DCMSX vs. CCRSX

In the year-to-date period, DCMSX achieves a 5.10% return, which is significantly lower than CCRSX's 5.57% return. Over the past 10 years, DCMSX has outperformed CCRSX with an annualized return of 1.76%, while CCRSX has yielded a comparatively lower 1.67% annualized return.

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DCMSX has a 0.31% expense ratio, which is lower than CCRSX's 1.05% expense ratio.

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.

The current DCMSX Sharpe Ratio is 0.31, which is comparable to the CCRSX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of DCMSX and CCRSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DCMSX's dividend yield for the trailing twelve months is around 3.24%, less than CCRSX's 4.35% yield.

The maximum DCMSX drawdown since its inception was -60.37%, smaller than the maximum CCRSX drawdown of -73.04%. Use the drawdown chart below to compare losses from any high point for DCMSX and CCRSX. For additional features, visit the drawdowns tool.

DFA Commodity Strategy Portfolio (DCMSX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) have volatilities of 3.53% and 3.45%, 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.