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VQNPX vs. CSOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VQNPX vs. CSOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth and Income Fund Investor Shares (VQNPX) and Credit Suisse Strategic Income Fund (CSOIX). The values are adjusted to include any dividend payments, if applicable.

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VQNPX vs. CSOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VQNPX
Vanguard Growth and Income Fund Investor Shares
-7.84%19.13%25.72%24.72%-17.26%28.74%17.90%29.66%-4.70%19.82%
CSOIX
Credit Suisse Strategic Income Fund
-2.34%5.66%8.26%12.62%-7.23%5.47%4.77%10.17%-0.72%8.21%

Returns By Period

In the year-to-date period, VQNPX achieves a -7.84% return, which is significantly lower than CSOIX's -2.34% return. Over the past 10 years, VQNPX has outperformed CSOIX with an annualized return of 13.40%, while CSOIX has yielded a comparatively lower 5.90% annualized return.


VQNPX

1D
-0.56%
1M
-7.85%
YTD
-7.84%
6M
-4.62%
1Y
16.18%
3Y*
17.38%
5Y*
11.39%
10Y*
13.40%

CSOIX

1D
0.00%
1M
-1.63%
YTD
-2.34%
6M
-1.47%
1Y
2.76%
3Y*
6.71%
5Y*
3.78%
10Y*
5.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VQNPX vs. CSOIX - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is lower than CSOIX's 0.79% expense ratio.


Return for Risk

VQNPX vs. CSOIX — Risk / Return Rank

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

VQNPX
VQNPX Risk / Return Rank: 5252
Overall Rank
VQNPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VQNPX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VQNPX Omega Ratio Rank: 5353
Omega Ratio Rank
VQNPX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VQNPX Martin Ratio Rank: 5858
Martin Ratio Rank

CSOIX
CSOIX Risk / Return Rank: 6363
Overall Rank
CSOIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CSOIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSOIX Omega Ratio Rank: 7474
Omega Ratio Rank
CSOIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
CSOIX Martin Ratio Rank: 4747
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.

VQNPX vs. CSOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Credit Suisse Strategic Income Fund (CSOIX). 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.


VQNPXCSOIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.11

-0.18

Sortino ratio

Return per unit of downside risk

1.39

1.77

-0.39

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.07

Calmar ratio

Return relative to maximum drawdown

1.21

1.33

-0.12

Martin ratio

Return relative to average drawdown

5.55

4.72

+0.83

VQNPX vs. CSOIX - Sharpe Ratio Comparison

The current VQNPX Sharpe Ratio is 0.92, which is comparable to the CSOIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VQNPX and CSOIX, 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


VQNPXCSOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.11

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.15

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

1.48

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.41

-0.81

Correlation

The correlation between VQNPX and CSOIX is 0.34, 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

VQNPX vs. CSOIX - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 11.50%, more than CSOIX's 6.63% yield.


TTM20252024202320222021202020192018201720162015
VQNPX
Vanguard Growth and Income Fund Investor Shares
11.50%10.60%11.56%8.60%9.69%15.16%6.53%4.09%7.92%5.01%6.90%7.60%
CSOIX
Credit Suisse Strategic Income Fund
6.63%7.12%7.05%6.72%4.39%3.92%4.95%5.35%5.45%5.18%7.19%6.86%

Drawdowns

VQNPX vs. CSOIX - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -55.93%, which is greater than CSOIX's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for VQNPX and CSOIX.


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Drawdown Indicators


VQNPXCSOIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-20.04%

-35.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-2.34%

-9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-10.39%

-12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-20.04%

-14.29%

Current Drawdown

Current decline from peak

-9.75%

-2.34%

-7.41%

Average Drawdown

Average peak-to-trough decline

-8.90%

-1.49%

-7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

0.66%

+1.94%

Volatility

VQNPX vs. CSOIX - Volatility Comparison

Vanguard Growth and Income Fund Investor Shares (VQNPX) has a higher volatility of 4.37% compared to Credit Suisse Strategic Income Fund (CSOIX) at 0.95%. This indicates that VQNPX's price experiences larger fluctuations and is considered to be riskier than CSOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VQNPXCSOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

0.95%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

1.91%

+7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

3.04%

+15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

3.30%

+13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

4.01%

+14.16%