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CCRSX vs. VUSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRSX vs. VUSTX - 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 Long-Term Treasury Fund Investor Shares (VUSTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCRSX achieves a 23.38% return, which is significantly higher than VUSTX's -3.13% return. Over the past 10 years, CCRSX has outperformed VUSTX with an annualized return of 26.98%, while VUSTX has yielded a comparatively lower -1.90% annualized return.


CCRSX

1D
-0.09%
1M
7.69%
6M
11.85%
YTD
23.38%
1Y
36.10%
3Y*
11.95%
5Y*
57.76%
10Y*
26.98%
ALL TIME*
8.91%

VUSTX

1D
-0.13%
1M
-3.08%
6M
-3.00%
YTD
-3.13%
1Y
-1.38%
3Y*
-0.98%
5Y*
-7.07%
10Y*
-1.90%
ALL TIME*
4.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. VUSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
23.38%15.37%4.86%-8.88%15.71%667.99%-1.49%6.69%-11.63%-7.99%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-3.13%5.55%-6.41%3.33%-29.58%-4.93%18.20%14.14%-1.89%8.60%

Correlation

The correlation between CCRSX and VUSTX is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2006

-0.16

The correlation between CCRSX and VUSTX shifts across timeframes, from -0.31 (1 year) to -0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CCRSX vs. VUSTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCRSX
CCRSX Risk / Return Rank: 7676
Overall Rank
CCRSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CCRSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
CCRSX Omega Ratio Rank: 7979
Omega Ratio Rank
CCRSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
CCRSX Martin Ratio Rank: 6363
Martin Ratio Rank

VUSTX
VUSTX Risk / Return Rank: 55
Overall Rank
VUSTX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VUSTX Sortino Ratio Rank: 55
Sortino Ratio Rank
VUSTX Omega Ratio Rank: 55
Omega Ratio Rank
VUSTX Calmar Ratio Rank: 66
Calmar Ratio Rank
VUSTX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCRSX vs. VUSTX - 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 Long-Term Treasury Fund Investor Shares (VUSTX). 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.


CCRSXVUSTXDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.36

1.02

+0.34

Calmar ratioReturn relative to maximum drawdown

2.43

0.07

+2.36

Martin ratioReturn relative to average drawdown

7.99

0.15

+7.84

CCRSX vs. VUSTX - Sharpe Ratio Comparison

The current CCRSX Sharpe Ratio is 2.05, which is higher than the VUSTX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of CCRSX and VUSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CCRSX vs. VUSTX - Drawdown Comparison

The maximum CCRSX drawdown since its inception was -78.02%, which is greater than VUSTX's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for CCRSX and VUSTX.


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Drawdown Indicators


CCRSXVUSTXDifference

Max Drawdown

Largest peak-to-trough decline

-78.02%

-46.37%

-31.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-7.19%

-7.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.30%

-13.58%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.53%

-41.45%

+15.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.73%

-46.37%

+9.64%

Current Drawdown

Current decline from peak

-7.02%

-38.41%

+31.39%

Average Drawdown

Average peak-to-trough decline

-41.08%

-9.45%

-31.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

3.24%

+1.10%

Volatility

CCRSX vs. VUSTX - Volatility Comparison

Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a higher volatility of 4.64% compared to Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) at 2.21%. This indicates that CCRSX's price experiences larger fluctuations and is considered to be riskier than VUSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCRSXVUSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

2.21%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

6.37%

+7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

8.55%

+8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

222.80%

14.50%

+208.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

157.66%

13.69%

+143.97%

CCRSX vs. VUSTX - Expense Ratio Comparison

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


Dividends

CCRSX vs. VUSTX - Dividend Comparison

CCRSX's dividend yield for the trailing twelve months is around 11.24%, more than VUSTX's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
11.24%3.98%2.95%26.59%18.97%4.82%5.51%0.86%2.91%0.00%0.00%0.00%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.24%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%

Frequently Asked Questions


CCRSX and VUSTX have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCRSX has higher volatility (4.64%) compared to VUSTX (2.21%). In terms of maximum drawdown, CCRSX dropped -78.02% vs VUSTX's -46.37%.

CCRSX currently has the higher Sharpe Ratio (2.05 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for CCRSX and VUSTX

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