ARCIX vs. PQCMX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and PGIM Quant Solutions Commodity Strategies Fund (PQCMX).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. PQCMX is managed by PGIM. It was launched on Nov 14, 2016.
Performance
ARCIX vs. PQCMX - Performance Comparison
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ARCIX vs. PQCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.77% |
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 26.66% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
Returns By Period
In the year-to-date period, ARCIX achieves a 17.04% return, which is significantly lower than PQCMX's 26.66% 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%
PQCMX
- 1D
- 0.57%
- 1M
- 12.26%
- YTD
- 26.66%
- 6M
- 32.84%
- 1Y
- 32.65%
- 3Y*
- 13.54%
- 5Y*
- 14.09%
- 10Y*
- —
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ARCIX vs. PQCMX - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than PQCMX's 0.62% expense ratio.
Return for Risk
ARCIX vs. PQCMX — Risk / Return Rank
ARCIX
PQCMX
ARCIX vs. PQCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and PGIM Quant Solutions Commodity Strategies Fund (PQCMX). 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 | PQCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.96 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.54 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.64 | -0.57 |
Martin ratioReturn relative to average drawdown | 9.79 | 9.72 | +0.07 |
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 | PQCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.96 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.84 | +0.14 |
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 | 0.54 | -0.23 |
Correlation
The correlation between ARCIX and PQCMX is 0.86, 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. PQCMX - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 11.48%, more than PQCMX's 6.38% 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% |
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.38% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% | 0.00% |
Drawdowns
ARCIX vs. PQCMX - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, which is greater than PQCMX's maximum drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for ARCIX and PQCMX.
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Drawdown Indicators
| ARCIX | PQCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -33.00% | -21.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -9.32% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -26.78% | +6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -32.45% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | 0.00% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -12.01% | -13.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.50% | -0.29% |
Volatility
ARCIX vs. PQCMX - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) is 5.41%, while PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a volatility of 8.32%. This indicates that ARCIX experiences smaller price fluctuations and is considered to be less risky than PQCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARCIX | PQCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 8.32% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 13.86% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 17.23% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 16.88% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 15.10% | +2.36% |