CSOIX vs. VQNPX

Last updated Jun 3, 2026

CSOIX (Credit Suisse Strategic Income Fund) and VQNPX (Vanguard Growth and Income Fund Investor Shares) are both mutual funds - CSOIX is a High Yield Bonds fund managed by Credit Suisse, while VQNPX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, CSOIX returned 5.72%/yr vs 15.29%/yr for VQNPX. At a 0.34 correlation, their price movements are largely independent. CSOIX charges 0.79%/yr vs 0.32%/yr for VQNPX.

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.

Returns By Period

In the year-to-date period, CSOIX achieves a -0.30% return, which is significantly lower than VQNPX's 10.36% return. Over the past 10 years, CSOIX has underperformed VQNPX with an annualized return of 5.72%, while VQNPX has yielded a comparatively higher 15.29% annualized return.

CSOIX

• 1D: 0.00%
• 1M: 0.00%
• YTD: -0.30%
• 6M: 0.39%
• 1Y: 3.30%
• 3Y*: 7.11%
• 5Y*: 3.94%
• 10Y*: 5.72%

VQNPX

• 1D: 0.50%
• 1M: 5.42%
• YTD: 10.36%
• 6M: 10.92%
• 1Y: 29.31%
• 3Y*: 23.04%
• 5Y*: 14.08%
• 10Y*: 15.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSOIX vs. VQNPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSOIX Credit Suisse Strategic Income Fund	-0.30%	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	10.36%	19.13%	25.72%	24.72%	-17.26%	28.74%	17.90%	29.66%	-4.70%	19.82%

Correlation

The correlation between CSOIX and VQNPX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.34

The correlation between CSOIX and VQNPX shifts across timeframes, from 0.34 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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: 23
CSOIX Sharpe Ratio Rank: 18
CSOIX Sortino Ratio Rank: 32
CSOIX Omega Ratio Rank: 32
CSOIX Calmar Ratio Rank: 15
CSOIX Martin Ratio Rank: 18

VQNPX

VQNPX Risk / Return Rank: 65
VQNPX Sharpe Ratio Rank: 67
VQNPX Sortino Ratio Rank: 59
VQNPX Omega Ratio Rank: 59
VQNPX Calmar Ratio Rank: 65
VQNPX Martin Ratio Rank: 74

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.

	CSOIX	VQNPX	Difference
Sharpe ratio Return per unit of total volatility	1.25	2.40	-1.15
Sortino ratio Return per unit of downside risk	2.38	3.24	-0.86
Omega ratio Gain probability vs. loss probability	1.30	1.43	-0.13
Calmar ratio Return relative to maximum drawdown	1.42	3.10	-1.68
Martin ratio Return relative to average drawdown	5.24	14.00	-8.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSOIX vs. VQNPX - Sharpe Ratio Comparison

The current CSOIX Sharpe Ratio is 1.25, which is lower than the VQNPX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CSOIX and VQNPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSOIX	VQNPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	2.40	-1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.19	0.83	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.43	0.84	+0.59
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.62	+0.82

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.

Drawdown Indicators

	CSOIX	VQNPX	Difference
Max Drawdown Largest peak-to-trough decline	-20.04%	-55.93%	+35.89%
Max Drawdown (1Y) Largest decline over 1 year	-2.86%	-9.75%	+6.89%
Max Drawdown (3Y) Largest decline over 3 years	-2.92%	-19.68%	+16.76%
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	-0.30%	0.00%	-0.30%
Average Drawdown Average peak-to-trough decline	-1.48%	-8.87%	+7.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.77%	2.16%	-1.39%

Volatility

CSOIX vs. VQNPX - Volatility Comparison

The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.55%, while Vanguard Growth and Income Fund Investor Shares (VQNPX) has a volatility of 3.03%. 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.

Volatility by Period

	CSOIX	VQNPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.55%	3.03%	-2.48%
Volatility (6M) Calculated over the trailing 6-month period	2.09%	9.47%	-7.38%
Volatility (1Y) Calculated over the trailing 1-year period	2.65%	12.56%	-9.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.34%	17.11%	-13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.01%	18.22%	-14.21%

CSOIX vs. VQNPX - Expense Ratio Comparison

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

Dividends

CSOIX vs. VQNPX - Dividend Comparison

CSOIX's dividend yield for the trailing twelve months is around 5.92%, less than VQNPX's 9.61% 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%
VQNPX Vanguard Growth and Income Fund Investor Shares	9.61%	10.60%	11.56%	8.60%	9.69%	15.16%	6.53%	4.09%	7.92%	5.01%	6.90%	7.60%

Frequently Asked Questions

Can I hold both CSOIX and VQNPX in my portfolio?

CSOIX and VQNPX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSOIX or VQNPX?

VQNPX has higher volatility (3.03%) compared to CSOIX (0.55%). In terms of maximum drawdown, CSOIX dropped -20.04% vs VQNPX's -55.93%.

Which has better risk-adjusted returns?

VQNPX currently has the higher Sharpe Ratio (2.40 vs 1.25), 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.