CCRSX vs. PCRIX
CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) and PCRIX (PIMCO Commodity Real Return Strategy Fund) are both Commodities funds. Over the past 10 years, CCRSX returned 26.97%/yr vs 8.69%/yr for PCRIX. Their correlation of 0.95 means they have usually moved in the same direction. CCRSX charges 1.05%/yr vs 0.80%/yr for PCRIX.
Performance
CCRSX vs. PCRIX - Performance Comparison
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Returns By Period
In the year-to-date period, CCRSX achieves a 23.26% return, which is significantly higher than PCRIX's 21.69% return. Over the past 10 years, CCRSX has outperformed PCRIX with an annualized return of 26.97%, while PCRIX has yielded a comparatively lower 8.69% annualized return.
CCRSX
- 1D
- -0.09%
- 1M
- 7.59%
- 6M
- 17.53%
- YTD
- 23.26%
- 1Y
- 35.97%
- 3Y*
- 12.13%
- 5Y*
- 57.73%
- 10Y*
- 26.97%
- ALL TIME*
- 8.90%
PCRIX
- 1D
- -0.06%
- 1M
- 6.91%
- 6M
- 16.70%
- YTD
- 21.69%
- 1Y
- 33.09%
- 3Y*
- 14.56%
- 5Y*
- 10.86%
- 10Y*
- 8.69%
- ALL TIME*
- 1.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CCRSX vs. PCRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 23.26% | 15.37% | 4.86% | -8.88% | 15.71% | 667.99% | -1.49% | 6.69% | -11.63% | -7.99% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 21.69% | 17.05% | 10.59% | -5.91% | 8.94% | 33.35% | 0.79% | 12.29% | -13.77% | 2.71% |
Correlation
The correlation between CCRSX and PCRIX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2006 | 0.95 |
The correlation between CCRSX and PCRIX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
CCRSX vs. PCRIX — Risk / Return Rank
CCRSX
PCRIX
CCRSX vs. PCRIX - 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 Commodity Real Return Strategy Fund (PCRIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCRSX | PCRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.31 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.14 | 7.66 | +0.48 |
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Drawdowns
CCRSX vs. PCRIX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -78.02%, smaller than the maximum PCRIX drawdown of -82.24%. Use the drawdown chart below to compare losses from any high point for CCRSX and PCRIX.
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Drawdown Indicators
| CCRSX | PCRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.02% | -82.24% | +4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -14.44% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -14.44% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -34.44% | +8.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -39.07% | +2.34% |
Current DrawdownCurrent decline from peak | -7.11% | -41.54% | +34.43% |
Average DrawdownAverage peak-to-trough decline | -41.07% | -47.93% | +6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 4.35% | +0.01% |
Volatility
CCRSX vs. PCRIX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and PIMCO Commodity Real Return Strategy Fund (PCRIX) have volatilities of 4.65% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | PCRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.57% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 13.96% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 16.91% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 222.72% | 19.60% | +203.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 157.66% | 17.08% | +140.58% |
CCRSX vs. PCRIX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than PCRIX's 0.80% expense ratio.
Dividends
CCRSX vs. PCRIX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.25%, more than PCRIX's 9.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.25% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% | 0.00% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 9.96% | 5.61% | 8.34% | 6.57% | 46.23% | 22.74% | 1.56% | 4.00% | 5.94% | 8.14% | 0.91% | 5.29% |
Frequently Asked Questions
With a correlation of 0.94, CCRSX and PCRIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CCRSX has higher volatility (4.65%) compared to PCRIX (4.57%). In terms of maximum drawdown, CCRSX dropped -78.02% vs PCRIX's -82.24%.
CCRSX currently has the higher Sharpe Ratio (2.11 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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