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CCRSX vs. VCMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCRSX vs. VCMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). The values are adjusted to include any dividend payments, if applicable.

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CCRSX vs. VCMDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
22.65%15.37%4.86%-8.88%15.71%28.00%-1.49%1.43%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
18.30%18.20%5.27%-7.45%13.83%34.82%5.07%2.74%

Returns By Period

In the year-to-date period, CCRSX achieves a 22.65% return, which is significantly higher than VCMDX's 18.30% 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%

VCMDX

1D
0.39%
1M
6.43%
YTD
18.30%
6M
24.60%
1Y
26.59%
3Y*
12.12%
5Y*
14.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCRSX vs. VCMDX - Expense Ratio Comparison

CCRSX has a 1.05% expense ratio, which is higher than VCMDX's 0.20% expense ratio.


Return for Risk

CCRSX vs. VCMDX — 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

VCMDX
VCMDX Risk / Return Rank: 8888
Overall Rank
VCMDX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCMDX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VCMDX Omega Ratio Rank: 8383
Omega Ratio Rank
VCMDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCMDX Martin Ratio Rank: 8888
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. VCMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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.


CCRSXVCMDXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.76

+0.07

Sortino ratio

Return per unit of downside risk

2.36

2.25

+0.10

Omega ratio

Gain probability vs. loss probability

1.33

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

3.35

3.10

+0.25

Martin ratio

Return relative to average drawdown

9.09

9.46

-0.38

CCRSX vs. VCMDX - Sharpe Ratio Comparison

The current CCRSX Sharpe Ratio is 1.83, which is comparable to the VCMDX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of CCRSX and VCMDX, 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


CCRSXVCMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.76

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.90

-0.84

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

0.83

-0.84

Correlation

The correlation between CCRSX and VCMDX is 0.96, 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. VCMDX - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 11.30%, less than VCMDX's 12.86% 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%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
12.86%15.21%2.19%2.50%14.21%30.56%0.50%0.60%0.00%

Drawdowns

CCRSX vs. VCMDX - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -93.56%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for CCRSX and VCMDX.


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Drawdown Indicators


CCRSXVCMDXDifference

Max Drawdown

Largest peak-to-trough decline

-93.56%

-26.67%

-66.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-8.92%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-83.30%

-25.45%

-57.85%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

Current Drawdown

Current decline from peak

-42.13%

-1.31%

-40.82%

Average Drawdown

Average peak-to-trough decline

-51.17%

-11.10%

-40.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.93%

+0.44%

Volatility

CCRSX vs. VCMDX - Volatility Comparison

Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 7.10% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 5.98%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCRSXVCMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

5.98%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

12.19%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

15.62%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

225.84%

15.81%

+210.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

159.86%

15.40%

+144.46%