FOCIX vs. CRDOX
Compare and contrast key facts about Fairholme Focused Income Fund (FOCIX) and Six Circles Credit Opportunities Fund (CRDOX).
FOCIX is managed by Fairholme. It was launched on Dec 31, 2009. CRDOX is managed by Six Circles. It was launched on Nov 22, 2020.
Performance
FOCIX vs. CRDOX - Performance Comparison
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FOCIX vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FOCIX Fairholme Focused Income Fund | 6.09% | 6.17% | 14.67% | 12.58% | 6.00% | 6.73% | -0.13% |
CRDOX Six Circles Credit Opportunities Fund | -1.45% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Returns By Period
In the year-to-date period, FOCIX achieves a 6.09% return, which is significantly higher than CRDOX's -1.45% return.
FOCIX
- 1D
- -0.78%
- 1M
- -0.78%
- YTD
- 6.09%
- 6M
- 5.89%
- 1Y
- 8.09%
- 3Y*
- 11.48%
- 5Y*
- 9.76%
- 10Y*
- 8.16%
CRDOX
- 1D
- 0.34%
- 1M
- -2.43%
- YTD
- -1.45%
- 6M
- 0.10%
- 1Y
- 6.40%
- 3Y*
- 6.56%
- 5Y*
- 2.70%
- 10Y*
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FOCIX vs. CRDOX - Expense Ratio Comparison
FOCIX has a 1.00% expense ratio, which is higher than CRDOX's 0.29% expense ratio.
Return for Risk
FOCIX vs. CRDOX — Risk / Return Rank
FOCIX
CRDOX
FOCIX vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairholme Focused Income Fund (FOCIX) and Six Circles Credit Opportunities Fund (CRDOX). 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.
| FOCIX | CRDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.04 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.25 | 2.80 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.47 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.81 | -0.71 |
Martin ratioReturn relative to average drawdown | 4.45 | 8.08 | -3.64 |
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
| FOCIX | CRDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.04 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.66 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.72 | +0.08 |
Correlation
The correlation between FOCIX and CRDOX is 0.28, 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
FOCIX vs. CRDOX - Dividend Comparison
FOCIX's dividend yield for the trailing twelve months is around 1.24%, less than CRDOX's 6.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCIX Fairholme Focused Income Fund | 1.24% | 1.31% | 2.46% | 2.82% | 2.24% | 1.12% | 0.65% | 2.75% | 4.57% | 9.83% | 5.16% | 5.51% |
CRDOX Six Circles Credit Opportunities Fund | 6.34% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FOCIX vs. CRDOX - Drawdown Comparison
The maximum FOCIX drawdown since its inception was -18.78%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for FOCIX and CRDOX.
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Drawdown Indicators
| FOCIX | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.78% | -15.92% | -2.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -3.14% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -12.36% | -15.92% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -18.61% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -2.81% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -3.63% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 0.70% | +1.14% |
Volatility
FOCIX vs. CRDOX - Volatility Comparison
Fairholme Focused Income Fund (FOCIX) has a higher volatility of 2.33% compared to Six Circles Credit Opportunities Fund (CRDOX) at 1.44%. This indicates that FOCIX's price experiences larger fluctuations and is considered to be riskier than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOCIX | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 1.44% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 2.19% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 3.28% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.74% | 4.11% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.18% | 4.04% | +5.14% |