CCRSX vs. BICSX
CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) and BICSX (BlackRock Commodity Strategies Portfolio) are both Commodities funds. Over the past 10 years, CCRSX returned 25.76%/yr vs 8.64%/yr for BICSX. Their correlation of 0.80 suggests significant overlap in exposure. CCRSX charges 1.05%/yr vs 0.72%/yr for BICSX.
Performance
CCRSX vs. BICSX - Performance Comparison
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Returns By Period
In the year-to-date period, CCRSX achieves a 17.09% return, which is significantly higher than BICSX's 12.66% return. Over the past 10 years, CCRSX has outperformed BICSX with an annualized return of 25.76%, while BICSX has yielded a comparatively lower 8.64% annualized return.
CCRSX
- 1D
- -0.76%
- 1M
- -8.99%
- YTD
- 17.09%
- 6M
- 15.64%
- 1Y
- 24.27%
- 3Y*
- 11.87%
- 5Y*
- 57.50%
- 10Y*
- 25.76%
BICSX
- 1D
- -0.17%
- 1M
- -6.72%
- YTD
- 12.66%
- 6M
- 11.05%
- 1Y
- 28.31%
- 3Y*
- 15.43%
- 5Y*
- 11.01%
- 10Y*
- 8.64%
CCRSX vs. BICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 17.09% | 15.37% | 4.86% | -8.88% | 15.71% | 667.99% | -1.49% | 6.69% | -11.63% | -7.99% |
BICSX BlackRock Commodity Strategies Portfolio | 12.66% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
Correlation
The correlation between CCRSX and BICSX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2011 | 0.80 |
The correlation between CCRSX and BICSX has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
CCRSX vs. BICSX — Risk / Return Rank
CCRSX
BICSX
CCRSX vs. BICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and BlackRock Commodity Strategies Portfolio (BICSX). 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.
| CCRSX | BICSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.05 | -1.12 |
| Martin ratioReturn relative to average drawdown | 7.48 | 12.32 | -4.84 |
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Drawdowns
CCRSX vs. BICSX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -78.02%, which is greater than BICSX's maximum drawdown of -51.59%. Use the drawdown chart below to compare losses from any high point for CCRSX and BICSX.
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Drawdown Indicators
| CCRSX | BICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.02% | -51.59% | -26.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -8.98% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -11.76% | -10.53% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -22.35% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -35.82% | -0.91% |
Current DrawdownCurrent decline from peak | -11.76% | -8.98% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -41.24% | -20.47% | -20.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.23% | +1.04% |
Volatility
CCRSX vs. BICSX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and BlackRock Commodity Strategies Portfolio (BICSX) have volatilities of 3.87% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | BICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.88% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 12.21% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 14.98% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 222.80% | 15.79% | +207.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 157.73% | 15.04% | +142.69% |
CCRSX vs. BICSX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than BICSX's 0.72% expense ratio.
Dividends
CCRSX vs. BICSX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.84%, more than BICSX's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 2.75% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.84% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% |
Frequently Asked Questions
CCRSX and BICSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BICSX has higher volatility (3.88%) compared to CCRSX (3.87%). In terms of maximum drawdown, CCRSX dropped -78.02% vs BICSX's -51.59%.
BICSX currently has the higher Sharpe Ratio (1.83 vs 1.37), 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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