CCRSX vs. DODFX
CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) and DODFX (Dodge & Cox International Stock Fund) are both mutual funds - CCRSX is a Commodities fund managed by Credit Suisse, while DODFX is a Foreign Large Cap Equities fund actively managed by Dodge & Cox. Over the past 10 years, CCRSX returned 25.76%/yr vs 11.77%/yr for DODFX. At a 0.37 correlation, their price movements are largely independent. CCRSX charges 1.05%/yr vs 0.61%/yr for DODFX.
Performance
CCRSX vs. DODFX - 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 DODFX's 13.91% return. Over the past 10 years, CCRSX has outperformed DODFX with an annualized return of 25.76%, while DODFX has yielded a comparatively lower 11.77% 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%
DODFX
- 1D
- 0.70%
- 1M
- 3.36%
- YTD
- 13.91%
- 6M
- 13.91%
- 1Y
- 32.64%
- 3Y*
- 20.85%
- 5Y*
- 11.93%
- 10Y*
- 11.77%
CCRSX vs. DODFX - 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% |
DODFX Dodge & Cox International Stock Fund | 13.91% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Correlation
The correlation between CCRSX and DODFX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2006 | 0.37 |
The correlation between CCRSX and DODFX shifts across timeframes, from -0.05 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCRSX vs. DODFX — Risk / Return Rank
CCRSX
DODFX
CCRSX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Dodge & Cox International Stock Fund (DODFX). 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 | DODFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.00 | -1.07 |
| Martin ratioReturn relative to average drawdown | 7.48 | 11.40 | -3.93 |
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Drawdowns
CCRSX vs. DODFX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -78.02%, which is greater than DODFX's maximum drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for CCRSX and DODFX.
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Drawdown Indicators
| CCRSX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.02% | -63.23% | -14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.14% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -11.76% | -14.41% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -24.52% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -44.61% | +7.88% |
Current DrawdownCurrent decline from peak | -11.76% | 0.00% | -11.76% |
Average DrawdownAverage peak-to-trough decline | -41.24% | -11.63% | -29.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.92% | +0.35% |
Volatility
CCRSX vs. DODFX - Volatility Comparison
The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 3.87%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 5.39%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 5.39% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 11.93% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 13.82% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 222.80% | 16.01% | +206.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 157.73% | 18.18% | +139.55% |
CCRSX vs. DODFX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than DODFX's 0.61% expense ratio.
Dividends
CCRSX vs. DODFX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.84%, more than DODFX's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
DODFX Dodge & Cox International Stock Fund | 4.44% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Frequently Asked Questions
CCRSX and DODFX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DODFX has higher volatility (5.39%) compared to CCRSX (3.87%). In terms of maximum drawdown, CCRSX dropped -78.02% vs DODFX's -63.23%.
DODFX currently has the higher Sharpe Ratio (2.42 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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