DCMSX vs. BCSKX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and BlackRock Commodity Strategies Fund Class K (BCSKX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011.
Performance
DCMSX vs. BCSKX - Performance Comparison
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DCMSX vs. BCSKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 25.32% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -13.40% |
BCSKX BlackRock Commodity Strategies Fund Class K | 20.37% | 28.88% | 4.44% | -4.27% | 11.95% | 22.49% | 6.84% | 3.89% | 2.06% |
Returns By Period
In the year-to-date period, DCMSX achieves a 25.32% return, which is significantly higher than BCSKX's 20.37% return.
DCMSX
- 1D
- -0.51%
- 1M
- 7.52%
- YTD
- 25.32%
- 6M
- 30.80%
- 1Y
- 32.50%
- 3Y*
- 13.52%
- 5Y*
- 13.93%
- 10Y*
- 8.39%
BCSKX
- 1D
- 0.97%
- 1M
- 0.81%
- YTD
- 20.37%
- 6M
- 27.67%
- 1Y
- 41.82%
- 3Y*
- 16.50%
- 5Y*
- 14.27%
- 10Y*
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DCMSX vs. BCSKX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is lower than BCSKX's 0.67% expense ratio.
Return for Risk
DCMSX vs. BCSKX — Risk / Return Rank
DCMSX
BCSKX
DCMSX vs. BCSKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.
| DCMSX | BCSKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 2.63 | -0.62 |
Sortino ratioReturn per unit of downside risk | 2.61 | 3.31 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.47 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.66 | 4.07 | -0.40 |
Martin ratioReturn relative to average drawdown | 10.31 | 20.58 | -10.27 |
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
| DCMSX | BCSKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.63 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.91 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.76 | -0.66 |
Correlation
The correlation between DCMSX and BCSKX is 0.75, 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
DCMSX vs. BCSKX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.41%, more than BCSKX's 2.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 8.41% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
BCSKX BlackRock Commodity Strategies Fund Class K | 2.60% | 3.13% | 3.66% | 9.45% | 9.11% | 2.72% | 0.84% | 2.08% | 2.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
DCMSX vs. BCSKX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for DCMSX and BCSKX.
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Drawdown Indicators
| DCMSX | BCSKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -30.34% | -30.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -10.51% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -22.34% | -5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.40% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -32.12% | -6.67% | -25.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.08% | +1.20% |
Volatility
DCMSX vs. BCSKX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) has a higher volatility of 6.52% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.47%. This indicates that DCMSX's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCMSX | BCSKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 4.47% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 12.36% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 16.15% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 15.80% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 15.08% | -0.64% |