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FYAIX vs. CRDOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYAIX vs. CRDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Access Flex High Yield ProFund (FYAIX) and Six Circles Credit Opportunities Fund (CRDOX). The values are adjusted to include any dividend payments, if applicable.

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FYAIX vs. CRDOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FYAIX
Access Flex High Yield ProFund
-0.71%6.61%2.04%7.18%-9.58%0.40%1.77%
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, FYAIX achieves a -0.71% return, which is significantly higher than CRDOX's -1.45% return.


FYAIX

1D
0.95%
1M
-1.00%
YTD
-0.71%
6M
-0.06%
1Y
4.90%
3Y*
3.89%
5Y*
1.15%
10Y*
2.45%

CRDOX

1D
0.34%
1M
-2.43%
YTD
-1.45%
6M
0.10%
1Y
6.40%
3Y*
6.56%
5Y*
2.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYAIX vs. CRDOX - Expense Ratio Comparison

FYAIX has a 1.78% expense ratio, which is higher than CRDOX's 0.29% expense ratio.


Return for Risk

FYAIX vs. CRDOX — Risk / Return Rank

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

FYAIX
FYAIX Risk / Return Rank: 4545
Overall Rank
FYAIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FYAIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FYAIX Omega Ratio Rank: 4343
Omega Ratio Rank
FYAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FYAIX Martin Ratio Rank: 6161
Martin Ratio Rank

CRDOX
CRDOX Risk / Return Rank: 8484
Overall Rank
CRDOX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CRDOX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CRDOX Omega Ratio Rank: 9393
Omega Ratio Rank
CRDOX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CRDOX Martin Ratio Rank: 7474
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.

FYAIX vs. CRDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Access Flex High Yield ProFund (FYAIX) 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.


FYAIXCRDOXDifference

Sharpe ratio

Return per unit of total volatility

0.92

2.04

-1.12

Sortino ratio

Return per unit of downside risk

1.39

2.80

-1.41

Omega ratio

Gain probability vs. loss probability

1.21

1.47

-0.26

Calmar ratio

Return relative to maximum drawdown

1.32

1.81

-0.49

Martin ratio

Return relative to average drawdown

6.72

8.08

-1.36

FYAIX vs. CRDOX - Sharpe Ratio Comparison

The current FYAIX Sharpe Ratio is 0.92, which is lower than the CRDOX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FYAIX and CRDOX, 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


FYAIXCRDOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.04

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.66

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.72

-0.17

Correlation

The correlation between FYAIX and CRDOX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FYAIX vs. CRDOX - Dividend Comparison

FYAIX's dividend yield for the trailing twelve months is around 1.50%, less than CRDOX's 6.34% yield.


TTM20252024202320222021202020192018201720162015
FYAIX
Access Flex High Yield ProFund
1.50%2.29%4.08%1.07%2.80%2.89%2.69%4.85%2.10%3.45%2.18%9.12%
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

FYAIX vs. CRDOX - Drawdown Comparison

The maximum FYAIX drawdown since its inception was -25.01%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for FYAIX and CRDOX.


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Drawdown Indicators


FYAIXCRDOXDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-15.92%

-9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-3.14%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-15.92%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-17.01%

Current Drawdown

Current decline from peak

-1.44%

-2.81%

+1.37%

Average Drawdown

Average peak-to-trough decline

-2.96%

-3.63%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.70%

+0.08%

Volatility

FYAIX vs. CRDOX - Volatility Comparison

Access Flex High Yield ProFund (FYAIX) has a higher volatility of 2.27% compared to Six Circles Credit Opportunities Fund (CRDOX) at 1.44%. This indicates that FYAIX'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


FYAIXCRDOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

1.44%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.19%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

3.28%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

4.11%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.45%

4.04%

+3.41%