CSAIX vs. EVOIX
CSAIX (Credit Suisse Managed Futures Strategy Fund) and EVOIX (Winton Managed Futures Trend Fund) are both Systematic Trend funds. Over the past 10 years, CSAIX returned -0.02%/yr vs 2.74%/yr for EVOIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. CSAIX charges 1.30%/yr vs 1.34%/yr for EVOIX.
Performance
CSAIX vs. EVOIX - Performance Comparison
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Returns By Period
In the year-to-date period, CSAIX achieves a 1.47% return, which is significantly lower than EVOIX's 6.42% return. Over the past 10 years, CSAIX has underperformed EVOIX with an annualized return of -0.02%, while EVOIX has yielded a comparatively higher 2.74% annualized return.
CSAIX
- 1D
- -0.25%
- 1M
- -1.26%
- 6M
- -1.42%
- YTD
- 1.47%
- 1Y
- 10.10%
- 3Y*
- -3.82%
- 5Y*
- 0.05%
- 10Y*
- -0.02%
- ALL TIME*
- 2.22%
EVOIX
- 1D
- 0.00%
- 1M
- 1.22%
- 6M
- 3.11%
- YTD
- 6.42%
- 1Y
- 21.44%
- 3Y*
- 5.21%
- 5Y*
- 6.82%
- 10Y*
- 2.74%
- ALL TIME*
- 4.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CSAIX vs. EVOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 1.47% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
EVOIX Winton Managed Futures Trend Fund | 6.42% | 4.69% | 3.86% | 5.03% | 12.84% | 12.20% | -12.94% | 4.22% | -7.58% | 9.09% |
Correlation
The correlation between CSAIX and EVOIX is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2011 | 0.64 |
The correlation between CSAIX and EVOIX shifts across timeframes, from 0.64 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSAIX vs. EVOIX — Risk / Return Rank
CSAIX
EVOIX
CSAIX vs. EVOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and Winton Managed Futures Trend Fund (EVOIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSAIX | EVOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.74 | -2.58 |
| Martin ratioReturn relative to average drawdown | 2.71 | 9.51 | -6.80 |
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Drawdowns
CSAIX vs. EVOIX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, roughly equal to the maximum EVOIX drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for CSAIX and EVOIX.
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Drawdown Indicators
| CSAIX | EVOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -29.57% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -5.38% | -2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -22.02% | -18.80% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -18.80% | -9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -29.57% | +0.78% |
Current DrawdownCurrent decline from peak | -21.32% | -3.63% | -17.69% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -8.11% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.11% | +1.19% |
Volatility
CSAIX vs. EVOIX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 2.26% compared to Winton Managed Futures Trend Fund (EVOIX) at 2.02%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than EVOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSAIX | EVOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.02% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 7.13% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 10.17% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.41% | 9.53% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 10.38% | -0.29% |
CSAIX vs. EVOIX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than EVOIX's 1.34% expense ratio.
Dividends
CSAIX vs. EVOIX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 3.04%, less than EVOIX's 9.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 3.04% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
EVOIX Winton Managed Futures Trend Fund | 9.16% | 11.11% | 10.09% | 1.71% | 34.87% | 9.73% | 2.23% | 1.63% | 5.52% | 1.57% | 7.27% | 9.05% |
Frequently Asked Questions
CSAIX and EVOIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSAIX has higher volatility (2.26%) compared to EVOIX (2.02%). In terms of maximum drawdown, CSAIX dropped -28.79% vs EVOIX's -29.57%.
EVOIX currently has the higher Sharpe Ratio (1.98 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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