XILSX vs. CIK
XILSX (Pioneer ILS Interval Fund) and CIK (Credit Suisse Asset Management Income Fund) are both High Yield Bonds funds. Over the past 5 years, XILSX returned 12.59%/yr vs 2.42%/yr for CIK. Their -0.01 correlation means they have often moved in opposite directions in the past. XILSX charges 1.88%/yr vs 1.50%/yr for CIK.
Performance
XILSX vs. CIK - Performance Comparison
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Returns By Period
In the year-to-date period, XILSX achieves a 10.04% return, which is significantly higher than CIK's -8.86% return.
XILSX
- 1D
- 0.00%
- 1M
- 0.95%
- 6M
- 8.36%
- YTD
- 10.04%
- 1Y
- 23.43%
- 3Y*
- 19.09%
- 5Y*
- 12.59%
- 10Y*
- —
- ALL TIME*
- 6.48%
CIK
- 1D
- -0.41%
- 1M
- -0.41%
- 6M
- -8.93%
- YTD
- -8.86%
- 1Y
- -9.72%
- 3Y*
- 2.79%
- 5Y*
- 2.42%
- 10Y*
- 6.96%
- ALL TIME*
- 4.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $786.60K | $1.08M | $1.60M | |
| $0.00 | $0.00 | $0.00 |
XILSX vs. CIK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XILSX Pioneer ILS Interval Fund | 10.04% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 7.37% | 2.60% | -2.11% | -8.83% |
CIK Credit Suisse Asset Management Income Fund | -8.86% | 7.53% | 1.01% | 36.79% | -19.19% | 17.88% | 7.39% | 26.82% | -8.94% | 8.50% |
Correlation
The correlation between XILSX and CIK is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | -0.01 |
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Return for Risk
XILSX vs. CIK — Risk / Return Rank
XILSX
CIK
XILSX vs. CIK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer ILS Interval Fund (XILSX) and Credit Suisse Asset Management Income Fund (CIK). 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.
| XILSX | CIK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.76 | ||
| Sortino ratioReturn per unit of downside risk | +79.20 | ||
| Omega ratioGain probability vs. loss probability | 41.51 | 0.86 | +40.65 |
| Calmar ratioReturn relative to maximum drawdown | 112.69 | -0.65 | +113.34 |
| Martin ratioReturn relative to average drawdown | 769.28 | -1.20 | +770.48 |
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Drawdowns
XILSX vs. CIK - Drawdown Comparison
The maximum XILSX drawdown since its inception was -14.53%, smaller than the maximum CIK drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for XILSX and CIK.
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Drawdown Indicators
| XILSX | CIK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -54.81% | +40.28% |
Max Drawdown (1Y)Largest decline over 1 year | -0.10% | -15.49% | +15.39% |
Max Drawdown (3Y)Largest decline over 3 years | -2.36% | -15.49% | +13.13% |
Max Drawdown (5Y)Largest decline over 5 years | -6.27% | -26.22% | +19.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.15% | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.11% | +13.11% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -13.32% | +8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 8.37% | -8.34% |
Volatility
XILSX vs. CIK - Volatility Comparison
The current volatility for Pioneer ILS Interval Fund (XILSX) is 0.52%, while Credit Suisse Asset Management Income Fund (CIK) has a volatility of 3.09%. This indicates that XILSX experiences smaller price fluctuations and is considered to be less risky than CIK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XILSX | CIK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 3.09% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 9.26% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.02% | 11.51% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.78% | 15.94% | -12.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.90% | 17.28% | -13.38% |
XILSX vs. CIK - Expense Ratio Comparison
XILSX has a 1.88% expense ratio, which is higher than CIK's 1.50% expense ratio.
Dividends
XILSX vs. CIK - Dividend Comparison
XILSX's dividend yield for the trailing twelve months is around 8.64%, less than CIK's 10.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | 10.55% | 9.54% | 9.34% | 8.63% | 10.71% | 7.87% | 8.57% | 8.39% | 9.64% | 7.98% | 8.35% | 9.50% |
XILSX Pioneer ILS Interval Fund | 8.64% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XILSX and CIK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIK has higher volatility (3.09%) compared to XILSX (0.52%). In terms of maximum drawdown, XILSX dropped -14.53% vs CIK's -54.81%.
XILSX currently has the higher Sharpe Ratio (7.88 vs -0.87), 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.
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