CRSOX vs. AQMIX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and AQR Managed Futures Strategy Fund (AQMIX).
CRSOX is managed by Credit Suisse (New York, NY). It was launched on Dec 29, 2004. AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRSOX or AQMIX.
Correlation
The correlation between CRSOX and AQMIX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CRSOX vs. AQMIX - Performance Comparison
Key characteristics
CRSOX:
0.38
AQMIX:
-0.05
CRSOX:
0.59
AQMIX:
0.09
CRSOX:
1.08
AQMIX:
1.01
CRSOX:
0.10
AQMIX:
0.01
CRSOX:
0.86
AQMIX:
0.03
CRSOX:
5.67%
AQMIX:
5.73%
CRSOX:
13.11%
AQMIX:
10.62%
CRSOX:
-90.00%
AQMIX:
-27.99%
CRSOX:
-45.07%
AQMIX:
-3.49%
Returns By Period
In the year-to-date period, CRSOX achieves a 5.88% return, which is significantly higher than AQMIX's 1.87% return. Both investments have delivered pretty close results over the past 10 years, with CRSOX having a 2.05% annualized return and AQMIX not far behind at 2.01%.
CRSOX
5.88%
3.54%
7.08%
4.94%
13.82%
2.05%
AQMIX
1.87%
2.11%
5.65%
-0.51%
7.67%
2.01%
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CRSOX vs. AQMIX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is lower than AQMIX's 1.25% expense ratio.
Risk-Adjusted Performance
CRSOX vs. AQMIX — Risk-Adjusted Performance Rank
CRSOX
AQMIX
CRSOX vs. AQMIX - Risk-Adjusted Performance Comparison
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.
Dividends
CRSOX vs. AQMIX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 3.04%, less than AQMIX's 3.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 3.04% | 3.39% | 3.38% | 16.50% | 39.76% | 0.13% | 1.23% | 1.12% | 2.75% | 0.00% | 0.00% | 0.00% |
AQMIX AQR Managed Futures Strategy Fund | 3.76% | 3.83% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 4.49% | 4.50% |
Drawdowns
CRSOX vs. AQMIX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -90.00%, which is greater than AQMIX's maximum drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for CRSOX and AQMIX. For additional features, visit the drawdowns tool.
Volatility
CRSOX vs. AQMIX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 3.58% compared to AQR Managed Futures Strategy Fund (AQMIX) at 2.64%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.