AQMIX vs. CRSOX
Compare and contrast key facts about AQR Managed Futures Strategy Fund (AQMIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX).
AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010. CRSOX is managed by Credit Suisse (New York, NY). It was launched on Dec 29, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQMIX or CRSOX.
Correlation
The correlation between AQMIX and CRSOX is 0.05, 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.
Performance
AQMIX vs. CRSOX - Performance Comparison
Key characteristics
AQMIX:
-0.05
CRSOX:
0.38
AQMIX:
0.09
CRSOX:
0.59
AQMIX:
1.01
CRSOX:
1.08
AQMIX:
0.01
CRSOX:
0.10
AQMIX:
0.03
CRSOX:
0.86
AQMIX:
5.73%
CRSOX:
5.67%
AQMIX:
10.62%
CRSOX:
13.11%
AQMIX:
-27.99%
CRSOX:
-90.00%
AQMIX:
-3.49%
CRSOX:
-45.07%
Returns By Period
In the year-to-date period, AQMIX achieves a 1.87% return, which is significantly lower than CRSOX's 5.88% return. Both investments have delivered pretty close results over the past 10 years, with AQMIX having a 2.01% annualized return and CRSOX not far ahead at 2.05%.
AQMIX
1.87%
2.11%
5.65%
-0.51%
7.67%
2.01%
CRSOX
5.88%
3.54%
7.08%
4.94%
13.82%
2.05%
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AQMIX vs. CRSOX - Expense Ratio Comparison
AQMIX has a 1.25% expense ratio, which is higher than CRSOX's 0.81% expense ratio.
Risk-Adjusted Performance
AQMIX vs. CRSOX — Risk-Adjusted Performance Rank
AQMIX
CRSOX
AQMIX vs. CRSOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX). 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.
Dividends
AQMIX vs. CRSOX - Dividend Comparison
AQMIX's dividend yield for the trailing twelve months is around 3.76%, more than CRSOX's 3.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQMIX AQR Managed Futures Strategy Fund | 3.76% | 3.83% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 4.49% | 4.50% |
CRSOX Credit Suisse Commodity Return Strategy Fund | 3.04% | 3.39% | 3.38% | 16.50% | 39.76% | 0.13% | 1.23% | 1.12% | 2.75% | 0.00% | 0.00% | 0.00% |
Drawdowns
AQMIX vs. CRSOX - Drawdown Comparison
The maximum AQMIX drawdown since its inception was -27.99%, smaller than the maximum CRSOX drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for AQMIX and CRSOX. For additional features, visit the drawdowns tool.
Volatility
AQMIX vs. CRSOX - Volatility Comparison
The current volatility for AQR Managed Futures Strategy Fund (AQMIX) is 2.64%, while Credit Suisse Commodity Return Strategy Fund (CRSOX) has a volatility of 3.58%. This indicates that AQMIX experiences smaller price fluctuations and is considered to be less risky than CRSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.