FYAIX vs. CWFIX
FYAIX (Access Flex High Yield ProFund) and CWFIX (Chartwell Short Duration High Yield Fund) are both High Yield Bonds funds. Over the past 10 years, FYAIX returned 2.54%/yr vs 3.97%/yr for CWFIX. A 0.55 correlation means they provide meaningful diversification when combined. FYAIX charges 1.78%/yr vs 0.49%/yr for CWFIX.
Performance
FYAIX vs. CWFIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FYAIX achieves a 1.06% return, which is significantly lower than CWFIX's 1.61% return. Over the past 10 years, FYAIX has underperformed CWFIX with an annualized return of 2.54%, while CWFIX has yielded a comparatively higher 3.97% annualized return.
FYAIX
- 1D
- 0.35%
- 1M
- 0.52%
- YTD
- 1.06%
- 6M
- 1.26%
- 1Y
- 4.73%
- 3Y*
- 4.20%
- 5Y*
- 1.30%
- 10Y*
- 2.54%
CWFIX
- 1D
- 0.00%
- 1M
- 0.43%
- YTD
- 1.61%
- 6M
- 1.83%
- 1Y
- 5.27%
- 3Y*
- 6.45%
- 5Y*
- 3.92%
- 10Y*
- 3.97%
FYAIX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FYAIX Access Flex High Yield ProFund | 1.06% | 6.61% | 2.04% | 7.18% | -9.58% | 0.40% | 0.04% | 12.17% | -0.62% | 4.26% |
CWFIX Chartwell Short Duration High Yield Fund | 1.61% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Correlation
The correlation between FYAIX and CWFIX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2014 | 0.55 |
The correlation between FYAIX and CWFIX shifts across timeframes, from 0.55 (all time) to 0.71 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FYAIX vs. CWFIX — Risk / Return Rank
FYAIX
CWFIX
FYAIX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Access Flex High Yield ProFund (FYAIX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FYAIX | CWFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.98 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 4.78 | -2.72 |
| Martin ratioReturn relative to average drawdown | 8.75 | 25.56 | -16.81 |
Loading charts...
Drawdowns
FYAIX vs. CWFIX - Drawdown Comparison
The maximum FYAIX drawdown since its inception was -25.01%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for FYAIX and CWFIX.
Loading charts...
Drawdown Indicators
| FYAIX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.01% | -12.41% | -12.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.46% | -1.13% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -7.68% | -1.37% | -6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -6.36% | -10.65% |
Max Drawdown (10Y)Largest decline over 10 years | -17.01% | -12.41% | -4.60% |
Current DrawdownCurrent decline from peak | -0.06% | -0.10% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -0.85% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.21% | +0.37% |
Volatility
FYAIX vs. CWFIX - Volatility Comparison
Access Flex High Yield ProFund (FYAIX) has a higher volatility of 1.28% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.41%. This indicates that FYAIX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FYAIX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 0.41% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 1.21% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 1.51% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.23% | 2.76% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.45% | 3.09% | +4.36% |
FYAIX vs. CWFIX - Expense Ratio Comparison
FYAIX has a 1.78% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Dividends
FYAIX vs. CWFIX - Dividend Comparison
FYAIX's dividend yield for the trailing twelve months is around 2.04%, less than CWFIX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 5.15% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
FYAIX Access Flex High Yield ProFund | 2.04% | 2.29% | 4.08% | 1.07% | 2.80% | 2.89% | 2.69% | 4.85% | 2.10% | 3.45% | 2.18% | 9.12% |
Frequently Asked Questions
FYAIX and CWFIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FYAIX has higher volatility (1.28%) compared to CWFIX (0.41%). In terms of maximum drawdown, FYAIX dropped -25.01% vs CWFIX's -12.41%.
CWFIX currently has the higher Sharpe Ratio (3.58 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FYAIX and CWFIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer