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CCRSX vs. FEGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCRSX vs. FEGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and First Eagle Gold Fund Class I (FEGIX). The values are adjusted to include any dividend payments, if applicable.

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CCRSX vs. FEGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FEGIX
First Eagle Gold Fund Class I
2.63%128.89%10.57%7.24%-1.31%-7.54%30.00%38.98%-15.69%8.44%

Returns By Period

In the year-to-date period, CCRSX achieves a 22.65% return, which is significantly higher than FEGIX's 2.63% return. Over the past 10 years, CCRSX has underperformed FEGIX with an annualized return of 6.75%, while FEGIX has yielded a comparatively higher 15.86% 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%

FEGIX

1D
-0.12%
1M
-22.39%
YTD
2.63%
6M
19.07%
1Y
78.51%
3Y*
35.94%
5Y*
22.88%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCRSX vs. FEGIX - Expense Ratio Comparison

CCRSX has a 1.05% expense ratio, which is higher than FEGIX's 0.96% expense ratio.


Return for Risk

CCRSX vs. FEGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCRSX
CCRSX Risk / Return Rank: 8888
Overall Rank
CCRSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CCRSX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CCRSX Omega Ratio Rank: 8383
Omega Ratio Rank
CCRSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCRSX Martin Ratio Rank: 8686
Martin Ratio Rank

FEGIX
FEGIX Risk / Return Rank: 9090
Overall Rank
FEGIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FEGIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FEGIX Omega Ratio Rank: 8686
Omega Ratio Rank
FEGIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEGIX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCRSX vs. FEGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and First Eagle Gold Fund Class I (FEGIX). 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.


CCRSXFEGIXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.07

-0.24

Sortino ratio

Return per unit of downside risk

2.36

2.33

+0.03

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

3.35

2.97

+0.38

Martin ratio

Return relative to average drawdown

9.09

11.00

-1.91

CCRSX vs. FEGIX - Sharpe Ratio Comparison

The current CCRSX Sharpe Ratio is 1.83, which is comparable to the FEGIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CCRSX and FEGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CCRSXFEGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.07

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.82

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.59

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.34

-0.35

Correlation

The correlation between CCRSX and FEGIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CCRSX vs. FEGIX - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 11.30%, more than FEGIX's 1.16% yield.


TTM20252024202320222021202020192018
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%
FEGIX
First Eagle Gold Fund Class I
1.16%1.19%5.31%1.08%0.00%1.19%1.48%0.09%0.00%

Drawdowns

CCRSX vs. FEGIX - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -93.56%, which is greater than FEGIX's maximum drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for CCRSX and FEGIX.


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Drawdown Indicators


CCRSXFEGIXDifference

Max Drawdown

Largest peak-to-trough decline

-93.56%

-70.38%

-23.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-26.66%

+17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-83.30%

-33.95%

-49.35%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

-41.84%

-41.46%

Current Drawdown

Current decline from peak

-42.13%

-22.73%

-19.40%

Average Drawdown

Average peak-to-trough decline

-51.17%

-28.82%

-22.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

7.21%

-3.84%

Volatility

CCRSX vs. FEGIX - Volatility Comparison

The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 7.10%, while First Eagle Gold Fund Class I (FEGIX) has a volatility of 13.89%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than FEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCRSXFEGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

13.89%

-6.79%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

32.49%

-19.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

38.59%

-21.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

225.84%

28.11%

+197.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

159.86%

27.16%

+132.70%