CCRSX vs. RYMEX
Compare and contrast key facts about Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Rydex Commodities Strategy Fund (RYMEX).
CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006. RYMEX is managed by Rydex Funds. It was launched on May 24, 2005.
Performance
CCRSX vs. RYMEX - Performance Comparison
Loading graphics...
CCRSX vs. RYMEX - 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% |
RYMEX Rydex Commodities Strategy Fund | 40.07% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
Returns By Period
In the year-to-date period, CCRSX achieves a 22.65% return, which is significantly lower than RYMEX's 40.07% return. Over the past 10 years, CCRSX has outperformed RYMEX with an annualized return of 6.75%, while RYMEX has yielded a comparatively lower 0.96% 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%
RYMEX
- 1D
- 1.67%
- 1M
- 24.61%
- YTD
- 40.07%
- 6M
- 40.55%
- 1Y
- 40.95%
- 3Y*
- 16.42%
- 5Y*
- 17.74%
- 10Y*
- 0.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CCRSX vs. RYMEX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is lower than RYMEX's 1.60% expense ratio.
Return for Risk
CCRSX vs. RYMEX — Risk / Return Rank
CCRSX
RYMEX
CCRSX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Rydex Commodities Strategy Fund (RYMEX). 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 | RYMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 2.04 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.70 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.59 | -0.24 |
Martin ratioReturn relative to average drawdown | 9.09 | 9.58 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CCRSX | RYMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.04 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.81 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.04 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | -0.26 | +0.26 |
Correlation
The correlation between CCRSX and RYMEX is 0.81, 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. RYMEX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.30%, more than RYMEX's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYMEX Rydex Commodities Strategy Fund | 1.70% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% |
Drawdowns
CCRSX vs. RYMEX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -93.56%, roughly equal to the maximum RYMEX drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for CCRSX and RYMEX.
Loading graphics...
Drawdown Indicators
| CCRSX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.56% | -93.96% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -11.86% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -83.30% | -30.45% | -52.85% |
Max Drawdown (10Y)Largest decline over 10 years | -83.30% | -69.87% | -13.43% |
Current DrawdownCurrent decline from peak | -42.13% | -84.04% | +41.91% |
Average DrawdownAverage peak-to-trough decline | -51.17% | -69.16% | +17.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 4.45% | -1.08% |
Volatility
CCRSX vs. RYMEX - Volatility Comparison
The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 7.10%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 11.73%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CCRSX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 11.73% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 16.53% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 21.32% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 225.84% | 22.05% | +203.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.86% | 27.62% | +132.24% |