CCSZX vs. GCCIX
Compare and contrast key facts about Columbia Commodity Strategy Fund (CCSZX) and Goldman Sachs Commodity Strategy Fund (GCCIX).
CCSZX is managed by Columbia. It was launched on Jun 17, 2012. GCCIX is managed by Goldman Sachs. It was launched on Mar 29, 2007.
Performance
CCSZX vs. GCCIX - Performance Comparison
Loading graphics...
CCSZX vs. GCCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 23.89% | 15.36% | 7.11% | -6.90% | -39.43% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
GCCIX Goldman Sachs Commodity Strategy Fund | 14.11% | 15.45% | 5.92% | -9.65% | 15.70% | 33.42% | -23.01% | 16.75% | -14.89% | 4.31% |
Returns By Period
In the year-to-date period, CCSZX achieves a 23.89% return, which is significantly higher than GCCIX's 14.11% return. Over the past 10 years, CCSZX has underperformed GCCIX with an annualized return of 1.70%, while GCCIX has yielded a comparatively higher 6.16% annualized return.
CCSZX
- 1D
- -0.33%
- 1M
- 8.80%
- YTD
- 23.89%
- 6M
- 29.02%
- 1Y
- 31.30%
- 3Y*
- 14.38%
- 5Y*
- 0.86%
- 10Y*
- 1.70%
GCCIX
- 1D
- -0.63%
- 1M
- 4.19%
- YTD
- 14.11%
- 6M
- 19.69%
- 1Y
- 20.48%
- 3Y*
- 10.67%
- 5Y*
- 11.93%
- 10Y*
- 6.16%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CCSZX vs. GCCIX - Expense Ratio Comparison
CCSZX has a 0.86% expense ratio, which is higher than GCCIX's 0.59% expense ratio.
Return for Risk
CCSZX vs. GCCIX — Risk / Return Rank
CCSZX
GCCIX
CCSZX vs. GCCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) and Goldman Sachs Commodity Strategy Fund (GCCIX). 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.
| CCSZX | GCCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.37 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.81 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.29 | +0.83 |
Martin ratioReturn relative to average drawdown | 9.79 | 6.38 | +3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CCSZX | GCCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.37 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.65 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.31 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | -0.16 | +0.03 |
Correlation
The correlation between CCSZX and GCCIX is 0.88, 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
CCSZX vs. GCCIX - Dividend Comparison
CCSZX's dividend yield for the trailing twelve months is around 2.42%, less than GCCIX's 14.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.42% | 3.00% | 8.84% | 4.42% | 0.00% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% | 0.00% | 0.00% |
GCCIX Goldman Sachs Commodity Strategy Fund | 14.10% | 16.09% | 4.08% | 4.20% | 10.41% | 16.46% | 0.36% | 10.81% | 1.47% | 5.88% | 0.84% | 0.36% |
Drawdowns
CCSZX vs. GCCIX - Drawdown Comparison
The maximum CCSZX drawdown since its inception was -63.75%, smaller than the maximum GCCIX drawdown of -90.80%. Use the drawdown chart below to compare losses from any high point for CCSZX and GCCIX.
Loading graphics...
Drawdown Indicators
| CCSZX | GCCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.75% | -90.80% | +27.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -9.39% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -62.27% | -28.78% | -33.49% |
Max Drawdown (10Y)Largest decline over 10 years | -62.27% | -57.76% | -4.51% |
Current DrawdownCurrent decline from peak | -41.54% | -71.72% | +30.18% |
Average DrawdownAverage peak-to-trough decline | -40.83% | -69.41% | +28.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.38% | -0.04% |
Volatility
CCSZX vs. GCCIX - Volatility Comparison
Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 7.64% compared to Goldman Sachs Commodity Strategy Fund (GCCIX) at 5.48%. This indicates that CCSZX's price experiences larger fluctuations and is considered to be riskier than GCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CCSZX | GCCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 5.48% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 11.71% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 15.19% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 18.45% | +9.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 20.13% | +1.62% |