CRSOX vs. EAPCX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and Parametric Commodity Strategy Fund Class A (EAPCX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
CRSOX vs. EAPCX - Performance Comparison
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CRSOX vs. EAPCX - 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% |
EAPCX Parametric Commodity Strategy Fund Class A | 17.25% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
In the year-to-date period, CRSOX achieves a 22.33% return, which is significantly higher than EAPCX's 17.25% return. Over the past 10 years, CRSOX has underperformed EAPCX with an annualized return of 8.14%, while EAPCX has yielded a comparatively higher 11.17% annualized 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%
EAPCX
- 1D
- 0.79%
- 1M
- 5.49%
- YTD
- 17.25%
- 6M
- 25.77%
- 1Y
- 32.66%
- 3Y*
- 15.07%
- 5Y*
- 16.10%
- 10Y*
- 11.17%
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CRSOX vs. EAPCX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
CRSOX vs. EAPCX — Risk / Return Rank
CRSOX
EAPCX
CRSOX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 2.25 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.83 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.70 | -0.39 |
Martin ratioReturn relative to average drawdown | 9.08 | 12.97 | -3.89 |
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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.25 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.11 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.29 | -0.22 |
Correlation
The correlation between CRSOX and EAPCX is 0.93, 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. EAPCX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.54%, less than EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.28% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
CRSOX vs. EAPCX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for CRSOX and EAPCX.
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Drawdown Indicators
| CRSOX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -52.59% | -21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.09% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -18.05% | -7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -28.81% | -3.08% |
Current DrawdownCurrent decline from peak | -31.08% | -0.39% | -30.69% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -23.03% | -22.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.60% | +0.73% |
Volatility
CRSOX vs. EAPCX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.90% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.58% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 11.78% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 14.85% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 14.64% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.28% | 13.29% | +0.99% |