VIIGX vs. CCRSX
VIIGX (Vanguard Intermediate-Term Treasury Index Fund Institutional Shares) and CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) are both mutual funds - VIIGX is a Government Bonds fund managed by Vanguard, while CCRSX is a Commodities fund managed by Credit Suisse. Over the past 10 years, VIIGX returned 1.30%/yr vs 6.04%/yr for CCRSX. At a correlation of -0.12, they often move in opposite directions. VIIGX charges 0.05%/yr vs 1.05%/yr for CCRSX.
Performance
VIIGX vs. CCRSX - Performance Comparison
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Returns By Period
In the year-to-date period, VIIGX achieves a -0.27% return, which is significantly lower than CCRSX's 27.42% return. Over the past 10 years, VIIGX has underperformed CCRSX with an annualized return of 1.30%, while CCRSX has yielded a comparatively higher 6.04% annualized return.
VIIGX
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- -0.27%
- 6M
- -0.42%
- 1Y
- 3.74%
- 3Y*
- 3.58%
- 5Y*
- 0.20%
- 10Y*
- 1.30%
CCRSX
- 1D
- 0.35%
- 1M
- -2.74%
- YTD
- 27.42%
- 6M
- 26.84%
- 1Y
- 39.17%
- 3Y*
- 15.98%
- 5Y*
- 11.72%
- 10Y*
- 6.04%
VIIGX vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | -0.27% | 7.38% | 1.62% | 4.39% | -10.65% | -2.38% | 7.65% | 6.32% | 1.36% | 1.60% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 27.42% | 15.37% | 4.86% | -8.88% | 15.71% | 28.00% | -1.49% | 6.69% | -11.63% | -7.99% |
Correlation
The correlation between VIIGX and CCRSX is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2009 | -0.12 |
The correlation between VIIGX and CCRSX shifts across timeframes, from -0.24 (1 year) to -0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VIIGX vs. CCRSX — Risk / Return Rank
VIIGX
CCRSX
VIIGX vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) 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.
| VIIGX | CCRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 5.27 | -3.97 |
| Martin ratioReturn relative to average drawdown | 3.94 | 14.18 | -10.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIIGX | CCRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.43 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.05 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.04 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | -0.00 | +0.50 |
Drawdowns
VIIGX vs. CCRSX - Drawdown Comparison
The maximum VIIGX drawdown since its inception was -15.96%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for VIIGX and CCRSX.
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Drawdown Indicators
| VIIGX | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -93.56% | +77.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -7.53% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -4.30% | -11.56% | +7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -15.09% | -83.30% | +68.21% |
Max Drawdown (10Y)Largest decline over 10 years | -15.96% | -83.30% | +67.34% |
Current DrawdownCurrent decline from peak | -1.87% | -39.88% | +38.01% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -51.08% | +47.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.79% | -1.86% |
Volatility
VIIGX vs. CCRSX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) is 1.10%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 5.32%. This indicates that VIIGX 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
| VIIGX | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 5.32% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 14.26% | -11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.42% | 16.45% | -13.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.34% | 225.85% | -220.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 159.90% | -155.45% |
VIIGX vs. CCRSX - Expense Ratio Comparison
VIIGX has a 0.05% expense ratio, which is lower than CCRSX's 1.05% expense ratio.
Dividends
VIIGX vs. CCRSX - Dividend Comparison
VIIGX's dividend yield for the trailing twelve months is around 3.85%, less than CCRSX's 10.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 10.88% | 3.98% | 2.95% | 26.59% | 18.97% | 4.82% | 5.51% | 0.86% | 2.91% | 0.00% | 0.00% | 0.00% |
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | 3.85% | 3.78% | 3.97% | 2.71% | 1.73% | 1.91% | 2.23% | 2.23% | 2.07% | 1.68% | 1.64% | 1.72% |
Frequently Asked Questions
VIIGX and CCRSX have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCRSX has higher volatility (5.32%) compared to VIIGX (1.10%). In terms of maximum drawdown, VIIGX dropped -15.96% vs CCRSX's -93.56%.
CCRSX currently has the higher Sharpe Ratio (2.43 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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