CCRSX vs. PCLAX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and PIMCO CommoditiesPLUS Strategy Fund (PCLAX).
CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006. PCLAX is managed by PIMCO. It was launched on May 28, 2010.
Performance
CCRSX vs. PCLAX - Performance Comparison
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CCRSX vs. PCLAX - 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% |
PCLAX PIMCO CommoditiesPLUS Strategy Fund | 29.30% | 4.13% | 5.76% | -0.14% | 22.73% | 43.18% | -9.67% | 19.19% | -12.47% | 10.30% |
Returns By Period
In the year-to-date period, CCRSX achieves a 22.81% return, which is significantly lower than PCLAX's 29.30% return. Over the past 10 years, CCRSX has underperformed PCLAX with an annualized return of 6.76%, while PCLAX has yielded a comparatively higher 12.27% 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%
PCLAX
- 1D
- -1.07%
- 1M
- 14.89%
- YTD
- 29.30%
- 6M
- 30.11%
- 1Y
- 30.69%
- 3Y*
- 12.98%
- 5Y*
- 16.72%
- 10Y*
- 12.27%
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CCRSX vs. PCLAX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is lower than PCLAX's 1.19% expense ratio.
Return for Risk
CCRSX vs. PCLAX — Risk / Return Rank
CCRSX
PCLAX
CCRSX vs. PCLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and PIMCO CommoditiesPLUS Strategy Fund (PCLAX). 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 | PCLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.65 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.17 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.92 | +0.41 |
Martin ratioReturn relative to average drawdown | 9.03 | 8.05 | +0.98 |
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 | PCLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.65 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.87 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.30 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.14 | -0.15 |
Correlation
The correlation between CCRSX and PCLAX is 0.85, 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. PCLAX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.29%, more than PCLAX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PCLAX PIMCO CommoditiesPLUS Strategy Fund | 1.31% | 1.20% | 5.20% | 4.58% | 44.24% | 75.67% | 0.45% | 2.07% | 18.31% | 12.18% | 0.09% | 1.77% |
Drawdowns
CCRSX vs. PCLAX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -93.56%, which is greater than PCLAX's maximum drawdown of -68.19%. Use the drawdown chart below to compare losses from any high point for CCRSX and PCLAX.
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Drawdown Indicators
| CCRSX | PCLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -68.19% | -25.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -10.92% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -21.75% | -61.55% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -52.00% | -31.30% |
Current DrawdownCurrent decline from peak | -42.05% | -1.07% | -40.98% |
Average DrawdownAverage peak-to-trough decline | -51.17% | -25.91% | -25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.97% | -0.60% |
Volatility
CCRSX vs. PCLAX - Volatility Comparison
The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 7.01%, while PIMCO CommoditiesPLUS Strategy Fund (PCLAX) has a volatility of 10.45%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than PCLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | PCLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 10.45% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 14.79% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 18.96% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.84% | 19.26% | +206.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.86% | 40.64% | +119.22% |