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ARCNX vs. PCLPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARCNX vs. PCLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and PIMCO CommoditiesPLUS Strategy I2 (PCLPX). The values are adjusted to include any dividend payments, if applicable.

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ARCNX vs. PCLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PCLPX
PIMCO CommoditiesPLUS Strategy I2
30.92%4.45%5.92%0.24%23.04%43.50%-9.12%19.39%-12.15%10.53%

Returns By Period

In the year-to-date period, ARCNX achieves a 17.04% return, which is significantly lower than PCLPX's 30.92% return. Both investments have delivered pretty close results over the past 10 years, with ARCNX having a 12.71% annualized return and PCLPX not far ahead at 12.75%.


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%

PCLPX

1D
0.81%
1M
19.05%
YTD
30.92%
6M
31.70%
1Y
32.88%
3Y*
13.71%
5Y*
17.65%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARCNX vs. PCLPX - Expense Ratio Comparison

ARCNX has a 1.28% expense ratio, which is higher than PCLPX's 0.92% expense ratio.


Return for Risk

ARCNX vs. PCLPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARCNX
ARCNX Risk / Return Rank: 9090
Overall Rank
ARCNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ARCNX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ARCNX Omega Ratio Rank: 8686
Omega Ratio Rank
ARCNX Calmar Ratio Rank: 9494
Calmar Ratio Rank
ARCNX Martin Ratio Rank: 8888
Martin Ratio Rank

PCLPX
PCLPX Risk / Return Rank: 8787
Overall Rank
PCLPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLPX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PCLPX Omega Ratio Rank: 8383
Omega Ratio Rank
PCLPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLPX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARCNX vs. PCLPX - 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 PIMCO CommoditiesPLUS Strategy I2 (PCLPX). 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.


ARCNXPCLPXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.84

+0.12

Sortino ratio

Return per unit of downside risk

2.45

2.39

+0.07

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

3.07

3.11

-0.04

Martin ratio

Return relative to average drawdown

9.67

8.65

+1.02

ARCNX vs. PCLPX - Sharpe Ratio Comparison

The current ARCNX Sharpe Ratio is 1.96, which is comparable to the PCLPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ARCNX and PCLPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARCNXPCLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.84

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.92

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.32

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.15

+0.14

Correlation

The correlation between ARCNX and PCLPX is 0.76, 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. PCLPX - Dividend Comparison

ARCNX's dividend yield for the trailing twelve months is around 11.59%, more than PCLPX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
PCLPX
PIMCO CommoditiesPLUS Strategy I2
1.41%1.31%5.22%4.65%43.16%74.10%0.71%2.39%18.62%12.52%0.15%1.92%

Drawdowns

ARCNX vs. PCLPX - Drawdown Comparison

The maximum ARCNX drawdown since its inception was -55.17%, smaller than the maximum PCLPX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for ARCNX and PCLPX.


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Drawdown Indicators


ARCNXPCLPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-66.98%

+11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-10.95%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-20.30%

-21.53%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

-51.87%

+19.07%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-26.27%

-24.90%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.94%

-0.73%

Volatility

ARCNX vs. PCLPX - Volatility Comparison

The current volatility for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) is 5.36%, while PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a volatility of 10.35%. This indicates that ARCNX experiences smaller price fluctuations and is considered to be less risky than PCLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARCNXPCLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

10.35%

-4.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

14.66%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

18.86%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

19.23%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

40.61%

-23.14%