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CSQIX vs. HYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSQIX vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manteio Multialternative Strategy Fund I (CSQIX) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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CSQIX vs. HYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSQIX
Manteio Multialternative Strategy Fund I
0.99%0.90%0.87%1.95%5.82%10.23%6.39%4.30%-5.08%3.85%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-0.35%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%

Returns By Period

In the year-to-date period, CSQIX achieves a 0.99% return, which is significantly higher than HYG's -0.35% return. Over the past 10 years, CSQIX has underperformed HYG with an annualized return of 3.28%, while HYG has yielded a comparatively higher 5.13% annualized return.


CSQIX

1D
-0.37%
1M
-4.78%
YTD
0.99%
6M
1.77%
1Y
-1.26%
3Y*
2.70%
5Y*
3.14%
10Y*
3.28%

HYG

1D
0.95%
1M
-0.95%
YTD
-0.35%
6M
0.87%
1Y
6.89%
3Y*
7.90%
5Y*
3.61%
10Y*
5.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSQIX vs. HYG - Expense Ratio Comparison

CSQIX has a 0.90% expense ratio, which is higher than HYG's 0.49% expense ratio.


Return for Risk

CSQIX vs. HYG — Risk / Return Rank

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

CSQIX
CSQIX Risk / Return Rank: 44
Overall Rank
CSQIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CSQIX Sortino Ratio Rank: 33
Sortino Ratio Rank
CSQIX Omega Ratio Rank: 44
Omega Ratio Rank
CSQIX Calmar Ratio Rank: 44
Calmar Ratio Rank
CSQIX Martin Ratio Rank: 55
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 7878
Overall Rank
HYG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYG Omega Ratio Rank: 7979
Omega Ratio Rank
HYG Calmar Ratio Rank: 7373
Calmar Ratio Rank
HYG Martin Ratio Rank: 8686
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.

CSQIX vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manteio Multialternative Strategy Fund I (CSQIX) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


CSQIXHYGDifference

Sharpe ratio

Return per unit of total volatility

-0.12

1.24

-1.36

Sortino ratio

Return per unit of downside risk

-0.11

1.87

-1.97

Omega ratio

Gain probability vs. loss probability

0.99

1.29

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.20

1.78

-1.99

Martin ratio

Return relative to average drawdown

-0.33

9.42

-9.75

CSQIX vs. HYG - Sharpe Ratio Comparison

The current CSQIX Sharpe Ratio is -0.12, which is lower than the HYG Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CSQIX and HYG, 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


CSQIXHYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

1.24

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.48

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.62

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.45

-0.42

Correlation

The correlation between CSQIX and HYG is 0.36, 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

CSQIX vs. HYG - Dividend Comparison

CSQIX's dividend yield for the trailing twelve months is around 1.26%, less than HYG's 5.86% yield.


TTM20252024202320222021202020192018201720162015
CSQIX
Manteio Multialternative Strategy Fund I
1.26%1.28%13.42%2.95%2.80%9.19%13.34%4.97%1.84%4.76%2.11%0.24%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.86%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

Drawdowns

CSQIX vs. HYG - Drawdown Comparison

The maximum CSQIX drawdown since its inception was -80.60%, which is greater than HYG's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for CSQIX and HYG.


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Drawdown Indicators


CSQIXHYGDifference

Max Drawdown

Largest peak-to-trough decline

-80.60%

-34.25%

-46.35%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-3.93%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.33%

-15.79%

+2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-80.60%

-22.03%

-58.57%

Current Drawdown

Current decline from peak

-73.55%

-1.30%

-72.25%

Average Drawdown

Average peak-to-trough decline

-47.66%

-3.27%

-44.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

0.74%

+2.37%

Volatility

CSQIX vs. HYG - Volatility Comparison

Manteio Multialternative Strategy Fund I (CSQIX) has a higher volatility of 3.06% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 2.28%. This indicates that CSQIX's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSQIXHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

2.28%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

2.92%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

5.56%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

7.51%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.39%

8.31%

+122.08%