PortfoliosLab logoPortfoliosLab logo
XILSX vs. CIK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XILSX vs. CIK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer ILS Interval Fund (XILSX) and Credit Suisse Asset Management Income Fund (CIK). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XILSX vs. CIK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XILSX
Pioneer ILS Interval Fund
5.18%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
-7.38%7.53%1.01%36.79%-19.19%17.88%7.39%26.82%-8.94%8.17%

Returns By Period

In the year-to-date period, XILSX achieves a 5.18% return, which is significantly higher than CIK's -7.38% return.


XILSX

1D
0.00%
1M
1.50%
YTD
5.18%
6M
11.15%
1Y
25.12%
3Y*
19.56%
5Y*
11.91%
10Y*

CIK

1D
4.49%
1M
-4.80%
YTD
-7.38%
6M
-8.38%
1Y
-3.01%
3Y*
9.60%
5Y*
3.96%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XILSX vs. CIK - Expense Ratio Comparison

XILSX has a 1.88% expense ratio, which is higher than CIK's 1.50% expense ratio.


Return for Risk

XILSX vs. CIK — Risk / Return Rank

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

XILSX
XILSX Risk / Return Rank: 100100
Overall Rank
XILSX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XILSX Sortino Ratio Rank: 100100
Sortino Ratio Rank
XILSX Omega Ratio Rank: 100100
Omega Ratio Rank
XILSX Calmar Ratio Rank: 100100
Calmar Ratio Rank
XILSX Martin Ratio Rank: 100100
Martin Ratio Rank

CIK
CIK Risk / Return Rank: 33
Overall Rank
CIK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CIK Sortino Ratio Rank: 33
Sortino Ratio Rank
CIK Omega Ratio Rank: 33
Omega Ratio Rank
CIK Calmar Ratio Rank: 44
Calmar Ratio Rank
CIK Martin Ratio Rank: 44
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.

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.


XILSXCIKDifference

Sharpe ratio

Return per unit of total volatility

8.38

-0.21

+8.58

Sortino ratio

Return per unit of downside risk

71.70

-0.20

+71.90

Omega ratio

Gain probability vs. loss probability

31.20

0.97

+30.23

Calmar ratio

Return relative to maximum drawdown

120.30

-0.19

+120.49

Martin ratio

Return relative to average drawdown

749.82

-0.60

+750.43

XILSX vs. CIK - Sharpe Ratio Comparison

The current XILSX Sharpe Ratio is 8.38, which is higher than the CIK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of XILSX and CIK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XILSXCIKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.38

-0.21

+8.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.19

0.24

+2.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

0.22

+1.36

Correlation

The correlation between XILSX and CIK is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XILSX vs. CIK - Dividend Comparison

XILSX's dividend yield for the trailing twelve months is around 9.04%, less than CIK's 10.45% yield.


TTM20252024202320222021202020192018201720162015
XILSX
Pioneer ILS Interval Fund
9.04%9.51%13.06%12.82%2.68%2.04%5.20%6.63%6.40%0.00%0.00%0.00%
CIK
Credit Suisse Asset Management Income Fund
10.45%9.54%9.34%8.63%10.71%7.87%8.57%8.39%9.64%7.98%8.35%9.50%

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.


Loading graphics...

Drawdown Indicators


XILSXCIKDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-54.81%

+40.28%

Max Drawdown (1Y)

Largest decline over 1 year

-0.21%

-15.49%

+15.28%

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 Drawdown

Current decline from peak

0.00%

-11.70%

+11.70%

Average Drawdown

Average peak-to-trough decline

-5.00%

-13.34%

+8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

5.00%

-4.97%

Volatility

XILSX vs. CIK - Volatility Comparison

The current volatility for Pioneer ILS Interval Fund (XILSX) is 0.73%, while Credit Suisse Asset Management Income Fund (CIK) has a volatility of 6.45%. 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.


Loading graphics...

Volatility by Period


XILSXCIKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

6.45%

-5.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

9.39%

-7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

14.62%

-11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.75%

16.28%

-12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

17.28%

-13.33%