ARCIX vs. BCSKX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and BlackRock Commodity Strategies Fund Class K (BCSKX).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011.
Performance
ARCIX vs. BCSKX - Performance Comparison
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ARCIX vs. BCSKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -19.89% |
BCSKX BlackRock Commodity Strategies Fund Class K | 19.21% | 28.88% | 4.44% | -4.27% | 11.95% | 22.49% | 6.84% | 3.89% | 2.06% |
Returns By Period
In the year-to-date period, ARCIX achieves a 17.04% return, which is significantly lower than BCSKX's 19.21% return.
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
BCSKX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.21%
- 6M
- 26.57%
- 1Y
- 40.92%
- 3Y*
- 16.13%
- 5Y*
- 14.29%
- 10Y*
- —
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ARCIX vs. BCSKX - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than BCSKX's 0.67% expense ratio.
Return for Risk
ARCIX vs. BCSKX — Risk / Return Rank
ARCIX
BCSKX
ARCIX vs. BCSKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.
| ARCIX | BCSKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 2.58 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.48 | 3.25 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.47 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.89 | -0.81 |
Martin ratioReturn relative to average drawdown | 9.79 | 19.70 | -9.91 |
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
| ARCIX | BCSKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.58 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.91 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.75 | -0.44 |
Correlation
The correlation between ARCIX and BCSKX is 0.72, 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
ARCIX vs. BCSKX - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 11.48%, more than BCSKX's 2.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% |
BCSKX BlackRock Commodity Strategies Fund Class K | 2.63% | 3.13% | 3.66% | 9.45% | 9.11% | 2.72% | 0.84% | 2.08% | 2.02% | 0.00% | 0.00% |
Drawdowns
ARCIX vs. BCSKX - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for ARCIX and BCSKX.
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Drawdown Indicators
| ARCIX | BCSKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -30.34% | -23.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -10.51% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -22.34% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.45% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | -1.36% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -6.67% | -19.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.08% | +1.13% |
Volatility
ARCIX vs. BCSKX - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund (ARCIX) has a higher volatility of 5.41% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.44%. This indicates that ARCIX's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARCIX | BCSKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.44% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 12.33% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 16.16% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 15.80% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 15.08% | +2.38% |