CSAIX vs. PQTAX
Compare and contrast key facts about Credit Suisse Managed Futures Strategy Fund (CSAIX) and PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX).
CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012. PQTAX is managed by PIMCO. It was launched on Dec 31, 2013.
Performance
CSAIX vs. PQTAX - Performance Comparison
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CSAIX vs. PQTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.50% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 3.74% | 2.06% | -3.31% | -4.52% | 11.06% | 14.52% | 8.48% | 2.63% | 1.98% | 4.51% |
Returns By Period
In the year-to-date period, CSAIX achieves a 2.50% return, which is significantly lower than PQTAX's 3.74% return. Over the past 10 years, CSAIX has underperformed PQTAX with an annualized return of 0.13%, while PQTAX has yielded a comparatively higher 3.55% annualized return.
CSAIX
- 1D
- -0.13%
- 1M
- -2.13%
- YTD
- 2.50%
- 6M
- 6.27%
- 1Y
- -3.94%
- 3Y*
- -3.70%
- 5Y*
- 0.78%
- 10Y*
- 0.13%
PQTAX
- 1D
- -0.83%
- 1M
- -2.44%
- YTD
- 3.74%
- 6M
- 8.97%
- 1Y
- 10.99%
- 3Y*
- 1.49%
- 5Y*
- 3.76%
- 10Y*
- 3.55%
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CSAIX vs. PQTAX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than PQTAX's 1.81% expense ratio.
Return for Risk
CSAIX vs. PQTAX — Risk / Return Rank
CSAIX
PQTAX
CSAIX vs. PQTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX). 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 | PQTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 1.24 | -1.58 |
Sortino ratioReturn per unit of downside risk | -0.34 | 1.70 | -2.04 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.35 | -1.69 |
Martin ratioReturn relative to average drawdown | -0.49 | 3.24 | -3.73 |
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 | PQTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 1.24 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.38 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.38 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.44 | -0.21 |
Correlation
The correlation between CSAIX and PQTAX is 0.71, 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
CSAIX vs. PQTAX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 2.92%, while PQTAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.92% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 0.00% | 0.00% | 0.00% | 0.00% | 14.61% | 2.22% | 4.46% | 2.29% | 0.10% | 2.54% | 0.00% | 7.65% |
Drawdowns
CSAIX vs. PQTAX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, roughly equal to the maximum PQTAX drawdown of -28.39%. Use the drawdown chart below to compare losses from any high point for CSAIX and PQTAX.
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Drawdown Indicators
| CSAIX | PQTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -28.39% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -8.04% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -28.39% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -28.39% | -0.40% |
Current DrawdownCurrent decline from peak | -20.53% | -14.28% | -6.25% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -9.31% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 3.36% | +6.53% |
Volatility
CSAIX vs. PQTAX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 4.45% compared to PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) at 3.59%. This indicates that CSAIX's price experiences larger fluctuations and is considered to be riskier than PQTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSAIX | PQTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.59% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 6.78% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 8.82% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.41% | 9.90% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.02% | 9.42% | +0.60% |