CRSOX vs. FFGIX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. FFGIX is managed by Fidelity. It was launched on Mar 25, 2009.
Performance
CRSOX vs. FFGIX - Performance Comparison
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CRSOX vs. FFGIX - 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% |
FFGIX Fidelity Advisor Global Commodity Stock Fund Class I | 22.84% | 28.57% | 2.97% | -5.17% | 20.69% | 26.14% | 6.12% | 18.02% | -13.14% | 17.29% |
Returns By Period
The year-to-date returns for both investments are quite close, with CRSOX having a 22.21% return and FFGIX slightly higher at 22.84%. Over the past 10 years, CRSOX has underperformed FFGIX with an annualized return of 8.13%, while FFGIX has yielded a comparatively higher 13.87% 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%
FFGIX
- 1D
- 0.25%
- 1M
- -1.60%
- YTD
- 22.84%
- 6M
- 31.17%
- 1Y
- 52.34%
- 3Y*
- 17.70%
- 5Y*
- 15.77%
- 10Y*
- 13.87%
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CRSOX vs. FFGIX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is lower than FFGIX's 0.93% expense ratio.
Return for Risk
CRSOX vs. FFGIX — Risk / Return Rank
CRSOX
FFGIX
CRSOX vs. FFGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX). 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 | FFGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 2.56 | -0.72 |
Sortino ratioReturn per unit of downside risk | 2.36 | 3.07 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.45 | -0.11 |
Martin ratioReturn relative to average drawdown | 9.14 | 17.82 | -8.68 |
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 | FFGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.56 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.74 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.62 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.35 | -0.28 |
Correlation
The correlation between CRSOX and FFGIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CRSOX vs. FFGIX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.55%, more than FFGIX's 1.98% 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% |
FFGIX Fidelity Advisor Global Commodity Stock Fund Class I | 1.98% | 2.44% | 2.61% | 2.08% | 1.90% | 3.43% | 1.53% | 3.21% | 2.41% | 0.36% | 1.65% | 2.96% |
Drawdowns
CRSOX vs. FFGIX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, which is greater than FFGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for CRSOX and FFGIX.
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Drawdown Indicators
| CRSOX | FFGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -57.17% | -17.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -14.66% | +5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -27.23% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -48.29% | +16.40% |
Current DrawdownCurrent decline from peak | -31.15% | -2.33% | -28.82% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -19.41% | -25.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.84% | +0.49% |
Volatility
CRSOX vs. FFGIX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.97% compared to Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) at 6.10%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than FFGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | FFGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.10% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 13.76% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 20.50% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 21.53% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 22.54% | -8.25% |