ARCNX vs. CCRSX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).
ARCNX is managed by AQR. CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006.
Performance
ARCNX vs. CCRSX - Performance Comparison
Loading graphics...
ARCNX vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 22.81% | 15.37% | 4.86% | -8.88% | 15.71% | 28.00% | -1.49% | 6.69% | -11.63% | -7.99% |
Returns By Period
In the year-to-date period, ARCNX achieves a 17.59% return, which is significantly lower than CCRSX's 22.81% return. Over the past 10 years, ARCNX has outperformed CCRSX with an annualized return of 12.76%, while CCRSX has yielded a comparatively lower 6.76% annualized return.
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
CCRSX
- 1D
- 0.14%
- 1M
- 8.67%
- YTD
- 22.81%
- 6M
- 28.77%
- 1Y
- 29.52%
- 3Y*
- 4.65%
- 5Y*
- 13.30%
- 10Y*
- 6.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARCNX vs. CCRSX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is higher than CCRSX's 1.05% expense ratio.
Return for Risk
ARCNX vs. CCRSX — Risk / Return Rank
ARCNX
CCRSX
ARCNX vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). 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.
| ARCNX | CCRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.80 | +0.16 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.32 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.33 | -0.20 |
Martin ratioReturn relative to average drawdown | 9.87 | 9.03 | +0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ARCNX | CCRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.80 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.06 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.04 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | -0.00 | +0.30 |
Correlation
The correlation between ARCNX and CCRSX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ARCNX vs. CCRSX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.54%, more than CCRSX's 11.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.29% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% |
Drawdowns
ARCNX vs. CCRSX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for ARCNX and CCRSX.
Loading graphics...
Drawdown Indicators
| ARCNX | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -93.56% | +38.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -9.12% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -83.30% | +63.00% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | -83.30% | +50.50% |
Current DrawdownCurrent decline from peak | -0.56% | -42.05% | +41.49% |
Average DrawdownAverage peak-to-trough decline | -26.26% | -51.17% | +24.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.37% | -0.16% |
Volatility
ARCNX vs. CCRSX - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) is 5.33%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 7.01%. This indicates that ARCNX experiences smaller price fluctuations and is considered to be less risky than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ARCNX | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 7.01% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 13.40% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 16.61% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 225.84% | -206.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 159.86% | -142.40% |