CRSOX vs. PCRIX
Compare and contrast key facts about Credit Suisse Commodity Return Strategy Fund (CRSOX) and PIMCO Commodity Real Return Strategy Fund (PCRIX).
CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004. PCRIX is managed by PIMCO. It was launched on Jun 27, 2002.
Performance
CRSOX vs. PCRIX - Performance Comparison
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CRSOX vs. PCRIX - 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% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 21.21% | 17.05% | 10.59% | -68.64% | 8.94% | 33.35% | 0.79% | 12.29% | -13.77% | 2.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with CRSOX having a 22.21% return and PCRIX slightly lower at 21.21%. Over the past 10 years, CRSOX has outperformed PCRIX with an annualized return of 8.13%, while PCRIX has yielded a comparatively lower -2.00% 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%
PCRIX
- 1D
- 0.92%
- 1M
- 9.45%
- YTD
- 21.21%
- 6M
- 25.18%
- 1Y
- 28.13%
- 3Y*
- 14.86%
- 5Y*
- -8.03%
- 10Y*
- -2.00%
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CRSOX vs. PCRIX - Expense Ratio Comparison
CRSOX has a 0.81% expense ratio, which is higher than PCRIX's 0.80% expense ratio.
Return for Risk
CRSOX vs. PCRIX — Risk / Return Rank
CRSOX
PCRIX
CRSOX vs. PCRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Commodity Return Strategy Fund (CRSOX) and PIMCO Commodity Real Return Strategy Fund (PCRIX). 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 | PCRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.76 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.26 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.22 | +0.12 |
Martin ratioReturn relative to average drawdown | 9.14 | 9.71 | -0.57 |
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 | PCRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.76 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | -0.23 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | -0.07 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | -0.11 | +0.18 |
Correlation
The correlation between CRSOX and PCRIX 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. PCRIX - Dividend Comparison
CRSOX's dividend yield for the trailing twelve months is around 6.55%, more than PCRIX's 4.19% 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% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 4.19% | 5.61% | 8.34% | 16.19% | 46.23% | 22.74% | 1.56% | 4.00% | 5.94% | 8.14% | 0.91% | 5.29% |
Drawdowns
CRSOX vs. PCRIX - Drawdown Comparison
The maximum CRSOX drawdown since its inception was -74.26%, smaller than the maximum PCRIX drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for CRSOX and PCRIX.
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Drawdown Indicators
| CRSOX | PCRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.26% | -88.17% | +13.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.49% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -78.15% | +52.65% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | -78.15% | +46.26% |
Current DrawdownCurrent decline from peak | -31.15% | -80.59% | +49.44% |
Average DrawdownAverage peak-to-trough decline | -45.28% | -51.60% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.15% | +0.18% |
Volatility
CRSOX vs. PCRIX - Volatility Comparison
Credit Suisse Commodity Return Strategy Fund (CRSOX) and PIMCO Commodity Real Return Strategy Fund (PCRIX) have volatilities of 6.97% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRSOX | PCRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 7.29% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 13.33% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 16.70% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 35.75% | -19.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 27.18% | -12.89% |