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CRSOX vs. BRCYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRSOX vs. BRCYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Commodity Return Strategy Fund (CRSOX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX). The values are adjusted to include any dividend payments, if applicable.

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CRSOX vs. BRCYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRSOX
Credit Suisse Commodity Return Strategy Fund
22.21%15.66%5.21%-8.88%16.40%28.99%-1.12%6.99%-11.65%1.75%
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
27.96%18.82%5.70%-3.15%7.94%19.54%7.89%4.49%-12.03%4.88%

Returns By Period

In the year-to-date period, CRSOX achieves a 22.21% return, which is significantly lower than BRCYX's 27.96% return. Over the past 10 years, CRSOX has underperformed BRCYX with an annualized return of 8.13%, while BRCYX has yielded a comparatively higher 8.73% annualized return.


CRSOX

1D
0.65%
1M
9.72%
YTD
22.21%
6M
29.28%
1Y
29.41%
3Y*
12.77%
5Y*
13.76%
10Y*
8.13%

BRCYX

1D
0.81%
1M
11.91%
YTD
27.96%
6M
36.80%
1Y
43.09%
3Y*
16.68%
5Y*
13.44%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRSOX vs. BRCYX - Expense Ratio Comparison

CRSOX has a 0.81% expense ratio, which is lower than BRCYX's 1.06% expense ratio.


Return for Risk

CRSOX vs. BRCYX — Risk / Return Rank

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

CRSOX
CRSOX Risk / Return Rank: 8888
Overall Rank
CRSOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CRSOX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CRSOX Omega Ratio Rank: 8383
Omega Ratio Rank
CRSOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CRSOX Martin Ratio Rank: 8686
Martin Ratio Rank

BRCYX
BRCYX Risk / Return Rank: 9696
Overall Rank
BRCYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCYX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCYX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCYX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

CRSOX vs. BRCYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX). 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.


CRSOXBRCYXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.60

-0.77

Sortino ratio

Return per unit of downside risk

2.36

3.14

-0.78

Omega ratio

Gain probability vs. loss probability

1.33

1.48

-0.15

Calmar ratio

Return relative to maximum drawdown

3.34

4.85

-1.51

Martin ratio

Return relative to average drawdown

9.14

16.15

-7.01

CRSOX vs. BRCYX - Sharpe Ratio Comparison

The current CRSOX Sharpe Ratio is 1.83, which is comparable to the BRCYX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of CRSOX and BRCYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRSOXBRCYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.60

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.87

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.62

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.18

-0.11

Correlation

The correlation between CRSOX and BRCYX is 0.86, 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. BRCYX - Dividend Comparison

CRSOX's dividend yield for the trailing twelve months is around 6.55%, less than BRCYX's 10.72% yield.


TTM2025202420232022202120202019201820172016
CRSOX
Credit Suisse Commodity Return Strategy Fund
6.55%4.78%3.39%3.38%16.50%39.76%0.14%1.20%1.12%2.75%0.00%
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
10.72%13.71%4.95%3.71%9.93%16.64%0.00%0.91%0.25%0.01%2.74%

Drawdowns

CRSOX vs. BRCYX - Drawdown Comparison

The maximum CRSOX drawdown since its inception was -74.26%, which is greater than BRCYX's maximum drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for CRSOX and BRCYX.


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Drawdown Indicators


CRSOXBRCYXDifference

Max Drawdown

Largest peak-to-trough decline

-74.26%

-60.05%

-14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-9.10%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.50%

-20.42%

-5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.89%

-38.09%

+6.20%

Current Drawdown

Current decline from peak

-31.15%

-0.11%

-31.04%

Average Drawdown

Average peak-to-trough decline

-45.28%

-27.50%

-17.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.73%

+0.60%

Volatility

CRSOX vs. BRCYX - Volatility Comparison

Credit Suisse Commodity Return Strategy Fund (CRSOX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) have volatilities of 6.97% and 7.14%, 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.


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Volatility by Period


CRSOXBRCYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

7.14%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

14.77%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

17.06%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

15.64%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

14.21%

+0.08%