CRSOX vs. CSAIX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and Credit Suisse Managed Futures Strategy Fund (CSAIX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012.
Performance
CRSOX vs. CSAIX - Performance Comparison
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CRSOX vs. CSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.62% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
Returns By Period
In the year-to-date period, CRSOX achieves a 22.21% return, which is significantly higher than CSAIX's 2.62% return. Over the past 10 years, CRSOX has outperformed CSAIX with an annualized return of 8.13%, while CSAIX has yielded a comparatively lower 0.15% 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%
CSAIX
- 1D
- -0.62%
- 1M
- -3.19%
- YTD
- 2.62%
- 6M
- 6.68%
- 1Y
- -4.04%
- 3Y*
- -3.66%
- 5Y*
- 0.73%
- 10Y*
- 0.15%
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CRSOX vs. CSAIX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is lower than CSAIX's 1.30% expense ratio.
Return for Risk
CRSOX vs. CSAIX — Risk / Return Rank
CRSOX
CSAIX
CRSOX vs. CSAIX - 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 Managed Futures Strategy Fund (CSAIX). 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 | CSAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | -0.38 | +2.21 |
Sortino ratioReturn per unit of downside risk | 2.36 | -0.39 | +2.75 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.94 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | -0.32 | +3.66 |
Martin ratioReturn relative to average drawdown | 9.14 | -0.45 | +9.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRSOX | CSAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | -0.38 | +2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.07 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.01 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.23 | -0.16 |
Correlation
The correlation between CRSOX and CSAIX is 0.08, 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.
Dividends
CRSOX vs. CSAIX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.55%, more than CSAIX's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.91% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
Drawdowns
CRSOX vs. CSAIX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than CSAIX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for CRSOX and CSAIX.
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Drawdown Indicators
| CRSOX | CSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -28.79% | -45.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -13.92% | +4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -28.79% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -28.79% | -3.10% |
Current DrawdownCurrent decline from peak | -31.15% | -20.43% | -10.72% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -9.43% | -35.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 10.41% | -7.08% |
Volatility
CRSOX vs. CSAIX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.97% compared to Credit Suisse Managed Futures Strategy Fund (CSAIX) at 4.58%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than CSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | CSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 4.58% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 10.04% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 12.60% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 10.42% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 10.02% | +4.27% |