FCRIX vs. CSQAX
Compare and contrast key facts about FS Credit Income Fund Class I (FCRIX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX).
FCRIX is an actively managed fund by FS Investments. It was launched on Nov 1, 2017. CSQAX is a passively managed fund by Credit Suisse that tracks the performance of the Credit Suisse Liquid Alternative Beta Index. It was launched on Mar 30, 2012.
Performance
FCRIX vs. CSQAX - Performance Comparison
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FCRIX vs. CSQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCRIX FS Credit Income Fund Class I | 0.85% | 7.88% | 9.57% | 11.96% | -10.70% | 7.50% | 8.27% | 2.47% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 1.07% | 0.73% | 0.66% | 1.72% | 5.52% | 9.98% | 6.10% | -1.78% |
Returns By Period
In the year-to-date period, FCRIX achieves a 0.85% return, which is significantly lower than CSQAX's 1.07% return.
FCRIX
- 1D
- 0.00%
- 1M
- -0.25%
- YTD
- 0.85%
- 6M
- 2.90%
- 1Y
- 7.47%
- 3Y*
- 9.04%
- 5Y*
- 4.47%
- 10Y*
- —
CSQAX
- 1D
- 0.12%
- 1M
- -4.37%
- YTD
- 1.07%
- 6M
- 1.86%
- 1Y
- -1.79%
- 3Y*
- 2.54%
- 5Y*
- 2.78%
- 10Y*
- 3.10%
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FCRIX vs. CSQAX - Expense Ratio Comparison
FCRIX has a 2.37% expense ratio, which is higher than CSQAX's 1.74% expense ratio.
Return for Risk
FCRIX vs. CSQAX — Risk / Return Rank
FCRIX
CSQAX
FCRIX vs. CSQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Income Fund Class I (FCRIX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX). 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.
| FCRIX | CSQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | -0.18 | +2.47 |
Sortino ratioReturn per unit of downside risk | 5.70 | -0.19 | +5.89 |
Omega ratioGain probability vs. loss probability | 2.26 | 0.98 | +1.28 |
Calmar ratioReturn relative to maximum drawdown | 5.76 | -0.20 | +5.96 |
Martin ratioReturn relative to average drawdown | 23.55 | -0.31 | +23.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCRIX | CSQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | -0.18 | +2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.44 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.49 | +0.34 |
Correlation
The correlation between FCRIX and CSQAX is 0.09, 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
FCRIX vs. CSQAX - Dividend Comparison
FCRIX's dividend yield for the trailing twelve months is around 9.52%, more than CSQAX's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCRIX FS Credit Income Fund Class I | 9.52% | 10.54% | 8.27% | 5.56% | 3.25% | 5.62% | 5.72% | 2.91% | 0.00% | 0.00% | 0.00% | 0.00% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 1.07% | 1.09% | 6.54% | 2.73% | 2.59% | 9.06% | 13.23% | 4.77% | 1.84% | 5.27% | 1.87% | 0.24% |
Drawdowns
FCRIX vs. CSQAX - Drawdown Comparison
The maximum FCRIX drawdown since its inception was -26.74%, which is greater than CSQAX's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for FCRIX and CSQAX.
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Drawdown Indicators
| FCRIX | CSQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.74% | -8.37% | -18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -1.31% | -5.05% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -15.33% | -7.28% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.37% | — |
Current DrawdownCurrent decline from peak | -0.25% | -4.58% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -3.28% | -2.07% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 3.17% | -2.83% |
Volatility
FCRIX vs. CSQAX - Volatility Comparison
The current volatility for FS Credit Income Fund Class I (FCRIX) is 0.22%, while Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) has a volatility of 3.05%. This indicates that FCRIX experiences smaller price fluctuations and is considered to be less risky than CSQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCRIX | CSQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 3.05% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 5.76% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 7.59% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.20% | 6.33% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.47% | 5.98% | +0.49% |