CRSOX vs. AQMIX

In the year-to-date period, CRSOX achieves a 3.25% return, which is significantly higher than AQMIX's 2.81% return. Over the past 10 years, CRSOX has underperformed AQMIX with an annualized return of 2.05%, while AQMIX has yielded a comparatively higher 2.31% annualized return.

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CRSOX has a 0.81% expense ratio, which is lower than AQMIX's 1.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and AQR Managed Futures Strategy Fund (AQMIX). 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.

The current CRSOX Sharpe Ratio is 0.03, which is higher than the AQMIX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CRSOX and AQMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRSOX's dividend yield for the trailing twelve months is around 3.15%, less than AQMIX's 3.72% yield.

The maximum CRSOX drawdown since its inception was -89.98%, which is greater than AQMIX's maximum drawdown of -26.54%. Use the drawdown chart below to compare losses from any high point for CRSOX and AQMIX.

Credit Suisse Commodity Return Strategy Fund (CRSOX) and AQR Managed Futures Strategy Fund (AQMIX) have volatilities of 3.42% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.