CIK vs. CCRSX

Last updated Jun 25, 2026

CIK (Credit Suisse Asset Management Income Fund) and CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) are both mutual funds - CIK is a High Yield Bonds fund tracking the BofA Merrill Lynch US High Yield Master II Constrained Index, while CCRSX is a Commodities fund managed by Credit Suisse. Over the past 10 years, CIK returned 7.36%/yr vs 25.60%/yr for CCRSX. At a 0.15 correlation, their price movements are largely independent. CIK charges 1.50%/yr vs 1.05%/yr for CCRSX.

Performance

CIK vs. CCRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Asset Management Income Fund (CIK) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CIK achieves a -9.23% return, which is significantly lower than CCRSX's 15.63% return. Over the past 10 years, CIK has underperformed CCRSX with an annualized return of 7.36%, while CCRSX has yielded a comparatively higher 25.60% annualized return.

CIK

• 1D: 0.00%
• 1M: -2.19%
• YTD: -9.23%
• 6M: -8.91%
• 1Y: -7.21%
• 3Y*: 2.80%
• 5Y*: 2.18%
• 10Y*: 7.36%

CCRSX

• 1D: -1.25%
• 1M: -10.12%
• YTD: 15.63%
• 6M: 13.97%
• 1Y: 25.67%
• 3Y*: 11.40%
• 5Y*: 57.03%
• 10Y*: 25.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CIK vs. CCRSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CIK Credit Suisse Asset Management Income Fund	-9.23%	7.53%	1.01%	36.79%	-19.19%	17.88%	7.39%	26.82%	-8.94%	13.39%
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio	15.63%	15.37%	4.86%	-8.88%	15.71%	667.99%	-1.49%	6.69%	-11.63%	-7.99%

Correlation

The correlation between CIK and CCRSX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Mar 1, 2006	0.15

The correlation between CIK and CCRSX shifts across timeframes, from -0.07 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CIK vs. CCRSX — Risk / Return Rank

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

CIK

CIK Risk / Return Rank: 1
CIK Sharpe Ratio Rank: 1
CIK Sortino Ratio Rank: 1
CIK Omega Ratio Rank: 1
CIK Calmar Ratio Rank: 1
CIK Martin Ratio Rank: 1

CCRSX

CCRSX Risk / Return Rank: 30
CCRSX Sharpe Ratio Rank: 29
CCRSX Sortino Ratio Rank: 25
CCRSX Omega Ratio Rank: 28
CCRSX Calmar Ratio Rank: 28
CCRSX Martin Ratio Rank: 36

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.

CIK vs. CCRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Asset Management Income Fund (CIK) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). 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.

	CIK	CCRSX	Difference
Sharpe ratio: Return per unit of total volatility	-0.64	1.38	-2.02
Sortino ratio: Return per unit of downside risk	-0.88	1.85	-2.72
Omega ratio: Gain probability vs. loss probability	0.90	1.25	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.47	1.77	-2.24
Martin ratio: Return relative to average drawdown	-0.99	7.35	-8.34

CIK vs. CCRSX - Sharpe Ratio Comparison

The current CIK Sharpe Ratio is -0.64, which is lower than the CCRSX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CIK and CCRSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CIK vs. CCRSX - Drawdown Comparison

The maximum CIK drawdown since its inception was -54.81%, smaller than the maximum CCRSX drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for CIK and CCRSX.

Drawdown Indicators

	CIK	CCRSX	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-78.02%	+23.21%
Max Drawdown (1Y) Largest decline over 1 year	-15.49%	-12.86%	-2.63%
Max Drawdown (3Y) Largest decline over 3 years	-15.66%	-12.86%	-2.80%
Max Drawdown (5Y) Largest decline over 5 years	-26.22%	-25.53%	-0.69%
Max Drawdown (10Y) Largest decline over 10 years	-39.15%	-36.73%	-2.42%
Current Drawdown Current decline from peak	-13.46%	-12.86%	-0.60%
Average Drawdown Average peak-to-trough decline	-13.32%	-41.23%	+27.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.29%	3.13%	+4.16%

Volatility

CIK vs. CCRSX - Volatility Comparison

The current volatility for Credit Suisse Asset Management Income Fund (CIK) is 3.26%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 3.93%. This indicates that CIK experiences smaller price fluctuations and is considered to be less risky than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CIK	CCRSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	3.93%	-0.67%
Volatility (6M) Calculated over the trailing 6-month period	8.95%	14.51%	-5.56%
Volatility (1Y) Calculated over the trailing 1-year period	11.38%	16.62%	-5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	222.80%	-206.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.28%	157.73%	-140.45%

CIK vs. CCRSX - Expense Ratio Comparison

CIK has a 1.50% expense ratio, which is higher than CCRSX's 1.05% expense ratio.

Dividends

CIK vs. CCRSX - Dividend Comparison

CIK's dividend yield for the trailing twelve months is around 10.61%, less than CCRSX's 11.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio	11.99%	3.98%	2.95%	26.59%	18.97%	4.82%	5.51%	0.86%	2.91%	0.00%	0.00%	0.00%
CIK Credit Suisse Asset Management Income Fund	10.61%	9.54%	9.34%	8.63%	10.71%	7.87%	8.57%	8.39%	9.64%	7.98%	8.35%	9.50%

Frequently Asked Questions

Can I hold both CIK and CCRSX in my portfolio?

CIK and CCRSX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CIK or CCRSX?

CCRSX has higher volatility (3.93%) compared to CIK (3.26%). In terms of maximum drawdown, CIK dropped -54.81% vs CCRSX's -78.02%.

Which has better risk-adjusted returns?

CCRSX currently has the higher Sharpe Ratio (1.38 vs -0.64), 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.