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CCRSX vs. GSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCRSX and GSG is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CCRSX vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-24.51%
-56.91%
CCRSX
GSG

Key characteristics

Sharpe Ratio

CCRSX:

0.32

GSG:

-0.33

Sortino Ratio

CCRSX:

0.52

GSG:

-0.35

Omega Ratio

CCRSX:

1.07

GSG:

0.96

Calmar Ratio

CCRSX:

0.08

GSG:

-0.08

Martin Ratio

CCRSX:

0.74

GSG:

-1.01

Ulcer Index

CCRSX:

5.74%

GSG:

5.78%

Daily Std Dev

CCRSX:

13.08%

GSG:

17.55%

Max Drawdown

CCRSX:

-74.73%

GSG:

-89.62%

Current Drawdown

CCRSX:

-50.92%

GSG:

-72.22%

Returns By Period

In the year-to-date period, CCRSX achieves a 4.41% return, which is significantly higher than GSG's -3.67% return. Over the past 10 years, CCRSX has outperformed GSG with an annualized return of 1.61%, while GSG has yielded a comparatively lower -0.31% annualized return.


CCRSX

YTD

4.41%

1M

-5.01%

6M

5.71%

1Y

5.00%

5Y*

13.72%

10Y*

1.61%

GSG

YTD

-3.67%

1M

-4.55%

6M

-0.47%

1Y

-4.03%

5Y*

19.76%

10Y*

-0.31%

*Annualized

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CCRSX vs. GSG - Expense Ratio Comparison

CCRSX has a 1.05% expense ratio, which is higher than GSG's 0.75% expense ratio.


Expense ratio chart for CCRSX: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CCRSX: 1.05%
Expense ratio chart for GSG: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSG: 0.75%

Risk-Adjusted Performance

CCRSX vs. GSG — Risk-Adjusted Performance Rank

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

CCRSX
The Risk-Adjusted Performance Rank of CCRSX is 3333
Overall Rank
The Sharpe Ratio Rank of CCRSX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRSX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CCRSX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of CCRSX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CCRSX is 3333
Martin Ratio Rank

GSG
The Risk-Adjusted Performance Rank of GSG is 77
Overall Rank
The Sharpe Ratio Rank of GSG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of GSG is 66
Sortino Ratio Rank
The Omega Ratio Rank of GSG is 77
Omega Ratio Rank
The Calmar Ratio Rank of GSG is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GSG is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCRSX vs. GSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


The chart of Sharpe ratio for CCRSX, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
CCRSX: 0.32
GSG: -0.33
The chart of Sortino ratio for CCRSX, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.00
CCRSX: 0.52
GSG: -0.35
The chart of Omega ratio for CCRSX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
CCRSX: 1.07
GSG: 0.96
The chart of Calmar ratio for CCRSX, currently valued at 0.08, compared to the broader market0.002.004.006.008.00
CCRSX: 0.08
GSG: -0.08
The chart of Martin ratio for CCRSX, currently valued at 0.74, compared to the broader market0.0010.0020.0030.0040.00
CCRSX: 0.74
GSG: -1.01

The current CCRSX Sharpe Ratio is 0.32, which is higher than the GSG Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of CCRSX and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.32
-0.33
CCRSX
GSG

Dividends

CCRSX vs. GSG - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 4.61%, while GSG has not paid dividends to shareholders.


TTM20242023202220212020201920182017
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
4.61%2.95%26.59%18.96%4.82%5.50%0.87%2.91%9.70%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CCRSX vs. GSG - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -74.73%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for CCRSX and GSG. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%December2025FebruaryMarchAprilMay
-50.92%
-72.22%
CCRSX
GSG

Volatility

CCRSX vs. GSG - Volatility Comparison

The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 6.81%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 9.30%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
6.81%
9.30%
CCRSX
GSG