BICSX vs. MCSFX
Compare and contrast key facts about BlackRock Commodity Strategies Portfolio (BICSX) and MFS Commodity Strategy Fund (MCSFX).
BICSX is managed by BlackRock. It was launched on Oct 2, 2011. MCSFX is managed by MFS. It was launched on Aug 15, 2018.
Performance
BICSX vs. MCSFX - Performance Comparison
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BICSX vs. MCSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 1.72% |
MCSFX MFS Commodity Strategy Fund | 20.28% | 17.09% | 4.32% | -7.25% | 12.27% | 26.40% | -1.34% | -1.69% |
Returns By Period
In the year-to-date period, BICSX achieves a 19.23% return, which is significantly lower than MCSFX's 20.28% return.
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%
MCSFX
- 1D
- 0.46%
- 1M
- 6.91%
- YTD
- 20.28%
- 6M
- 26.86%
- 1Y
- 29.49%
- 3Y*
- 12.79%
- 5Y*
- 12.72%
- 10Y*
- —
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BICSX vs. MCSFX - Expense Ratio Comparison
BICSX has a 0.72% expense ratio, which is lower than MCSFX's 1.89% expense ratio.
Return for Risk
BICSX vs. MCSFX — Risk / Return Rank
BICSX
MCSFX
BICSX vs. MCSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) and MFS Commodity Strategy Fund (MCSFX). 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.
| BICSX | MCSFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 1.84 | +0.70 |
Sortino ratioReturn per unit of downside risk | 3.22 | 2.35 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | 3.19 | +0.68 |
Martin ratioReturn relative to average drawdown | 19.67 | 9.29 | +10.38 |
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
| BICSX | MCSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 1.84 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.37 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.31 | -0.04 |
Correlation
The correlation between BICSX and MCSFX is 0.81, 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
BICSX vs. MCSFX - Dividend Comparison
BICSX's dividend yield for the trailing twelve months is around 2.59%, less than MCSFX's 12.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCSFX MFS Commodity Strategy Fund | 12.51% | 15.05% | 2.25% | 1.04% | 26.24% | 54.80% | 0.15% | 0.86% | 0.00% | 0.00% | 0.00% |
Drawdowns
BICSX vs. MCSFX - Drawdown Comparison
The maximum BICSX drawdown since its inception was -51.59%, which is greater than MCSFX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for BICSX and MCSFX.
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Drawdown Indicators
| BICSX | MCSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.59% | -37.16% | -14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -9.56% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -37.16% | +14.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | — | — |
Current DrawdownCurrent decline from peak | -1.36% | -1.59% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -20.75% | -18.70% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 3.28% | -1.21% |
Volatility
BICSX vs. MCSFX - Volatility Comparison
The current volatility for BlackRock Commodity Strategies Portfolio (BICSX) is 4.48%, while MFS Commodity Strategy Fund (MCSFX) has a volatility of 6.45%. This indicates that BICSX experiences smaller price fluctuations and is considered to be less risky than MCSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BICSX | MCSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 6.45% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 13.51% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 16.69% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 34.14% | -18.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 29.85% | -14.73% |