ARCNX vs. BICSX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and BlackRock Commodity Strategies Portfolio (BICSX).
ARCNX is managed by AQR. BICSX is managed by BlackRock. It was launched on Oct 2, 2011.
Performance
ARCNX vs. BICSX - Performance Comparison
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ARCNX vs. BICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.04% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
Returns By Period
In the year-to-date period, ARCNX achieves a 17.04% return, which is significantly lower than BICSX's 19.23% return. Over the past 10 years, ARCNX has outperformed BICSX with an annualized return of 12.71%, while BICSX has yielded a comparatively lower 10.38% annualized return.
ARCNX
- 1D
- 0.67%
- 1M
- 6.12%
- YTD
- 17.04%
- 6M
- 26.24%
- 1Y
- 30.47%
- 3Y*
- 14.14%
- 5Y*
- 18.43%
- 10Y*
- 12.71%
BICSX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.23%
- 6M
- 26.56%
- 1Y
- 40.74%
- 3Y*
- 16.08%
- 5Y*
- 14.24%
- 10Y*
- 10.38%
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ARCNX vs. BICSX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is higher than BICSX's 0.72% expense ratio.
Return for Risk
ARCNX vs. BICSX — Risk / Return Rank
ARCNX
BICSX
ARCNX vs. BICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and BlackRock Commodity Strategies Portfolio (BICSX). 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.
| ARCNX | BICSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.54 | -0.58 |
Sortino ratioReturn per unit of downside risk | 2.45 | 3.22 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.46 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.87 | -0.80 |
Martin ratioReturn relative to average drawdown | 9.67 | 19.67 | -10.00 |
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
| ARCNX | BICSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.54 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.90 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.69 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.28 | +0.01 |
Correlation
The correlation between ARCNX and BICSX is 0.77, 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
ARCNX vs. BICSX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.59%, more than BICSX's 2.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.59% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
BICSX BlackRock Commodity Strategies Portfolio | 2.59% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% |
Drawdowns
ARCNX vs. BICSX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, which is greater than BICSX's maximum drawdown of -51.59%. Use the drawdown chart below to compare losses from any high point for ARCNX and BICSX.
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Drawdown Indicators
| ARCNX | BICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -51.59% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -10.53% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -22.35% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | -35.82% | +3.02% |
Current DrawdownCurrent decline from peak | -1.03% | -1.36% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -26.27% | -20.75% | -5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.07% | +1.14% |
Volatility
ARCNX vs. BICSX - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) has a higher volatility of 5.36% compared to BlackRock Commodity Strategies Portfolio (BICSX) at 4.48%. This indicates that ARCNX's price experiences larger fluctuations and is considered to be riskier than BICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARCNX | BICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 4.48% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 12.47% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 16.34% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 15.83% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 15.12% | +2.35% |