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JCRAX vs. CCRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCRAX vs. CCRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). The values are adjusted to include any dividend payments, if applicable.

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JCRAX vs. CCRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
20.49%25.30%1.32%-7.37%12.82%29.21%2.15%11.00%-14.54%4.58%
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, JCRAX achieves a 20.49% return, which is significantly lower than CCRSX's 22.81% return. Over the past 10 years, JCRAX has outperformed CCRSX with an annualized return of 9.19%, while CCRSX has yielded a comparatively lower 6.76% annualized return.


JCRAX

1D
0.41%
1M
3.94%
YTD
20.49%
6M
27.91%
1Y
39.86%
3Y*
14.26%
5Y*
13.23%
10Y*
9.19%

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

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JCRAX vs. CCRSX - Expense Ratio Comparison

JCRAX has a 1.36% expense ratio, which is higher than CCRSX's 1.05% expense ratio.


Return for Risk

JCRAX vs. CCRSX — Risk / Return Rank

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

JCRAX
JCRAX Risk / Return Rank: 9595
Overall Rank
JCRAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JCRAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JCRAX Omega Ratio Rank: 9292
Omega Ratio Rank
JCRAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
JCRAX Martin Ratio Rank: 9797
Martin Ratio Rank

CCRSX
CCRSX Risk / Return Rank: 8686
Overall Rank
CCRSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CCRSX Sortino Ratio Rank: 8585
Sortino Ratio Rank
CCRSX Omega Ratio Rank: 8181
Omega Ratio Rank
CCRSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCRSX Martin Ratio Rank: 8484
Martin Ratio Rank
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.

JCRAX vs. CCRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) 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.


JCRAXCCRSXDifference

Sharpe ratio

Return per unit of total volatility

2.49

1.80

+0.69

Sortino ratio

Return per unit of downside risk

3.09

2.32

+0.77

Omega ratio

Gain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratio

Return relative to maximum drawdown

3.54

3.33

+0.21

Martin ratio

Return relative to average drawdown

16.83

9.03

+7.79

JCRAX vs. CCRSX - Sharpe Ratio Comparison

The current JCRAX Sharpe Ratio is 2.49, which is higher than the CCRSX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of JCRAX 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.


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Sharpe Ratios by Period


JCRAXCCRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.80

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.06

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.04

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.00

+0.22

Correlation

The correlation between JCRAX 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

JCRAX vs. CCRSX - Dividend Comparison

JCRAX's dividend yield for the trailing twelve months is around 7.31%, less than CCRSX's 11.29% yield.


TTM2025202420232022202120202019201820172016
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
7.31%8.80%2.80%3.29%7.08%22.43%0.29%0.90%3.26%2.44%0.05%
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

JCRAX vs. CCRSX - Drawdown Comparison

The maximum JCRAX drawdown since its inception was -62.03%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for JCRAX and CCRSX.


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Drawdown Indicators


JCRAXCCRSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-93.56%

+31.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-9.12%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-83.30%

+56.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-83.30%

+40.16%

Current Drawdown

Current decline from peak

0.00%

-42.05%

+42.05%

Average Drawdown

Average peak-to-trough decline

-26.67%

-51.17%

+24.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.37%

-0.97%

Volatility

JCRAX vs. CCRSX - Volatility Comparison

The current volatility for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) is 4.51%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 7.01%. This indicates that JCRAX 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


JCRAXCCRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

7.01%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

13.40%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

16.61%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.65%

225.84%

-205.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

159.86%

-141.73%