CRSOX vs. EIPCX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and Parametric Commodity Strategy Fund Class I (EIPCX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
CRSOX vs. EIPCX - Performance Comparison
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CRSOX vs. EIPCX - 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 17.35% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
Returns By Period
In the year-to-date period, CRSOX achieves a 22.33% return, which is significantly higher than EIPCX's 17.35% return. Over the past 10 years, CRSOX has underperformed EIPCX with an annualized return of 8.14%, while EIPCX has yielded a comparatively higher 11.45% 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%
EIPCX
- 1D
- 0.78%
- 1M
- 5.42%
- YTD
- 17.35%
- 6M
- 25.90%
- 1Y
- 33.11%
- 3Y*
- 15.41%
- 5Y*
- 16.38%
- 10Y*
- 11.45%
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CRSOX vs. EIPCX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
CRSOX vs. EIPCX — Risk / Return Rank
CRSOX
EIPCX
CRSOX vs. EIPCX - 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 I (EIPCX). 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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 2.27 | -0.47 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.86 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.73 | -0.42 |
Martin ratioReturn relative to average drawdown | 9.08 | 13.21 | -4.13 |
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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.27 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.12 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.86 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.24 | -0.17 |
Correlation
The correlation between CRSOX and EIPCX 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. EIPCX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.54%, less than EIPCX's 11.36% 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.36% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% |
Drawdowns
CRSOX vs. EIPCX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for CRSOX and EIPCX.
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Drawdown Indicators
| CRSOX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -54.05% | -20.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.15% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -18.00% | -7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -28.53% | -3.36% |
Current DrawdownCurrent decline from peak | -31.08% | -0.38% | -30.70% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -24.50% | -20.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.58% | +0.75% |
Volatility
CRSOX vs. EIPCX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.90% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.39%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.39% | +2.51% |
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% | 14.82% | +1.69% |
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% | 13.30% | +0.98% |