CCRSX vs. CSQAX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX).
CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006. CSQAX is a passively managed fund by Credit Suisse that tracks the performance of the Credit Suisse Liquid Alternative Beta Index. It was launched on Mar 30, 2012.
Performance
CCRSX vs. CSQAX - Performance Comparison
Loading graphics...
CCRSX vs. CSQAX - 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% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 0.95% | 0.73% | 0.66% | 1.72% | 5.52% | 9.98% | 6.10% | 2.88% | -4.31% | 4.07% |
Returns By Period
In the year-to-date period, CCRSX achieves a 22.65% return, which is significantly higher than CSQAX's 0.95% return. Over the past 10 years, CCRSX has outperformed CSQAX with an annualized return of 6.75%, while CSQAX has yielded a comparatively lower 3.09% 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%
CSQAX
- 1D
- -0.35%
- 1M
- -4.69%
- YTD
- 0.95%
- 6M
- 1.62%
- 1Y
- -1.45%
- 3Y*
- 2.50%
- 5Y*
- 2.91%
- 10Y*
- 3.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CCRSX vs. CSQAX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is lower than CSQAX's 1.74% expense ratio.
Return for Risk
CCRSX vs. CSQAX — Risk / Return Rank
CCRSX
CSQAX
CCRSX vs. CSQAX - 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 Multialternative Strategy Fund Class A Shares (CSQAX). 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 | CSQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | -0.15 | +1.98 |
Sortino ratioReturn per unit of downside risk | 2.36 | -0.15 | +2.50 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.98 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | -0.24 | +3.60 |
Martin ratioReturn relative to average drawdown | 9.09 | -0.39 | +9.48 |
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
| CCRSX | CSQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | -0.15 | +1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.46 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.52 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.49 | -0.49 |
Correlation
The correlation between CCRSX and CSQAX is 0.10, 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.
Dividends
CCRSX vs. CSQAX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.30%, more than CSQAX's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
CSQAX Credit Suisse Multialternative Strategy Fund Class A Shares | 1.08% | 1.09% | 6.54% | 2.73% | 2.59% | 9.06% | 13.23% | 4.77% | 1.84% | 5.27% | 1.87% | 0.24% |
Drawdowns
CCRSX vs. CSQAX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -93.56%, which is greater than CSQAX's maximum drawdown of -8.37%. Use the drawdown chart below to compare losses from any high point for CCRSX and CSQAX.
Loading graphics...
Drawdown Indicators
| CCRSX | CSQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -8.37% | -85.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -5.05% | -4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -7.28% | -76.02% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -8.37% | -74.93% |
Current DrawdownCurrent decline from peak | -42.13% | -4.69% | -37.44% |
Average DrawdownAverage peak-to-trough decline | -51.17% | -2.07% | -49.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.16% | +0.21% |
Volatility
CCRSX vs. CSQAX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 7.10% compared to Credit Suisse Multialternative Strategy Fund Class A Shares (CSQAX) at 3.03%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than CSQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CCRSX | CSQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 3.03% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 5.78% | +7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 7.60% | +9.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.84% | 6.33% | +219.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.86% | 5.98% | +153.88% |