CRSOX vs. DJP
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and iPath Bloomberg Commodity Index Total Return ETN (DJP).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. DJP is a passively managed fund by Barclays Capital that tracks the performance of the Bloomberg Commodity Index. It was launched on Jun 6, 2006.
Performance
CRSOX vs. DJP - Performance Comparison
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CRSOX vs. DJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRSOX Credit Suisse Commodity Return Strategy Fund | 22.33% | 15.66% | 5.21% | -8.88% | 16.40% | 28.99% | -1.12% | 6.99% | -11.65% | 1.75% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 26.62% | 17.20% | 5.59% | -9.85% | 17.46% | 31.05% | -4.12% | 7.63% | -13.07% | 0.74% |
Returns By Period
In the year-to-date period, CRSOX achieves a 22.33% return, which is significantly lower than DJP's 26.62% return. Both investments have delivered pretty close results over the past 10 years, with CRSOX having a 8.14% annualized return and DJP not far ahead at 8.41%.
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%
DJP
- 1D
- -1.08%
- 1M
- 9.10%
- YTD
- 26.62%
- 6M
- 33.73%
- 1Y
- 34.63%
- 3Y*
- 14.66%
- 5Y*
- 14.92%
- 10Y*
- 8.41%
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CRSOX vs. DJP - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is higher than DJP's 0.70% expense ratio.
Return for Risk
CRSOX vs. DJP — Risk / Return Rank
CRSOX
DJP
CRSOX vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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 | DJP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.80 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.36 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.28 | +0.04 |
Martin ratioReturn relative to average drawdown | 9.08 | 8.99 | +0.09 |
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 | DJP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.80 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.80 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.50 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | -0.01 | +0.07 |
Correlation
The correlation between CRSOX and DJP is 0.95, 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. DJP - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.54%, while DJP has not paid dividends to shareholders.
| 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% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CRSOX vs. DJP - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for CRSOX and DJP.
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Drawdown Indicators
| CRSOX | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -78.35% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -10.64% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -28.98% | +3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -38.36% | +6.47% |
Current DrawdownCurrent decline from peak | -31.08% | -34.88% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -51.02% | +5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.88% | -0.55% |
Volatility
CRSOX vs. DJP - Volatility Comparison
The current volatility for Credit Suisse Commodity Return Strategy Fund (CRSOX) is 6.90%, while iPath Bloomberg Commodity Index Total Return ETN (DJP) has a volatility of 8.27%. This indicates that CRSOX experiences smaller price fluctuations and is considered to be less risky than DJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 8.27% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 15.27% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 19.36% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 18.78% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.28% | 17.00% | -2.72% |