ARCNX vs. PQCMX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and PGIM Quant Solutions Commodity Strategies Fund (PQCMX).
ARCNX is managed by AQR. PQCMX is managed by PGIM. It was launched on Nov 14, 2016.
Performance
ARCNX vs. PQCMX - Performance Comparison
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ARCNX vs. PQCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.56% |
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 26.95% | 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, ARCNX achieves a 17.59% return, which is significantly lower than PQCMX's 26.95% return.
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
PQCMX
- 1D
- 0.23%
- 1M
- 10.13%
- YTD
- 26.95%
- 6M
- 32.40%
- 1Y
- 32.95%
- 3Y*
- 13.63%
- 5Y*
- 14.03%
- 10Y*
- —
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ARCNX vs. PQCMX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is higher than PQCMX's 0.62% expense ratio.
Return for Risk
ARCNX vs. PQCMX — Risk / Return Rank
ARCNX
PQCMX
ARCNX vs. PQCMX - 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 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.
| ARCNX | PQCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.93 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.50 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.64 | -0.50 |
Martin ratioReturn relative to average drawdown | 9.87 | 9.70 | +0.17 |
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 | PQCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.93 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.84 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.54 | -0.24 |
Correlation
The correlation between ARCNX 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
ARCNX vs. PQCMX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.54%, more than PQCMX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.37% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% | 0.00% |
Drawdowns
ARCNX vs. PQCMX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, which is greater than PQCMX's maximum drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for ARCNX and PQCMX.
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Drawdown Indicators
| ARCNX | PQCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -33.00% | -22.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -9.32% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -26.78% | +6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -26.26% | -12.01% | -14.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.50% | -0.29% |
Volatility
ARCNX vs. PQCMX - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) is 5.33%, while PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a volatility of 8.15%. This indicates that ARCNX 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
| ARCNX | PQCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 8.15% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 13.85% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 17.19% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 16.88% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 15.10% | +2.36% |