CRSOX vs. BCSKX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and BlackRock Commodity Strategies Fund Class K (BCSKX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011.
Performance
CRSOX vs. BCSKX - Performance Comparison
Loading graphics...
CRSOX vs. BCSKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 22.33% | 15.66% | 5.21% | -8.88% | 16.40% | 28.99% | -1.12% | 6.99% | -13.88% |
BCSKX BlackRock Commodity Strategies Fund Class K | 20.37% | 28.88% | 4.44% | -4.27% | 11.95% | 22.49% | 6.84% | 3.89% | 2.06% |
Returns By Period
In the year-to-date period, CRSOX achieves a 22.33% return, which is significantly higher than BCSKX's 20.37% return.
CRSOX
- 1D
- 0.10%
- 1M
- 8.23%
- YTD
- 22.33%
- 6M
- 28.46%
- 1Y
- 29.33%
- 3Y*
- 12.81%
- 5Y*
- 13.60%
- 10Y*
- 8.14%
BCSKX
- 1D
- 0.97%
- 1M
- 0.81%
- YTD
- 20.37%
- 6M
- 27.67%
- 1Y
- 41.82%
- 3Y*
- 16.50%
- 5Y*
- 14.27%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CRSOX vs. BCSKX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is higher than BCSKX's 0.67% expense ratio.
Return for Risk
CRSOX vs. BCSKX — Risk / Return Rank
CRSOX
BCSKX
CRSOX vs. BCSKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.
| CRSOX | BCSKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 2.63 | -0.83 |
Sortino ratioReturn per unit of downside risk | 2.32 | 3.31 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.47 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 4.07 | -0.75 |
Martin ratioReturn relative to average drawdown | 9.08 | 20.58 | -11.50 |
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
| CRSOX | BCSKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.63 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.91 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.76 | -0.69 |
Correlation
The correlation between CRSOX and BCSKX is 0.76, 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
CRSOX vs. BCSKX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.54%, more than BCSKX's 2.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 6.54% | 4.78% | 3.39% | 3.38% | 16.50% | 39.76% | 0.14% | 1.20% | 1.12% | 2.75% |
BCSKX BlackRock Commodity Strategies Fund Class K | 2.60% | 3.13% | 3.66% | 9.45% | 9.11% | 2.72% | 0.84% | 2.08% | 2.02% | 0.00% |
Drawdowns
CRSOX vs. BCSKX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for CRSOX and BCSKX.
Loading graphics...
Drawdown Indicators
| CRSOX | BCSKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -30.34% | -43.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -10.51% | +1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -22.34% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | — | — |
Current DrawdownCurrent decline from peak | -31.08% | -0.40% | -30.68% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -6.67% | -38.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.08% | +1.25% |
Volatility
CRSOX vs. BCSKX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.90% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.47%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CRSOX | BCSKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.47% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 12.36% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 16.15% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 15.80% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.28% | 15.08% | -0.80% |