CSOIX vs. CCRSX
CSOIX (Credit Suisse Strategic Income Fund) and CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) are both mutual funds - CSOIX is a High Yield Bonds fund managed by Credit Suisse, while CCRSX is a Commodities fund managed by Credit Suisse. Over the past 10 years, CSOIX returned 5.77%/yr vs 25.76%/yr for CCRSX. At a 0.15 correlation, their price movements are largely independent. CSOIX charges 0.79%/yr vs 1.05%/yr for CCRSX.
Performance
CSOIX vs. CCRSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSOIX achieves a -0.05% return, which is significantly lower than CCRSX's 17.09% return. Over the past 10 years, CSOIX has underperformed CCRSX with an annualized return of 5.77%, while CCRSX has yielded a comparatively higher 25.76% annualized return.
CSOIX
- 1D
- 0.00%
- 1M
- 0.58%
- YTD
- -0.05%
- 6M
- 0.64%
- 1Y
- 3.34%
- 3Y*
- 7.05%
- 5Y*
- 3.99%
- 10Y*
- 5.77%
CCRSX
- 1D
- -0.76%
- 1M
- -8.99%
- YTD
- 17.09%
- 6M
- 15.64%
- 1Y
- 24.27%
- 3Y*
- 11.87%
- 5Y*
- 57.50%
- 10Y*
- 25.76%
CSOIX vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSOIX Credit Suisse Strategic Income Fund | -0.05% | 5.66% | 8.26% | 12.62% | -7.23% | 5.47% | 4.77% | 10.17% | -0.72% | 8.21% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 17.09% | 15.37% | 4.86% | -8.88% | 15.71% | 667.99% | -1.49% | 6.69% | -11.63% | -7.99% |
Correlation
The correlation between CSOIX and CCRSX is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.15 |
The correlation between CSOIX and CCRSX shifts across timeframes, from -0.24 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSOIX vs. CCRSX — Risk / Return Rank
CSOIX
CCRSX
CSOIX vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Strategic Income Fund (CSOIX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). 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.
| CSOIX | CCRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.93 | -0.72 |
| Martin ratioReturn relative to average drawdown | 4.46 | 7.48 | -3.02 |
Loading charts...
Drawdowns
CSOIX vs. CCRSX - Drawdown Comparison
The maximum CSOIX drawdown since its inception was -20.04%, smaller than the maximum CCRSX drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for CSOIX and CCRSX.
Loading charts...
Drawdown Indicators
| CSOIX | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.04% | -78.02% | +57.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -11.76% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -2.92% | -11.76% | +8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -10.39% | -25.53% | +15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -20.04% | -36.73% | +16.69% |
Current DrawdownCurrent decline from peak | -0.33% | -11.76% | +11.43% |
Average DrawdownAverage peak-to-trough decline | -1.48% | -41.24% | +39.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 3.27% | -2.49% |
Volatility
CSOIX vs. CCRSX - Volatility Comparison
The current volatility for Credit Suisse Strategic Income Fund (CSOIX) is 0.73%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 3.87%. This indicates that CSOIX experiences smaller price fluctuations and is considered to be less risky than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSOIX | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 3.87% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 14.45% | -12.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 16.60% | -13.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.35% | 222.80% | -219.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.02% | 157.73% | -153.71% |
CSOIX vs. CCRSX - Expense Ratio Comparison
CSOIX has a 0.79% expense ratio, which is lower than CCRSX's 1.05% expense ratio.
Dividends
CSOIX vs. CCRSX - Dividend Comparison
CSOIX's dividend yield for the trailing twelve months is around 6.52%, less than CCRSX's 11.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.84% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% | 0.00% |
CSOIX Credit Suisse Strategic Income Fund | 6.52% | 7.12% | 7.05% | 6.72% | 4.39% | 3.92% | 4.95% | 5.35% | 5.45% | 5.18% | 7.19% | 6.86% |
Frequently Asked Questions
CSOIX and CCRSX have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCRSX has higher volatility (3.87%) compared to CSOIX (0.73%). In terms of maximum drawdown, CSOIX dropped -20.04% vs CCRSX's -78.02%.
CCRSX currently has the higher Sharpe Ratio (1.37 vs 1.28), 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.
Find the right allocation for CSOIX and CCRSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer