CCRSX vs. DCMSX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and DFA Commodity Strategy Portfolio (DCMSX).
CCRSX is managed by Credit Suisse (New York, NY). It was launched on Feb 27, 2006. DCMSX is managed by Dimensional Fund Advisors LP. It was launched on Nov 8, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CCRSX or DCMSX.
Correlation
The correlation between CCRSX and DCMSX is 0.97, 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.
Performance
CCRSX vs. DCMSX - Performance Comparison
Key characteristics
CCRSX:
0.34
DCMSX:
0.33
CCRSX:
0.55
DCMSX:
0.53
CCRSX:
1.07
DCMSX:
1.07
CCRSX:
0.08
DCMSX:
0.13
CCRSX:
0.79
DCMSX:
0.81
CCRSX:
5.68%
DCMSX:
5.27%
CCRSX:
13.10%
DCMSX:
13.13%
CCRSX:
-74.73%
DCMSX:
-60.37%
CCRSX:
-50.64%
DCMSX:
-24.55%
Returns By Period
In the year-to-date period, CCRSX achieves a 4.99% return, which is significantly higher than DCMSX's 4.20% return. Both investments have delivered pretty close results over the past 10 years, with CCRSX having a 1.95% annualized return and DCMSX not far ahead at 2.04%.
CCRSX
4.99%
-2.89%
5.70%
3.61%
13.87%
1.95%
DCMSX
4.20%
-3.15%
5.12%
3.61%
12.75%
2.04%
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CCRSX vs. DCMSX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than DCMSX's 0.31% expense ratio.
Risk-Adjusted Performance
CCRSX vs. DCMSX — Risk-Adjusted Performance Rank
CCRSX
DCMSX
CCRSX vs. DCMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and DFA Commodity Strategy Portfolio (DCMSX). 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.
Dividends
CCRSX vs. DCMSX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 4.58%, more than DCMSX's 3.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.58% | 2.95% | 26.59% | 18.96% | 4.82% | 5.50% | 0.87% | 2.91% | 9.70% | 0.00% | 0.00% | 0.00% |
DCMSX DFA Commodity Strategy Portfolio | 3.30% | 2.86% | 2.53% | 7.47% | 45.50% | 0.37% | 1.52% | 1.63% | 3.10% | 1.17% | 0.15% | 1.23% |
Drawdowns
CCRSX vs. DCMSX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -74.73%, which is greater than DCMSX's maximum drawdown of -60.37%. Use the drawdown chart below to compare losses from any high point for CCRSX and DCMSX. For additional features, visit the drawdowns tool.
Volatility
CCRSX vs. DCMSX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and DFA Commodity Strategy Portfolio (DCMSX) have volatilities of 6.60% and 6.66%, 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.