PortfoliosLab logo
FSMSX vs. CSQIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSMSX and CSQIX is 0.29, 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.


Performance

FSMSX vs. CSQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Multi-Strategy Alternatives Fund (FSMSX) and Credit Suisse Multialternative Strategy Fund (CSQIX). The values are adjusted to include any dividend payments, if applicable.

18.00%20.00%22.00%24.00%26.00%28.00%30.00%December2025FebruaryMarchAprilMay
28.34%
20.21%
FSMSX
CSQIX

Key characteristics

Sharpe Ratio

FSMSX:

0.21

CSQIX:

0.01

Sortino Ratio

FSMSX:

0.32

CSQIX:

0.05

Omega Ratio

FSMSX:

1.05

CSQIX:

1.01

Calmar Ratio

FSMSX:

0.27

CSQIX:

0.01

Martin Ratio

FSMSX:

0.71

CSQIX:

0.03

Ulcer Index

FSMSX:

1.07%

CSQIX:

2.31%

Daily Std Dev

FSMSX:

3.33%

CSQIX:

6.29%

Max Drawdown

FSMSX:

-9.41%

CSQIX:

-11.28%

Current Drawdown

FSMSX:

-1.60%

CSQIX:

-3.13%

Returns By Period

In the year-to-date period, FSMSX achieves a -0.63% return, which is significantly lower than CSQIX's 0.94% return.


FSMSX

YTD

-0.63%

1M

0.27%

6M

0.06%

1Y

0.68%

5Y*

5.40%

10Y*

N/A

CSQIX

YTD

0.94%

1M

1.87%

6M

1.04%

1Y

0.06%

5Y*

3.49%

10Y*

1.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSMSX vs. CSQIX - Expense Ratio Comparison

FSMSX has a 1.89% expense ratio, which is higher than CSQIX's 0.85% expense ratio.


Risk-Adjusted Performance

FSMSX vs. CSQIX — Risk-Adjusted Performance Rank

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

FSMSX
The Risk-Adjusted Performance Rank of FSMSX is 3636
Overall Rank
The Sharpe Ratio Rank of FSMSX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FSMSX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FSMSX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FSMSX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FSMSX is 3636
Martin Ratio Rank

CSQIX
The Risk-Adjusted Performance Rank of CSQIX is 2121
Overall Rank
The Sharpe Ratio Rank of CSQIX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CSQIX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CSQIX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CSQIX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of CSQIX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSMSX vs. CSQIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Multi-Strategy Alternatives Fund (FSMSX) and Credit Suisse Multialternative Strategy Fund (CSQIX). 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.


The current FSMSX Sharpe Ratio is 0.21, which is higher than the CSQIX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of FSMSX and CSQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.21
0.01
FSMSX
CSQIX

Dividends

FSMSX vs. CSQIX - Dividend Comparison

FSMSX's dividend yield for the trailing twelve months is around 2.34%, less than CSQIX's 13.39% yield.


TTM20242023202220212020201920182017201620152014
FSMSX
FS Multi-Strategy Alternatives Fund
2.34%2.32%3.57%2.97%3.22%0.77%2.20%0.00%0.00%0.00%0.00%0.00%
CSQIX
Credit Suisse Multialternative Strategy Fund
13.39%13.43%1.58%1.61%9.19%13.34%4.97%0.00%0.00%0.36%0.00%1.76%

Drawdowns

FSMSX vs. CSQIX - Drawdown Comparison

The maximum FSMSX drawdown since its inception was -9.41%, smaller than the maximum CSQIX drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for FSMSX and CSQIX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.60%
-3.13%
FSMSX
CSQIX

Volatility

FSMSX vs. CSQIX - Volatility Comparison

The current volatility for FS Multi-Strategy Alternatives Fund (FSMSX) is 1.33%, while Credit Suisse Multialternative Strategy Fund (CSQIX) has a volatility of 2.25%. This indicates that FSMSX experiences smaller price fluctuations and is considered to be less risky than CSQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
1.33%
2.25%
FSMSX
CSQIX