PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCRSX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCRSX and VTI is 0.28, 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.


-0.50.00.51.00.3

Performance

CCRSX vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.17%
3.99%
CCRSX
VTI

Key characteristics

Sharpe Ratio

CCRSX:

0.91

VTI:

1.80

Sortino Ratio

CCRSX:

1.36

VTI:

2.41

Omega Ratio

CCRSX:

1.16

VTI:

1.33

Calmar Ratio

CCRSX:

0.19

VTI:

2.72

Martin Ratio

CCRSX:

1.90

VTI:

10.93

Ulcer Index

CCRSX:

5.51%

VTI:

2.13%

Daily Std Dev

CCRSX:

11.50%

VTI:

13.00%

Max Drawdown

CCRSX:

-74.73%

VTI:

-55.45%

Current Drawdown

CCRSX:

-51.00%

VTI:

-4.33%

Returns By Period

In the year-to-date period, CCRSX achieves a 4.23% return, which is significantly higher than VTI's -0.48% return. Over the past 10 years, CCRSX has underperformed VTI with an annualized return of 1.69%, while VTI has yielded a comparatively higher 12.70% annualized return.


CCRSX

YTD

4.23%

1M

4.52%

6M

5.16%

1Y

10.42%

5Y*

8.15%

10Y*

1.69%

VTI

YTD

-0.48%

1M

-3.53%

6M

3.99%

1Y

23.27%

5Y*

13.13%

10Y*

12.70%

*Annualized

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. VTI - Expense Ratio Comparison

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


CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
Expense ratio chart for CCRSX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CCRSX vs. VTI — Risk-Adjusted Performance Rank

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

CCRSX
The Risk-Adjusted Performance Rank of CCRSX is 5353
Overall Rank
The Sharpe Ratio Rank of CCRSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRSX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CCRSX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CCRSX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CCRSX is 4242
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7979
Overall Rank
The Sharpe Ratio Rank of VTI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCRSX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for CCRSX, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.911.80
The chart of Sortino ratio for CCRSX, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.001.362.41
The chart of Omega ratio for CCRSX, currently valued at 1.16, compared to the broader market1.002.003.001.161.33
The chart of Calmar ratio for CCRSX, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.192.72
The chart of Martin ratio for CCRSX, currently valued at 1.90, compared to the broader market0.0020.0040.0060.001.9010.93
CCRSX
VTI

The current CCRSX Sharpe Ratio is 0.91, which is lower than the VTI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CCRSX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.91
1.80
CCRSX
VTI

Dividends

CCRSX vs. VTI - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 2.83%, more than VTI's 1.27% yield.


TTM20242023202220212020201920182017201620152014
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
2.83%2.95%26.59%18.96%4.82%5.50%0.87%2.91%9.70%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.27%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

CCRSX vs. VTI - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -74.73%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CCRSX and VTI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-51.00%
-4.33%
CCRSX
VTI

Volatility

CCRSX vs. VTI - Volatility Comparison

The current volatility for Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) is 4.02%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.67%. This indicates that CCRSX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.02%
4.67%
CCRSX
VTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab