CCRSX vs. VTSMX
CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) and VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) are both mutual funds - CCRSX is a Commodities fund managed by Credit Suisse, while VTSMX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, CCRSX returned 26.97%/yr vs 14.44%/yr for VTSMX. Their 0.26 correlation means their historical movements had little consistent relationship. CCRSX charges 1.05%/yr vs 0.06%/yr for VTSMX.
Performance
CCRSX vs. VTSMX - 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 VTSMX's 10.48% return. Over the past 10 years, CCRSX has outperformed VTSMX with an annualized return of 26.97%, while VTSMX has yielded a comparatively lower 14.44% 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%
VTSMX
- 1D
- 0.57%
- 1M
- -0.21%
- 6M
- 8.16%
- YTD
- 10.48%
- 1Y
- 21.72%
- 3Y*
- 18.58%
- 5Y*
- 11.50%
- 10Y*
- 14.44%
- ALL TIME*
- 10.69%
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. VTSMX - 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% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 10.48% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
Correlation
The correlation between CCRSX and VTSMX is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2006 | 0.26 |
The correlation between CCRSX and VTSMX shifts across timeframes, from -0.08 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCRSX vs. VTSMX — Risk / Return Rank
CCRSX
VTSMX
CCRSX vs. VTSMX - 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 Total Stock Market Index Fund Investor Shares (VTSMX). 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 | VTSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.22 | +0.27 |
| Martin ratioReturn relative to average drawdown | 8.14 | 9.59 | -1.44 |
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Drawdowns
CCRSX vs. VTSMX - Drawdown Comparison
The maximum CCRSX drawdown since its inception was -78.02%, which is greater than VTSMX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for CCRSX and VTSMX.
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Drawdown Indicators
| CCRSX | VTSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.02% | -55.38% | -22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -8.93% | -5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -19.63% | +5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -25.43% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.73% | -34.98% | -1.75% |
Current DrawdownCurrent decline from peak | -7.11% | -1.33% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -41.07% | -8.86% | -32.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 2.06% | +2.30% |
Volatility
CCRSX vs. VTSMX - Volatility Comparison
Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 4.65% compared to Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) at 3.45%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than VTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCRSX | VTSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.45% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 10.28% | +3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 13.14% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 222.72% | 17.46% | +205.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 157.66% | 18.41% | +139.25% |
CCRSX vs. VTSMX - Expense Ratio Comparison
CCRSX has a 1.05% expense ratio, which is higher than VTSMX's 0.06% expense ratio.
Dividends
CCRSX vs. VTSMX - Dividend Comparison
CCRSX's dividend yield for the trailing twelve months is around 11.25%, more than VTSMX's 0.99% 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% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.99% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
Frequently Asked Questions
CCRSX and VTSMX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCRSX has higher volatility (4.65%) compared to VTSMX (3.45%). In terms of maximum drawdown, CCRSX dropped -78.02% vs VTSMX's -55.38%.
CCRSX currently has the higher Sharpe Ratio (2.11 vs 1.51), 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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