor Shares
-7.84%19.13%25.72%24.72%-17.26%28.74%17.90%29.66%-4.70%19.82%

Returns By Period

In the year-to-date period, CSOIX achieves a -2.34% return, which is significantly higher than VQNPX's -7.84% return. Over the past 10 years, CSOIX has underperformed VQNPX with an annualized return of 5.90%, while VQNPX has yielded a comparatively higher 13.40% annualized 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%

VQNPX

1D
-0.56%
1M
-7.85%
YTD
-7.84%
6M
-4.62%
1Y
16.18%
3Y*
17.38%
5Y*
11.39%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSOIX vs. VQNPX - Expense Ratio Comparison

CSOIX has a 0.79% expense ratio, which is higher than VQNPX's 0.32% expense ratio.


Return for Risk

CSOIX vs. VQNPX — Risk / Return Rank

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

CSOIX
CSOIX Risk / Return Rank: 6363
Overall Rank
CSOIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CSOIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSOIX Omega Ratio Rank: 7474
Omega Ratio Rank
CSOIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
CSOIX Martin Ratio Rank: 4747
Martin Ratio Rank

VQNPX
VQNPX Risk / Return Rank: 5252
Overall Rank
VQNPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VQNPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VQNPX Omega Ratio Rank: 5353
Omega Ratio Rank
VQNPX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VQNPX Martin Ratio Rank: 5858
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.

CSOIX vs. VQNPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Vanguard Growth and Income Fund Investor Shares (VQNPX). 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.


CSOIXVQNPXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.92

+0.18

Sortino ratio

Return per unit of downside risk

1.77

1.39

+0.39

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.33

1.21

+0.12

Martin ratio

Return relative to average drawdown

4.72

5.55

-0.83

CSOIX vs. VQNPX - Sharpe Ratio Comparison

The current CSOIX Sharpe Ratio is 1.11, which is comparable to the VQNPX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CSOIX and VQNPX, 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


CSOIXVQNPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.92

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.67

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.48

0.74

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.60

+0.81

Correlation

The correlation between CSOIX and VQNPX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSOIX vs. VQNPX - Dividend Comparison

CSOIX's dividend yield for the trailing twelve months is around 6.63%, less than VQNPX's 11.50% yield.


TTM20252024202320222021202020192018201720162015
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%
VQNPX
Vanguard Growth and Income Fund Investor Shares
11.50%10.60%11.56%8.60%9.69%15.16%6.53%4.09%7.92%5.01%6.90%7.60%

Drawdowns

CSOIX vs. VQNPX - Drawdown Comparison

The maximum CSOIX drawdown since its inception was -20.04%, smaller than the maximum VQNPX drawdown of -55.93%. Use the drawdown chart below to compare losses from any high point for CSOIX and VQNPX.


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Drawdown Indicators


CSOIXVQNPXDifference

Max Drawdown

Largest peak-to-trough decline

-20.04%

-55.93%

+35.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-11.90%

+9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-10.39%

-23.36%

+12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-20.04%

-34.33%

+14.29%

Current Drawdown

Current decline from peak

-2.34%

-9.75%

+7.41%

Average Drawdown

Average peak-to-trough decline

-1.49%

-8.90%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

2.60%

-1.94%

Volatility

CSOIX vs. VQNPX - Volatility Comparison

The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.95%, while Vanguard Growth and Income Fund Investor Shares (VQNPX) has a volatility of 4.37%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than VQNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSOIXVQNPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

4.37%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

9.73%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

18.18%

-15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

17.06%

-13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

18.17%

-14.16%