MCSIX vs. CCRSX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Commodity Strategy Fund (MCSIX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX).

MCSIX is managed by MFS. It was launched on Jun 1, 2010. CCRSX is managed by Credit Suisse. It was launched on Feb 27, 2006.

Performance

MCSIX vs. CCRSX - Performance Comparison

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

MCSIX vs. CCRSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MCSIX MFS Commodity Strategy Fund	20.44%	18.47%	5.08%	-6.13%	13.40%	27.55%	-0.02%	7.79%	-12.79%	3.65%
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio	22.65%	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, MCSIX achieves a 20.44% return, which is significantly lower than CCRSX's 22.65% return. Over the past 10 years, MCSIX has outperformed CCRSX with an annualized return of 8.18%, while CCRSX has yielded a comparatively lower 6.75% annualized return.

MCSIX

• 1D: 0.46%
• 1M: 7.13%
• YTD: 20.44%
• 6M: 27.27%
• 1Y: 30.89%
• 3Y*: 13.89%
• 5Y*: 13.85%
• 10Y*: 8.18%

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)

MCSIX vs. CCRSX - Expense Ratio Comparison

MCSIX has a 0.90% expense ratio, which is lower than CCRSX's 1.05% expense ratio.

CCRSX

Credit Suisse Trust Commodity Return Strategy Portfolio

MCSIX

MFS Commodity Strategy Fund

Return for Risk

MCSIX vs. CCRSX — Risk / Return Rank

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

MCSIX

MCSIX Risk / Return Rank: 90
MCSIX Sharpe Ratio Rank: 91
MCSIX Sortino Ratio Rank: 88
MCSIX Omega Ratio Rank: 86
MCSIX Calmar Ratio Rank: 95
MCSIX Martin Ratio Rank: 89

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.

MCSIX vs. CCRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSIX) 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.

	MCSIX	CCRSX	Difference
Sharpe ratio Return per unit of total volatility	1.90	1.83	+0.07
Sortino ratio Return per unit of downside risk	2.41	2.36	+0.06
Omega ratio Gain probability vs. loss probability	1.35	1.33	+0.02
Calmar ratio Return relative to maximum drawdown	3.27	3.35	-0.08
Martin ratio Return relative to average drawdown	9.88	9.09	+0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCSIX vs. CCRSX - Sharpe Ratio Comparison

The current MCSIX Sharpe Ratio is 1.90, which is comparable to the CCRSX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of MCSIX 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

	MCSIX	CCRSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	1.83	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.06	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.04	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	-0.00	+0.11

Correlation

The correlation between MCSIX and CCRSX is 0.96, 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

MCSIX vs. CCRSX - Dividend Comparison

MCSIX's dividend yield for the trailing twelve months is around 13.32%, more than CCRSX's 11.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MCSIX MFS Commodity Strategy Fund	13.32%	16.04%	3.30%	2.21%	27.42%	56.01%	0.88%	1.87%	3.50%	3.14%	0.61%	0.47%
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%	0.00%	0.00%	0.00%

Drawdowns

MCSIX vs. CCRSX - Drawdown Comparison

The maximum MCSIX drawdown since its inception was -64.20%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for MCSIX and CCRSX.

Drawdown Indicators

	MCSIX	CCRSX	Difference
Max Drawdown Largest peak-to-trough decline	-64.20%	-93.56%	+29.36%
Max Drawdown (1Y) Largest decline over 1 year	-9.74%	-9.12%	-0.62%
Max Drawdown (5Y) Largest decline over 5 years	-37.61%	-83.30%	+45.69%
Max Drawdown (10Y) Largest decline over 10 years	-37.61%	-83.30%	+45.69%
Current Drawdown Current decline from peak	-1.58%	-42.13%	+40.55%
Average Drawdown Average peak-to-trough decline	-33.63%	-51.17%	+17.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	3.37%	-0.14%

Volatility

MCSIX vs. CCRSX - Volatility Comparison

The current volatility for MFS Commodity Strategy Fund (MCSIX) is 6.29%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 7.10%. This indicates that MCSIX 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.

Volatility by Period

	MCSIX	CCRSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	7.10%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	13.48%	13.40%	+0.08%
Volatility (1Y) Calculated over the trailing 1-year period	16.72%	16.64%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.64%	225.84%	-191.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.03%	159.86%	-133.83%