DBCMX vs. CCRSX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006.
Performance
DBCMX vs. CCRSX - Performance Comparison
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DBCMX vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 22.02% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 22.81% | 15.37% | 4.86% | -8.88% | 15.71% | 28.00% | -1.49% | 6.69% | -11.63% | -7.99% |
Returns By Period
The year-to-date returns for both investments are quite close, with DBCMX having a 22.02% return and CCRSX slightly higher at 22.81%. Over the past 10 years, DBCMX has outperformed CCRSX with an annualized return of 7.22%, while CCRSX has yielded a comparatively lower 6.76% annualized return.
DBCMX
- 1D
- -1.34%
- 1M
- 10.54%
- YTD
- 22.02%
- 6M
- 25.00%
- 1Y
- 26.40%
- 3Y*
- 8.54%
- 5Y*
- 10.78%
- 10Y*
- 7.22%
CCRSX
- 1D
- 0.14%
- 1M
- 8.67%
- YTD
- 22.81%
- 6M
- 28.77%
- 1Y
- 29.52%
- 3Y*
- 4.65%
- 5Y*
- 13.30%
- 10Y*
- 6.76%
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DBCMX vs. CCRSX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is lower than CCRSX's 1.05% expense ratio.
Return for Risk
DBCMX vs. CCRSX — Risk / Return Rank
DBCMX
CCRSX
DBCMX vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) 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.
| DBCMX | CCRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.80 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.82 | 2.32 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.33 | +0.11 |
Martin ratioReturn relative to average drawdown | 12.96 | 9.03 | +3.93 |
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
| DBCMX | CCRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.80 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.06 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.04 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | -0.00 | +0.51 |
Correlation
The correlation between DBCMX and CCRSX is 0.76, 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
DBCMX vs. CCRSX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than CCRSX's 11.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.49% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 11.29% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% |
Drawdowns
DBCMX vs. CCRSX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for DBCMX and CCRSX.
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Drawdown Indicators
| DBCMX | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -93.56% | +55.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -9.12% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -83.30% | +55.70% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -83.30% | +45.68% |
Current DrawdownCurrent decline from peak | -1.34% | -42.05% | +40.71% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -51.17% | +37.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.37% | -1.26% |
Volatility
DBCMX vs. CCRSX - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 6.43%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 7.01%. This indicates that DBCMX 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.
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Volatility by Period
| DBCMX | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 7.01% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 13.40% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 16.61% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 225.84% | -209.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 159.86% | -145.35% |