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HIOIX vs. FSCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIOIX vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fintrust Income and Opportunity Fund (HIOIX) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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HIOIX vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIOIX
Fintrust Income and Opportunity Fund
-8.23%11.55%24.67%15.35%-4.09%
FSCO
FS Credit Opportunities Corp.
-16.30%3.68%34.88%36.98%7.16%

Returns By Period

In the year-to-date period, HIOIX achieves a -8.23% return, which is significantly higher than FSCO's -16.30% return.


HIOIX

1D
0.09%
1M
-7.79%
YTD
-8.23%
6M
-11.08%
1Y
9.04%
3Y*
12.92%
5Y*
3.68%
10Y*

FSCO

1D
0.79%
1M
3.57%
YTD
-16.30%
6M
-21.20%
1Y
-18.33%
3Y*
18.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HIOIX vs. FSCO — Risk / Return Rank

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

HIOIX
HIOIX Risk / Return Rank: 1515
Overall Rank
HIOIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HIOIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
HIOIX Omega Ratio Rank: 1414
Omega Ratio Rank
HIOIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
HIOIX Martin Ratio Rank: 1414
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1818
Overall Rank
FSCO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1818
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1616
Omega Ratio Rank
FSCO Calmar Ratio Rank: 2626
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1313
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.

HIOIX vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fintrust Income and Opportunity Fund (HIOIX) and FS Credit Opportunities Corp. (FSCO). 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.


HIOIXFSCODifference

Sharpe ratio

Return per unit of total volatility

0.40

-0.59

+0.98

Sortino ratio

Return per unit of downside risk

0.69

-0.63

+1.32

Omega ratio

Gain probability vs. loss probability

1.09

0.91

+0.19

Calmar ratio

Return relative to maximum drawdown

0.46

-0.52

+0.98

Martin ratio

Return relative to average drawdown

1.37

-1.42

+2.79

HIOIX vs. FSCO - Sharpe Ratio Comparison

The current HIOIX Sharpe Ratio is 0.40, which is higher than the FSCO Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of HIOIX and FSCO, 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


HIOIXFSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

-0.59

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.62

-0.28

Correlation

The correlation between HIOIX and FSCO is 0.25, 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

HIOIX vs. FSCO - Dividend Comparison

HIOIX's dividend yield for the trailing twelve months is around 10.00%, less than FSCO's 15.64% yield.


TTM202520242023202220212020201920182017
HIOIX
Fintrust Income and Opportunity Fund
10.00%9.18%9.65%0.00%0.00%6.08%5.66%3.97%5.35%11.20%
FSCO
FS Credit Opportunities Corp.
15.64%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HIOIX vs. FSCO - Drawdown Comparison

The maximum HIOIX drawdown since its inception was -30.26%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for HIOIX and FSCO.


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Drawdown Indicators


HIOIXFSCODifference

Max Drawdown

Largest peak-to-trough decline

-30.26%

-35.53%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-35.53%

+22.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.03%

Current Drawdown

Current decline from peak

-12.51%

-26.92%

+14.41%

Average Drawdown

Average peak-to-trough decline

-8.02%

-6.86%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

13.06%

-8.87%

Volatility

HIOIX vs. FSCO - Volatility Comparison

The current volatility for Fintrust Income and Opportunity Fund (HIOIX) is 5.53%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 16.64%. This indicates that HIOIX experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIOIXFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

16.64%

-11.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

24.82%

-11.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.82%

31.41%

-10.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

28.10%

-11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

28.10%

-11.45%