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CCSZX vs. PCLPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCSZX vs. PCLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Commodity Strategy Fund (CCSZX) and PIMCO CommoditiesPLUS Strategy I2 (PCLPX). The values are adjusted to include any dividend payments, if applicable.

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CCSZX vs. PCLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCSZX
Columbia Commodity Strategy Fund
24.29%15.36%7.11%-6.90%-39.43%31.34%-1.17%7.45%-14.09%1.71%
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, CCSZX achieves a 24.29% return, which is significantly lower than PCLPX's 30.92% return. Over the past 10 years, CCSZX has underperformed PCLPX with an annualized return of 1.73%, while PCLPX has yielded a comparatively higher 12.75% annualized return.


CCSZX

1D
0.49%
1M
11.23%
YTD
24.29%
6M
30.24%
1Y
32.15%
3Y*
14.50%
5Y*
1.10%
10Y*
1.73%

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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CCSZX vs. PCLPX - Expense Ratio Comparison

CCSZX has a 0.86% expense ratio, which is lower than PCLPX's 0.92% expense ratio.


Return for Risk

CCSZX vs. PCLPX — Risk / Return Rank

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

CCSZX
CCSZX Risk / Return Rank: 9090
Overall Rank
CCSZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CCSZX Sortino Ratio Rank: 8989
Sortino Ratio Rank
CCSZX Omega Ratio Rank: 8686
Omega Ratio Rank
CCSZX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CCSZX Martin Ratio Rank: 8989
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.

CCSZX vs. PCLPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) 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.


CCSZXPCLPXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.84

+0.13

Sortino ratio

Return per unit of downside risk

2.49

2.39

+0.11

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

3.17

3.11

+0.06

Martin ratio

Return relative to average drawdown

9.92

8.65

+1.28

CCSZX vs. PCLPX - Sharpe Ratio Comparison

The current CCSZX Sharpe Ratio is 1.97, which is comparable to the PCLPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CCSZX 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


CCSZXPCLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.84

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.92

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.32

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.15

-0.29

Correlation

The correlation between CCSZX and PCLPX is 0.87, 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

CCSZX vs. PCLPX - Dividend Comparison

CCSZX's dividend yield for the trailing twelve months is around 2.41%, more than PCLPX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
CCSZX
Columbia Commodity Strategy Fund
2.41%3.00%8.84%4.42%0.00%36.39%0.13%1.09%18.52%0.09%0.00%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

CCSZX vs. PCLPX - Drawdown Comparison

The maximum CCSZX drawdown since its inception was -63.75%, roughly equal to the maximum PCLPX drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for CCSZX and PCLPX.


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Drawdown Indicators


CCSZXPCLPXDifference

Max Drawdown

Largest peak-to-trough decline

-63.75%

-66.98%

+3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-10.95%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-62.27%

-21.53%

-40.74%

Max Drawdown (10Y)

Largest decline over 10 years

-62.27%

-51.87%

-10.40%

Current Drawdown

Current decline from peak

-41.35%

0.00%

-41.35%

Average Drawdown

Average peak-to-trough decline

-40.83%

-24.90%

-15.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.94%

-0.60%

Volatility

CCSZX vs. PCLPX - Volatility Comparison

The current volatility for Columbia Commodity Strategy Fund (CCSZX) is 7.73%, while PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a volatility of 10.35%. This indicates that CCSZX 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


CCSZXPCLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

10.35%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

14.66%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

18.86%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.07%

19.23%

+8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.75%

40.61%

-18.86%