DCMSX vs. CCRSX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).
DCMSX is managed by Dimensional Fund Advisors LP. It was launched on Nov 8, 2010. CCRSX is managed by Credit Suisse (New York, NY). It was launched on Feb 27, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCMSX or CCRSX.
Correlation
The correlation between DCMSX and CCRSX is 0.97, 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.
Performance
DCMSX vs. CCRSX - Performance Comparison
Key characteristics
DCMSX:
1.55
CCRSX:
1.55
DCMSX:
2.24
CCRSX:
2.23
DCMSX:
1.27
CCRSX:
1.27
DCMSX:
0.55
CCRSX:
0.32
DCMSX:
3.59
CCRSX:
3.28
DCMSX:
5.02%
CCRSX:
5.47%
DCMSX:
11.62%
CCRSX:
11.61%
DCMSX:
-60.37%
CCRSX:
-74.73%
DCMSX:
-20.80%
CCRSX:
-48.41%
Returns By Period
The year-to-date returns for both investments are quite close, with DCMSX having a 9.37% return and CCRSX slightly higher at 9.73%. Over the past 10 years, DCMSX has outperformed CCRSX with an annualized return of 2.46%, while CCRSX has yielded a comparatively lower 2.28% annualized return.
DCMSX
9.37%
3.81%
14.33%
17.76%
9.34%
2.46%
CCRSX
9.73%
4.28%
14.38%
17.60%
10.14%
2.28%
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DCMSX vs. CCRSX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is lower than CCRSX's 1.05% expense ratio.
Risk-Adjusted Performance
DCMSX vs. CCRSX — Risk-Adjusted Performance Rank
DCMSX
CCRSX
DCMSX vs. CCRSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) 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.
Dividends
DCMSX vs. CCRSX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 2.61%, less than CCRSX's 2.69% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 2.61% | 2.86% | 2.53% | 7.47% | 45.50% | 0.37% | 1.52% | 1.63% | 3.10% | 1.17% | 0.15% | 1.23% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 2.69% | 2.95% | 26.59% | 18.96% | 4.82% | 5.50% | 0.87% | 2.91% | 9.70% | 0.00% | 0.00% | 0.00% |
Drawdowns
DCMSX vs. CCRSX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.37%, smaller than the maximum CCRSX drawdown of -74.73%. Use the drawdown chart below to compare losses from any high point for DCMSX and CCRSX. For additional features, visit the drawdowns tool.
Volatility
DCMSX vs. CCRSX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) have volatilities of 2.92% and 2.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.