GCCIX vs. CCRSX
Compare and contrast key facts about Goldman Sachs Commodity Strategy Fund (GCCIX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).
GCCIX is managed by Goldman Sachs. It was launched on Mar 29, 2007. CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006.
Performance
GCCIX vs. CCRSX - Performance Comparison
Loading graphics...
GCCIX vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.11% | 15.45% | 5.92% | -9.65% | 15.70% | 33.42% | -23.01% | 16.75% | -14.89% | 4.31% |
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
In the year-to-date period, GCCIX achieves a 14.11% return, which is significantly lower than CCRSX's 22.81% return. Over the past 10 years, GCCIX has underperformed CCRSX with an annualized return of 6.16%, while CCRSX has yielded a comparatively higher 6.76% annualized return.
GCCIX
- 1D
- -0.63%
- 1M
- 4.19%
- YTD
- 14.11%
- 6M
- 19.69%
- 1Y
- 20.48%
- 3Y*
- 10.67%
- 5Y*
- 11.93%
- 10Y*
- 6.16%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GCCIX vs. CCRSX - Expense Ratio Comparison
GCCIX has a 0.59% expense ratio, which is lower than CCRSX's 1.05% expense ratio.
Return for Risk
GCCIX vs. CCRSX — Risk / Return Rank
GCCIX
CCRSX
GCCIX vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Commodity Strategy Fund (GCCIX) 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.
| GCCIX | CCRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.80 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.32 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.33 | -1.04 |
Martin ratioReturn relative to average drawdown | 6.38 | 9.03 | -2.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GCCIX | CCRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.80 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.06 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.04 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | -0.00 | -0.16 |
Correlation
The correlation between GCCIX and CCRSX is 0.87, 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
GCCIX vs. CCRSX - Dividend Comparison
GCCIX's dividend yield for the trailing twelve months is around 14.10%, more than CCRSX's 11.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.10% | 16.09% | 4.08% | 4.20% | 10.41% | 16.46% | 0.36% | 10.81% | 1.47% | 5.88% | 0.84% | 0.36% |
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% | 0.00% |
Drawdowns
GCCIX vs. CCRSX - Drawdown Comparison
The maximum GCCIX drawdown since its inception was -90.80%, roughly equal to the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for GCCIX and CCRSX.
Loading graphics...
Drawdown Indicators
| GCCIX | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -93.56% | +2.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.12% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -83.30% | +54.52% |
Max Drawdown (10Y)Largest decline over 10 years | -57.76% | -83.30% | +25.54% |
Current DrawdownCurrent decline from peak | -71.72% | -42.05% | -29.67% |
Average DrawdownAverage peak-to-trough decline | -69.41% | -51.17% | -18.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.37% | +0.01% |
Volatility
GCCIX vs. CCRSX - Volatility Comparison
The current volatility for Goldman Sachs Commodity Strategy Fund (GCCIX) is 5.48%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 7.01%. This indicates that GCCIX 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 graphics...
Volatility by Period
| GCCIX | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 7.01% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 13.40% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 16.61% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 225.84% | -207.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 159.86% | -139.73% |