CSAIX vs. CSOIX
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and Credit Suisse Strategic Income Fund (CSOIX).
CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012. CSOIX is managed by Credit Suisse. It was launched on Sep 28, 2012.
Performance
CSAIX vs. CSOIX - Performance Comparison
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CSAIX vs. CSOIX - 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% |
CSOIX Credit Suisse Strategic Income Fund | -2.34% | 5.66% | 8.26% | 12.62% | -7.23% | 5.47% | 4.77% | 10.17% | -0.72% | 8.21% |
Returns By Period
In the year-to-date period, CSAIX achieves a 2.62% return, which is significantly higher than CSOIX's -2.34% return. Over the past 10 years, CSAIX has underperformed CSOIX with an annualized return of 0.15%, while CSOIX has yielded a comparatively higher 5.90% 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%
CSOIX
- 1D
- 0.00%
- 1M
- -1.63%
- YTD
- -2.34%
- 6M
- -1.47%
- 1Y
- 2.76%
- 3Y*
- 6.71%
- 5Y*
- 3.78%
- 10Y*
- 5.90%
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CSAIX vs. CSOIX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is higher than CSOIX's 0.79% expense ratio.
Return for Risk
CSAIX vs. CSOIX — Risk / Return Rank
CSAIX
CSOIX
CSAIX vs. CSOIX - 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 Strategic Income Fund (CSOIX). 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 | CSOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.38 | 1.11 | -1.48 |
Sortino ratioReturn per unit of downside risk | -0.39 | 1.77 | -2.17 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.33 | -1.65 |
Martin ratioReturn relative to average drawdown | -0.45 | 4.72 | -5.17 |
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 | CSOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 1.11 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.15 | -1.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 1.48 | -1.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 1.41 | -1.18 |
Correlation
The correlation between CSAIX and CSOIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CSAIX vs. CSOIX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.91%, less than CSOIX's 6.63% 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% |
CSOIX Credit Suisse Strategic Income Fund | 6.63% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
Drawdowns
CSAIX vs. CSOIX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, which is greater than CSOIX's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for CSAIX and CSOIX.
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Drawdown Indicators
| CSAIX | CSOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -20.04% | -8.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -2.34% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -10.39% | -18.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -20.04% | -8.75% |
Current DrawdownCurrent decline from peak | -20.43% | -2.34% | -18.09% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -1.49% | -7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.41% | 0.66% | +9.75% |
Volatility
CSAIX vs. CSOIX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 4.58% compared to Credit Suisse Strategic Income Fund (CSOIX) at 0.95%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than CSOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSAIX | CSOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 0.95% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 1.91% | +8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 3.04% | +9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.42% | 3.30% | +7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.02% | 4.01% | +6.01% |