CSAIX vs. CRSOX
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX).
CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012. CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004.
Performance
CSAIX vs. CRSOX - Performance Comparison
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CSAIX vs. CRSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.62% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
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% |
Returns By Period
In the year-to-date period, CSAIX achieves a 2.62% return, which is significantly lower than CRSOX's 22.21% return. Over the past 10 years, CSAIX has underperformed CRSOX with an annualized return of 0.15%, while CRSOX has yielded a comparatively higher 8.13% annualized return.
CSAIX
- 1D
- -0.62%
- 1M
- -3.19%
- YTD
- 2.62%
- 6M
- 6.68%
- 1Y
- -4.04%
- 3Y*
- -3.66%
- 5Y*
- 0.73%
- 10Y*
- 0.15%
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%
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CSAIX vs. CRSOX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is higher than CRSOX's 0.81% expense ratio.
Return for Risk
CSAIX vs. CRSOX — Risk / Return Rank
CSAIX
CRSOX
CSAIX vs. CRSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX). 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.
| CSAIX | CRSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.38 | 1.83 | -2.21 |
Sortino ratioReturn per unit of downside risk | -0.39 | 2.36 | -2.75 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.33 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.34 | -3.66 |
Martin ratioReturn relative to average drawdown | -0.45 | 9.14 | -9.59 |
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
| CSAIX | CRSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 1.83 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.87 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.57 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.07 | +0.16 |
Correlation
The correlation between CSAIX and CRSOX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CSAIX vs. CRSOX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.91%, less than CRSOX's 6.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.91% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
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% |
Drawdowns
CSAIX vs. CRSOX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, smaller than the maximum CRSOX drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for CSAIX and CRSOX.
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Drawdown Indicators
| CSAIX | CRSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -74.26% | +45.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -9.14% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -25.50% | -3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -31.89% | +3.10% |
Current DrawdownCurrent decline from peak | -20.43% | -31.15% | +10.72% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -45.28% | +35.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.41% | 3.33% | +7.08% |
Volatility
CSAIX vs. CRSOX - Volatility Comparison
The current volatility for Credit Suisse Managed Futures Strategy Fund (CSAIX) is 4.58%, while Credit Suisse Commodity Return Strategy Fund (CRSOX) has a volatility of 6.97%. This indicates that CSAIX experiences smaller price fluctuations and is considered to be less risky than CRSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSAIX | CRSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 6.97% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 13.28% | -3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 16.54% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.42% | 15.93% | -5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.02% | 14.29% | -4.27% |