CCRSX vs. ARCIX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX).
CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006. ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012.
Performance
CCRSX vs. ARCIX - Performance Comparison
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CCRSX vs. ARCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 22.65% | 15.37% | 4.86% | -8.88% | 15.71% | 28.00% | -1.49% | 6.69% | -11.63% | -7.99% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.41% |
Returns By Period
In the year-to-date period, CCRSX achieves a 22.65% return, which is significantly higher than ARCIX's 17.04% return. Over the past 10 years, CCRSX has underperformed ARCIX with an annualized return of 6.75%, while ARCIX has yielded a comparatively higher 12.98% annualized return.
CCRSX
- 1D
- 0.64%
- 1M
- 10.19%
- YTD
- 22.65%
- 6M
- 29.48%
- 1Y
- 29.55%
- 3Y*
- 4.60%
- 5Y*
- 13.39%
- 10Y*
- 6.75%
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
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CCRSX vs. ARCIX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than ARCIX's 1.00% expense ratio.
Return for Risk
CCRSX vs. ARCIX — Risk / Return Rank
CCRSX
ARCIX
CCRSX vs. ARCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX). 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.
| CCRSX | ARCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.98 | -0.15 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.48 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.08 | +0.28 |
Martin ratioReturn relative to average drawdown | 9.09 | 9.79 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCRSX | ARCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.98 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.98 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.75 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.31 | -0.31 |
Correlation
The correlation between CCRSX and ARCIX 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
CCRSX vs. ARCIX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.30%, less than ARCIX's 11.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.30% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% |
Drawdowns
CCRSX vs. ARCIX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -93.56%, which is greater than ARCIX's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for CCRSX and ARCIX.
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Drawdown Indicators
| CCRSX | ARCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -54.25% | -39.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -10.19% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -20.29% | -63.01% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -32.45% | -50.85% |
Current DrawdownCurrent decline from peak | -42.13% | -1.09% | -41.04% |
Average DrawdownAverage peak-to-trough decline | -51.17% | -25.68% | -25.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.21% | +0.16% |
Volatility
CCRSX vs. ARCIX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 7.10% compared to AQR Risk-Balanced Commodities Strategy Fund (ARCIX) at 5.41%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than ARCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | ARCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 5.41% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 12.64% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 15.98% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.84% | 19.17% | +206.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.86% | 17.46% | +142.40% |