CCRSX vs. EIPCX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Parametric Commodity Strategy Fund Class I (EIPCX).
CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
CCRSX vs. EIPCX - Performance Comparison
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CCRSX vs. EIPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 22.81% | 15.37% | 4.86% | -8.88% | 15.71% | 28.00% | -1.49% | 6.69% | -11.63% | -7.99% |
EIPCX Parametric Commodity Strategy Fund Class I | 17.35% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
Returns By Period
In the year-to-date period, CCRSX achieves a 22.81% return, which is significantly higher than EIPCX's 17.35% return. Over the past 10 years, CCRSX has underperformed EIPCX with an annualized return of 6.76%, while EIPCX has yielded a comparatively higher 11.45% annualized return.
CCRSX
- 1D
- 0.14%
- 1M
- 8.67%
- YTD
- 22.81%
- 6M
- 28.77%
- 1Y
- 29.52%
- 3Y*
- 4.65%
- 5Y*
- 13.30%
- 10Y*
- 6.76%
EIPCX
- 1D
- 0.78%
- 1M
- 5.42%
- YTD
- 17.35%
- 6M
- 25.90%
- 1Y
- 33.11%
- 3Y*
- 15.41%
- 5Y*
- 16.38%
- 10Y*
- 11.45%
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CCRSX vs. EIPCX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
CCRSX vs. EIPCX — Risk / Return Rank
CCRSX
EIPCX
CCRSX vs. EIPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Parametric Commodity Strategy Fund Class I (EIPCX). 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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 2.27 | -0.47 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.86 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.73 | -0.40 |
Martin ratioReturn relative to average drawdown | 9.03 | 13.21 | -4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCRSX | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.27 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 1.12 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.86 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.24 | -0.24 |
Correlation
The correlation between CCRSX and EIPCX is 0.92, 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.
Dividends
CCRSX vs. EIPCX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.29%, which matches EIPCX's 11.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.29% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.36% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% |
Drawdowns
CCRSX vs. EIPCX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -93.56%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for CCRSX and EIPCX.
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Drawdown Indicators
| CCRSX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -54.05% | -39.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -9.15% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -18.00% | -65.30% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -28.53% | -54.77% |
Current DrawdownCurrent decline from peak | -42.05% | -0.38% | -41.67% |
Average DrawdownAverage peak-to-trough decline | -51.17% | -24.50% | -26.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.58% | +0.79% |
Volatility
CCRSX vs. EIPCX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 7.01% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.39%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 4.39% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 11.78% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 14.82% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.84% | 14.64% | +211.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.86% | 13.30% | +146.56% |