CCRSX vs. CSOIX
CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) and CSOIX (Credit Suisse Strategic Income Fund) are both mutual funds - CCRSX is a Commodities fund managed by Credit Suisse, while CSOIX is a High Yield Bonds fund managed by Credit Suisse. Over the past 10 years, CCRSX returned 26.98%/yr vs 5.28%/yr for CSOIX. Their 0.14 correlation means their historical movements had little consistent relationship. CCRSX charges 1.05%/yr vs 0.79%/yr for CSOIX.
Performance
CCRSX vs. CSOIX - Performance Comparison
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Returns By Period
In the year-to-date period, CCRSX achieves a 23.38% return, which is significantly higher than CSOIX's -0.14% return. Over the past 10 years, CCRSX has outperformed CSOIX with an annualized return of 26.98%, while CSOIX has yielded a comparatively lower 5.28% annualized return.
CCRSX
- 1D
- -0.09%
- 1M
- 7.69%
- 6M
- 11.85%
- YTD
- 23.38%
- 1Y
- 36.10%
- 3Y*
- 11.95%
- 5Y*
- 57.76%
- 10Y*
- 26.98%
- ALL TIME*
- 8.91%
CSOIX
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 0.15%
- YTD
- -0.14%
- 1Y
- 1.83%
- 3Y*
- 6.01%
- 5Y*
- 3.88%
- 10Y*
- 5.28%
- ALL TIME*
- 5.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CCRSX vs. CSOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 23.38% | 15.37% | 4.86% | -8.88% | 15.71% | 667.99% | -1.49% | 6.69% | -11.63% | -7.99% |
CSOIX Credit Suisse Strategic Income Fund | -0.14% | 5.66% | 8.26% | 12.62% | -7.23% | 5.47% | 4.77% | 10.17% | -0.72% | 8.21% |
Correlation
The correlation between CCRSX and CSOIX is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.14 |
The correlation between CCRSX and CSOIX shifts across timeframes, from -0.20 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CCRSX vs. CSOIX — Risk / Return Rank
CCRSX
CSOIX
CCRSX vs. CSOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Credit Suisse Strategic Income Fund (CSOIX). 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 | CSOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 0.78 | +1.65 |
| Martin ratioReturn relative to average drawdown | 7.99 | 2.84 | +5.15 |
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Drawdowns
CCRSX vs. CSOIX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -78.02%, which is greater than CSOIX's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for CCRSX and CSOIX.
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Drawdown Indicators
| CCRSX | CSOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.02% | -20.04% | -57.98% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -2.86% | -11.44% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -2.92% | -11.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -10.39% | -15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -20.04% | -16.69% |
Current DrawdownCurrent decline from peak | -7.02% | -0.55% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -41.08% | -1.47% | -39.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 0.78% | +3.56% |
Volatility
CCRSX vs. CSOIX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 4.64% compared to Credit Suisse Strategic Income Fund (CSOIX) at 0.34%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than CSOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | CSOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 0.34% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 2.11% | +12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 2.72% | +14.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 222.80% | 3.36% | +219.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 157.66% | 3.98% | +153.68% |
CCRSX vs. CSOIX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than CSOIX's 0.79% expense ratio.
Dividends
CCRSX vs. CSOIX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.24%, more than CSOIX's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.24% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% | 0.00% |
CSOIX Credit Suisse Strategic Income Fund | 5.92% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
Frequently Asked Questions
CCRSX and CSOIX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCRSX has higher volatility (4.64%) compared to CSOIX (0.34%). In terms of maximum drawdown, CCRSX dropped -78.02% vs CSOIX's -20.04%.
CCRSX currently has the higher Sharpe Ratio (2.05 vs 0.82), 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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