CRSOX vs. CIK
CRSOX (Credit Suisse Commodity Return Strategy Fund) and CIK (Credit Suisse Asset Management Income Fund) are both mutual funds - CRSOX is a Commodities fund managed by Credit Suisse, while CIK is a High Yield Bonds fund tracking the BofA Merrill Lynch US High Yield Master II Constrained Index. Over the past 10 years, CRSOX returned 7.15%/yr vs 7.03%/yr for CIK. Their 0.15 correlation means their historical movements had little consistent relationship. CRSOX charges 0.81%/yr vs 1.50%/yr for CIK.
Performance
CRSOX vs. CIK - Performance Comparison
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Returns By Period
In the year-to-date period, CRSOX achieves a 19.09% return, which is significantly higher than CIK's -8.86% return. Both investments have delivered pretty close results over the past 10 years, with CRSOX having a 7.15% annualized return and CIK not far behind at 7.03%.
CRSOX
- 1D
- -0.07%
- 1M
- 7.54%
- 6M
- 13.56%
- YTD
- 19.09%
- 1Y
- 31.61%
- 3Y*
- 11.13%
- 5Y*
- 9.87%
- 10Y*
- 7.15%
- ALL TIME*
- 0.96%
CIK
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- -9.26%
- YTD
- -8.86%
- 1Y
- -9.72%
- 3Y*
- 2.33%
- 5Y*
- 2.18%
- 10Y*
- 7.03%
- ALL TIME*
- 4.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $807.09K | $1.09M | $1.61M | |
| $0.00 | $0.00 | $0.00 |
CRSOX vs. CIK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 19.09% | 15.66% | 5.21% | -8.88% | 16.40% | 28.99% | -1.12% | 6.99% | -11.65% | 1.75% |
CIK Credit Suisse Asset Management Income Fund | -8.86% | 7.53% | 1.01% | 36.79% | -19.19% | 17.88% | 7.39% | 26.82% | -8.94% | 13.39% |
Correlation
The correlation between CRSOX and CIK is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2004 | 0.15 |
The correlation between CRSOX and CIK shifts across timeframes, from -0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRSOX vs. CIK — Risk / Return Rank
CRSOX
CIK
CRSOX vs. CIK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and Credit Suisse Asset Management Income Fund (CIK). 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.
| CRSOX | CIK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.86 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | -0.63 | +2.83 |
| Martin ratioReturn relative to average drawdown | 7.13 | -1.16 | +8.29 |
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Drawdowns
CRSOX vs. CIK - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than CIK's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for CRSOX and CIK.
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Drawdown Indicators
| CRSOX | CIK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -54.81% | -19.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -15.49% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -14.20% | -15.49% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -26.22% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -39.15% | +7.26% |
Current DrawdownCurrent decline from peak | -32.91% | -13.11% | -19.80% |
Average DrawdownAverage peak-to-trough decline | -45.08% | -13.32% | -31.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 8.41% | -4.04% |
Volatility
CRSOX vs. CIK - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 5.20% compared to Credit Suisse Asset Management Income Fund (CIK) at 3.09%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than CIK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | CIK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 3.09% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 9.23% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.26% | 11.53% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 15.95% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 17.28% | -2.90% |
CRSOX vs. CIK - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is lower than CIK's 1.50% expense ratio.
Dividends
CRSOX vs. CIK - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 4.31%, less than CIK's 10.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIK Credit Suisse Asset Management Income Fund | 10.55% | 9.54% | 9.34% | 8.63% | 10.71% | 7.87% | 8.57% | 8.39% | 9.64% | 7.98% | 8.35% | 9.50% |
CRSOX Credit Suisse Commodity Return Strategy Fund | 4.31% | 4.78% | 3.39% | 3.38% | 16.50% | 39.76% | 0.14% | 1.20% | 1.12% | 2.75% | 0.00% | 0.00% |
Frequently Asked Questions
CRSOX and CIK have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRSOX has higher volatility (5.20%) compared to CIK (3.09%). In terms of maximum drawdown, CRSOX dropped -74.26% vs CIK's -54.81%.
CRSOX currently has the higher Sharpe Ratio (1.81 vs -0.85), 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.
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