FIFGX vs. CCRSX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity SAI Inflation-Focused (FIFGX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).

FIFGX is managed by Fidelity. It was launched on Dec 20, 2018. CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006.

Performance

FIFGX vs. CCRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Focused (FIFGX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). The values are adjusted to include any dividend payments, if applicable.

FIFGX vs. CCRSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FIFGX Fidelity SAI Inflation-Focused	40.42%	7.44%	6.34%	-11.90%	9.30%	32.92%	1.48%	9.32%	-2.00%
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio	22.65%	15.37%	4.86%	-8.88%	15.71%	28.00%	-1.49%	6.69%	-2.28%

Returns By Period

In the year-to-date period, FIFGX achieves a 40.42% return, which is significantly higher than CCRSX's 22.65% return.

FIFGX

• 1D: 1.03%
• 1M: 22.58%
• YTD: 40.42%
• 6M: 39.86%
• 1Y: 40.86%
• 3Y*: 13.84%
• 5Y*: 13.85%
• 10Y*: —

CCRSX

• 1D: 0.64%
• 1M: 10.19%
• YTD: 22.65%
• 6M: 29.48%
• 1Y: 29.55%
• 3Y*: 4.60%
• 5Y*: 13.39%
• 10Y*: 6.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIFGX vs. CCRSX - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is lower than CCRSX's 1.05% expense ratio.

CCRSX

Credit Suisse Trust Commodity Return Strategy Portfolio

FIFGX

Fidelity SAI Inflation-Focused

Return for Risk

FIFGX vs. CCRSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIFGX

FIFGX Risk / Return Rank: 90
FIFGX Sharpe Ratio Rank: 92
FIFGX Sortino Ratio Rank: 91
FIFGX Omega Ratio Rank: 86
FIFGX Calmar Ratio Rank: 96
FIFGX Martin Ratio Rank: 87

CCRSX

CCRSX Risk / Return Rank: 88
CCRSX Sharpe Ratio Rank: 89
CCRSX Sortino Ratio Rank: 87
CCRSX Omega Ratio Rank: 83
CCRSX Calmar Ratio Rank: 95
CCRSX Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIFGX vs. CCRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) 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.

	FIFGX	CCRSX	Difference
Sharpe ratio Return per unit of total volatility	2.00	1.83	+0.18
Sortino ratio Return per unit of downside risk	2.62	2.36	+0.27
Omega ratio Gain probability vs. loss probability	1.36	1.33	+0.02
Calmar ratio Return relative to maximum drawdown	3.50	3.35	+0.15
Martin ratio Return relative to average drawdown	9.26	9.09	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIFGX vs. CCRSX - Sharpe Ratio Comparison

The current FIFGX Sharpe Ratio is 2.00, which is comparable to the CCRSX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FIFGX 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.

Sharpe Ratios by Period

	FIFGX	CCRSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.83	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.06	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	-0.00	+0.04

Correlation

The correlation between FIFGX and CCRSX is 0.89, 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

FIFGX vs. CCRSX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 3.87%, less than CCRSX's 11.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FIFGX Fidelity SAI Inflation-Focused	3.87%	5.44%	4.73%	2.43%	12.64%	35.77%	3.10%	1.59%	0.00%
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio	11.30%	3.98%	2.95%	26.59%	18.97%	4.82%	5.51%	0.86%	2.91%

Drawdowns

FIFGX vs. CCRSX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -92.38%, roughly equal to the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for FIFGX and CCRSX.

Drawdown Indicators

	FIFGX	CCRSX	Difference
Max Drawdown Largest peak-to-trough decline	-92.38%	-93.56%	+1.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-9.12%	-3.10%
Max Drawdown (5Y) Largest decline over 5 years	-92.38%	-83.30%	-9.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-83.30%	—
Current Drawdown Current decline from peak	0.00%	-42.13%	+42.13%
Average Drawdown Average peak-to-trough decline	-14.19%	-51.17%	+36.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	3.37%	+1.26%

Volatility

FIFGX vs. CCRSX - Volatility Comparison

Fidelity SAI Inflation-Focused (FIFGX) has a higher volatility of 10.69% compared to Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) at 7.10%. This indicates that FIFGX's price experiences larger fluctuations and is considered to be riskier than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIFGX	CCRSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	7.10%	+3.59%
Volatility (6M) Calculated over the trailing 6-month period	16.35%	13.40%	+2.95%
Volatility (1Y) Calculated over the trailing 1-year period	21.61%	16.64%	+4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	408.16%	225.84%	+182.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	338.61%	159.86%	+178.75%