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CRSOX vs. FYHTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CRSOX vs. FYHTX

Last updated Apr 1, 2026

Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and Fidelity Commodity Strategy Fund (FYHTX).

CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. FYHTX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Commodity Total Return Index. It was launched on May 30, 2017.

Performance

CRSOX vs. FYHTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse Commodity Return Strategy Fund (CRSOX) and Fidelity Commodity Strategy Fund (FYHTX). The values are adjusted to include any dividend payments, if applicable.

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CRSOX vs. FYHTX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%6.15%
FYHTX
Fidelity Commodity Strategy Fund		16.29%14.72%4.73%-8.62%15.32%26.43%-3.84%6.91%-11.71%6.00%

Returns By Period

In the year-to-date period, CRSOX achieves a 22.21% return, which is significantly higher than FYHTX's 16.29% 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%

FYHTX

1D
-0.03%
1M
5.22%
YTD
16.29%
6M
22.41%
1Y
22.79%
3Y*
10.62%
5Y*
11.79%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Credit Suisse Commodity Return Strategy Fund

Fidelity Commodity Strategy Fund

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CRSOX vs. FYHTX - Expense Ratio Comparison

CRSOX has a 0.81% expense ratio, which is higher than FYHTX's 0.63% expense ratio.

CRSOX
Credit Suisse Commodity Return Strategy Fund
FYHTX
Fidelity Commodity Strategy Fund

Return for Risk

CRSOX vs. FYHTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRSOX
CRSOX Risk / Return Rank: 8888
Overall Rank
CRSOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CRSOX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CRSOX Omega Ratio Rank: 8383
Omega Ratio Rank
CRSOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CRSOX Martin Ratio Rank: 8686
Martin Ratio Rank
FYHTX
FYHTX Risk / Return Rank: 8181
Overall Rank
FYHTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FYHTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FYHTX Omega Ratio Rank: 7575
Omega Ratio Rank
FYHTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FYHTX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRSOX vs. FYHTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and Fidelity Commodity Strategy Fund (FYHTX). 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.

CRSOXFYHTXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.56

+0.27

Sortino ratio

Return per unit of downside risk

2.36

2.07

+0.29

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.05

Calmar ratio

Return relative to maximum drawdown

3.34

2.66

+0.68

Martin ratio

Return relative to average drawdown

9.14

7.40

+1.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRSOX vs. FYHTX - Sharpe Ratio Comparison

The current CRSOX Sharpe Ratio is 1.83, which is comparable to the FYHTX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of CRSOX and FYHTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CRSOXFYHTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.56

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.75

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.47

-0.40

Correlation

The correlation between CRSOX and FYHTX is 0.96, 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. FYHTX - Dividend Comparison

CRSOX's dividend yield for the trailing twelve months is around 6.55%, more than FYHTX's 2.52% yield.

TTM202520242023202220212020201920182017
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%
FYHTX
Fidelity Commodity Strategy Fund		2.52%2.93%3.78%4.10%57.34%15.05%0.00%7.00%12.49%0.36%

Drawdowns

CRSOX vs. FYHTX - Drawdown Comparison

The maximum CRSOX drawdown since its inception was -74.26%, which is greater than FYHTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for CRSOX and FYHTX.

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Drawdown Indicators

CRSOXFYHTXDifference

Max Drawdown

Largest peak-to-trough decline

-74.26%

-33.22%

-41.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-9.18%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.50%

-25.47%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-31.89%

—

—

Current Drawdown

Current decline from peak

-31.15%

-1.96%

-29.19%

Average Drawdown

Average peak-to-trough decline

-45.28%

-12.15%

-33.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.30%

+0.03%

Volatility

CRSOX vs. FYHTX - Volatility Comparison

Credit Suisse Commodity Return Strategy Fund (CRSOX) has a higher volatility of 6.97% compared to Fidelity Commodity Strategy Fund (FYHTX) at 5.38%. This indicates that CRSOX's price experiences larger fluctuations and is considered to be riskier than FYHTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CRSOXFYHTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

5.38%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

11.45%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

15.30%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

15.87%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

14.52%

-0.23%