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CCRSX vs. FIFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCRSX vs. FIFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Fidelity SAI Inflation-Focused (FIFGX). The values are adjusted to include any dividend payments, if applicable.

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CCRSX vs. FIFGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
22.65%15.37%4.86%-8.88%15.71%28.00%-1.49%6.69%-2.28%
FIFGX
Fidelity SAI Inflation-Focused
40.42%7.44%6.34%-11.90%9.30%32.92%1.48%9.32%-2.00%

Returns By Period

In the year-to-date period, CCRSX achieves a 22.65% return, which is significantly lower than FIFGX's 40.42% 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%

FIFGX

1D
1.03%
1M
22.58%
YTD
40.42%
6M
39.86%
1Y
40.86%
3Y*
13.84%
5Y*
13.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCRSX vs. FIFGX - Expense Ratio Comparison

CCRSX has a 1.05% expense ratio, which is higher than FIFGX's 0.39% expense ratio.


Return for Risk

CCRSX vs. FIFGX — 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

FIFGX
FIFGX Risk / Return Rank: 9090
Overall Rank
FIFGX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIFGX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FIFGX Omega Ratio Rank: 8686
Omega Ratio Rank
FIFGX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIFGX Martin Ratio Rank: 8787
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. FIFGX - 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 SAI Inflation-Focused (FIFGX). 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.


CCRSXFIFGXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.00

-0.18

Sortino ratio

Return per unit of downside risk

2.36

2.62

-0.27

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.02

Calmar ratio

Return relative to maximum drawdown

3.35

3.50

-0.15

Martin ratio

Return relative to average drawdown

9.09

9.26

-0.17

CCRSX vs. FIFGX - Sharpe Ratio Comparison

The current CCRSX Sharpe Ratio is 1.83, which is comparable to the FIFGX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of CCRSX and FIFGX, 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


CCRSXFIFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.00

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.03

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.03

-0.04

Correlation

The correlation between CCRSX and FIFGX is 0.89, 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. FIFGX - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 11.30%, more than FIFGX's 3.87% 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%
FIFGX
Fidelity SAI Inflation-Focused
3.87%5.44%4.73%2.43%12.64%35.77%3.10%1.59%0.00%

Drawdowns

CCRSX vs. FIFGX - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -93.56%, roughly equal to the maximum FIFGX drawdown of -92.38%. Use the drawdown chart below to compare losses from any high point for CCRSX and FIFGX.


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Drawdown Indicators


CCRSXFIFGXDifference

Max Drawdown

Largest peak-to-trough decline

-93.56%

-92.38%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-12.22%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-83.30%

-92.38%

+9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

Current Drawdown

Current decline from peak

-42.13%

0.00%

-42.13%

Average Drawdown

Average peak-to-trough decline

-51.17%

-14.19%

-36.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

4.63%

-1.26%

Volatility

CCRSX vs. FIFGX - Volatility Comparison

The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 7.10%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 10.69%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCRSXFIFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

10.69%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

16.35%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

21.61%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

225.84%

408.16%

-182.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

159.86%

338.61%

-178.75%