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CCRSX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCRSX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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CCRSX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, CCRSX achieves a 22.81% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, CCRSX has underperformed VOO with an annualized return of 6.76%, while VOO has yielded a comparatively higher 14.14% 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%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCRSX vs. VOO - Expense Ratio Comparison

CCRSX has a 1.05% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

CCRSX vs. VOO — Risk / Return Rank

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

CCRSX
CCRSX Risk / Return Rank: 8686
Overall Rank
CCRSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CCRSX Sortino Ratio Rank: 8585
Sortino Ratio Rank
CCRSX Omega Ratio Rank: 8181
Omega Ratio Rank
CCRSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCRSX Martin Ratio Rank: 8484
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - 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 S&P 500 ETF (VOO). 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.


CCRSXVOODifference

Sharpe ratio

Return per unit of total volatility

1.80

1.01

+0.79

Sortino ratio

Return per unit of downside risk

2.32

1.53

+0.79

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

3.33

1.55

+1.78

Martin ratio

Return relative to average drawdown

9.03

7.31

+1.72

CCRSX vs. VOO - Sharpe Ratio Comparison

The current CCRSX Sharpe Ratio is 1.80, which is higher than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CCRSX and VOO, 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


CCRSXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.01

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.71

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.79

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.83

-0.84

Correlation

The correlation between CCRSX and VOO is 0.25, 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.


Dividends

CCRSX vs. VOO - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 11.29%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

CCRSX vs. VOO - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -93.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CCRSX and VOO.


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Drawdown Indicators


CCRSXVOODifference

Max Drawdown

Largest peak-to-trough decline

-93.56%

-33.99%

-59.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-11.98%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-83.30%

-24.52%

-58.78%

Max Drawdown (10Y)

Largest decline over 10 years

-83.30%

-33.99%

-49.31%

Current Drawdown

Current decline from peak

-42.05%

-5.55%

-36.50%

Average Drawdown

Average peak-to-trough decline

-51.17%

-3.72%

-47.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.55%

+0.82%

Volatility

CCRSX vs. VOO - Volatility Comparison

Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 7.01% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCRSXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

5.34%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

9.47%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

18.11%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

225.84%

16.82%

+209.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

159.86%

17.99%

+141.87%