VTSNX vs. CCRSX
VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) and CCRSX (Credit Suisse Trust Commodity Return Strategy Portfolio) are both mutual funds - VTSNX is a Large Cap Blend Equities fund managed by Vanguard, while CCRSX is a Commodities fund managed by Credit Suisse. Over the past 10 years, VTSNX returned 9.89%/yr vs 6.04%/yr for CCRSX. At a 0.36 correlation, their price movements are largely independent. VTSNX charges 0.08%/yr vs 1.05%/yr for CCRSX.
Performance
VTSNX vs. CCRSX - Performance Comparison
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Returns By Period
In the year-to-date period, VTSNX achieves a 15.42% return, which is significantly lower than CCRSX's 27.42% return. Over the past 10 years, VTSNX has outperformed CCRSX with an annualized return of 9.89%, while CCRSX has yielded a comparatively lower 6.04% annualized return.
VTSNX
- 1D
- 0.61%
- 1M
- 5.54%
- YTD
- 15.42%
- 6M
- 18.20%
- 1Y
- 33.39%
- 3Y*
- 19.83%
- 5Y*
- 8.84%
- 10Y*
- 9.89%
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%
VTSNX vs. CCRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 15.42% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
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 VTSNX and CCRSX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011 | 0.36 |
Over the past year, the correlation between VTSNX and CCRSX has dropped to 0.01 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
VTSNX vs. CCRSX — Risk / Return Rank
VTSNX
CCRSX
VTSNX vs. CCRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) 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.
| VTSNX | CCRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 5.27 | -2.35 |
| Martin ratioReturn relative to average drawdown | 11.52 | 14.18 | -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. | |||
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Sharpe Ratios by Period
| VTSNX | CCRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.43 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.05 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.04 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.00 | +0.42 |
Drawdowns
VTSNX vs. CCRSX - Drawdown Comparison
The maximum VTSNX drawdown since its inception was -35.72%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for VTSNX and CCRSX.
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Drawdown Indicators
| VTSNX | CCRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.72% | -93.56% | +57.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -7.53% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -13.14% | -11.56% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | -83.30% | +53.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.72% | -83.30% | +47.58% |
Current DrawdownCurrent decline from peak | 0.00% | -39.88% | +39.88% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -51.08% | +42.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.79% | +0.06% |
Volatility
VTSNX vs. CCRSX - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) is 4.80%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 5.32%. This indicates that VTSNX 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
| VTSNX | CCRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.32% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 14.26% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 16.45% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 225.85% | -210.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 159.90% | -143.97% |
VTSNX vs. CCRSX - Expense Ratio Comparison
VTSNX has a 0.08% expense ratio, which is lower than CCRSX's 1.05% expense ratio.
Dividends
VTSNX vs. CCRSX - Dividend Comparison
VTSNX's dividend yield for the trailing twelve months is around 2.62%, 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.62% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
VTSNX and CCRSX have a correlation of 0.01, 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 VTSNX (4.80%). In terms of maximum drawdown, VTSNX dropped -35.72% vs CCRSX's -93.56%.
CCRSX currently has the higher Sharpe Ratio (2.43 vs 2.32), 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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