CCRSX vs. FFGIX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX).
CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006. FFGIX is managed by Fidelity. It was launched on Mar 25, 2009.
Performance
CCRSX vs. FFGIX - Performance Comparison
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CCRSX vs. FFGIX - 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% |
FFGIX Fidelity Advisor Global Commodity Stock Fund Class I | 22.84% | 28.57% | 2.97% | -5.17% | 20.69% | 26.14% | 6.12% | 18.02% | -13.14% | 17.29% |
Returns By Period
The year-to-date returns for both investments are quite close, with CCRSX having a 22.65% return and FFGIX slightly higher at 22.84%. Over the past 10 years, CCRSX has underperformed FFGIX with an annualized return of 6.75%, while FFGIX has yielded a comparatively higher 13.87% 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%
FFGIX
- 1D
- 0.25%
- 1M
- -1.60%
- YTD
- 22.84%
- 6M
- 31.17%
- 1Y
- 52.34%
- 3Y*
- 17.70%
- 5Y*
- 15.77%
- 10Y*
- 13.87%
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CCRSX vs. FFGIX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than FFGIX's 0.93% expense ratio.
Return for Risk
CCRSX vs. FFGIX — Risk / Return Rank
CCRSX
FFGIX
CCRSX vs. FFGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX). 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 | FFGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 2.56 | -0.73 |
Sortino ratioReturn per unit of downside risk | 2.36 | 3.07 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.45 | -0.10 |
Martin ratioReturn relative to average drawdown | 9.09 | 17.82 | -8.74 |
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 | FFGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.56 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.74 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.62 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.35 | -0.35 |
Correlation
The correlation between CCRSX and FFGIX is 0.59, 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. FFGIX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.30%, more than FFGIX's 1.98% 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% |
FFGIX Fidelity Advisor Global Commodity Stock Fund Class I | 1.98% | 2.44% | 2.61% | 2.08% | 1.90% | 3.43% | 1.53% | 3.21% | 2.41% | 0.36% | 1.65% | 2.96% |
Drawdowns
CCRSX vs. FFGIX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -93.56%, which is greater than FFGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for CCRSX and FFGIX.
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Drawdown Indicators
| CCRSX | FFGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -57.17% | -36.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -14.66% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -27.23% | -56.07% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -48.29% | -35.01% |
Current DrawdownCurrent decline from peak | -42.13% | -2.33% | -39.80% |
Average DrawdownAverage peak-to-trough decline | -51.17% | -19.41% | -31.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.84% | +0.53% |
Volatility
CCRSX vs. FFGIX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 7.10% compared to Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) at 6.10%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than FFGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | FFGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 6.10% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 13.76% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 20.50% | -3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.84% | 21.53% | +204.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.86% | 22.54% | +137.32% |