MAFIX vs. FCRIX

Last updated Apr 1, 2026

Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and FS Credit Income Fund Class I (FCRIX).

MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. FCRIX is an actively managed fund by FS Investments. It was launched on Nov 1, 2017.

Performance

MAFIX vs. FCRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbey Capital Multi Asset Fund Class I (MAFIX) and FS Credit Income Fund Class I (FCRIX). The values are adjusted to include any dividend payments, if applicable.

MAFIX vs. FCRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MAFIX Abbey Capital Multi Asset Fund Class I	-0.62%	8.41%	8.99%	5.02%	4.08%	14.79%	24.89%	5.70%
FCRIX FS Credit Income Fund Class I	0.85%	7.88%	9.57%	11.96%	-10.70%	7.50%	8.27%	2.47%

Returns By Period

In the year-to-date period, MAFIX achieves a -0.62% return, which is significantly lower than FCRIX's 0.85% return.

MAFIX

• 1D: -0.44%
• 1M: -7.26%
• YTD: -0.62%
• 6M: 4.09%
• 1Y: 14.51%
• 3Y*: 7.40%
• 5Y*: 6.27%
• 10Y*: —

FCRIX

• 1D: 0.00%
• 1M: -0.25%
• YTD: 0.85%
• 6M: 2.90%
• 1Y: 7.38%
• 3Y*: 9.04%
• 5Y*: 4.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAFIX vs. FCRIX - Expense Ratio Comparison

MAFIX has a 1.79% expense ratio, which is lower than FCRIX's 2.37% expense ratio.

FCRIX

FS Credit Income Fund Class I

MAFIX

Abbey Capital Multi Asset Fund Class I

Return for Risk

MAFIX vs. FCRIX — Risk / Return Rank

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

MAFIX

MAFIX Risk / Return Rank: 51
MAFIX Sharpe Ratio Rank: 54
MAFIX Sortino Ratio Rank: 51
MAFIX Omega Ratio Rank: 46
MAFIX Calmar Ratio Rank: 59
MAFIX Martin Ratio Rank: 42

FCRIX

FCRIX Risk / Return Rank: 98
FCRIX Sharpe Ratio Rank: 96
FCRIX Sortino Ratio Rank: 99
FCRIX Omega Ratio Rank: 99
FCRIX Calmar Ratio Rank: 99
FCRIX Martin Ratio Rank: 98

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.

MAFIX vs. FCRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and FS Credit Income Fund Class I (FCRIX). 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.

	MAFIX	FCRIX	Difference
Sharpe ratio Return per unit of total volatility	1.00	2.49	-1.49
Sortino ratio Return per unit of downside risk	1.40	6.31	-4.91
Omega ratio Gain probability vs. loss probability	1.19	2.39	-1.20
Calmar ratio Return relative to maximum drawdown	1.36	5.76	-4.40
Martin ratio Return relative to average drawdown	4.34	23.57	-19.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAFIX vs. FCRIX - Sharpe Ratio Comparison

The current MAFIX Sharpe Ratio is 1.00, which is lower than the FCRIX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of MAFIX and FCRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MAFIX	FCRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	2.49	-1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	1.08	-0.57
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.83	+0.05

Correlation

The correlation between MAFIX and FCRIX 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.

Dividends

MAFIX vs. FCRIX - Dividend Comparison

MAFIX's dividend yield for the trailing twelve months is around 11.85%, more than FCRIX's 9.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MAFIX Abbey Capital Multi Asset Fund Class I	11.85%	11.78%	4.57%	3.80%	4.12%	10.65%	10.29%	12.30%	9.36%
FCRIX FS Credit Income Fund Class I	9.52%	10.54%	8.27%	5.56%	3.25%	5.62%	5.72%	2.91%	0.00%

Drawdowns

MAFIX vs. FCRIX - Drawdown Comparison

The maximum MAFIX drawdown since its inception was -19.21%, smaller than the maximum FCRIX drawdown of -26.74%. Use the drawdown chart below to compare losses from any high point for MAFIX and FCRIX.

Drawdown Indicators

	MAFIX	FCRIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.21%	-26.74%	+7.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-1.31%	-8.13%
Max Drawdown (5Y) Largest decline over 5 years	-19.21%	-15.33%	-3.88%
Current Drawdown Current decline from peak	-7.26%	-0.25%	-7.01%
Average Drawdown Average peak-to-trough decline	-3.46%	-3.28%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	0.34%	+2.62%

Volatility

MAFIX vs. FCRIX - Volatility Comparison

Abbey Capital Multi Asset Fund Class I (MAFIX) has a higher volatility of 3.04% compared to FS Credit Income Fund Class I (FCRIX) at 0.22%. This indicates that MAFIX's price experiences larger fluctuations and is considered to be riskier than FCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAFIX	FCRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	0.22%	+2.82%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	2.06%	+8.30%
Volatility (1Y) Calculated over the trailing 1-year period	14.54%	3.33%	+11.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.39%	4.20%	+8.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.92%	6.48%	+6.44%