DCMSX vs. PCRIX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and PIMCO Commodity Real Return Strategy Fund (PCRIX).
DCMSX is managed by Dimensional Fund Advisors LP. It was launched on Nov 8, 2010. PCRIX is managed by PIMCO. It was launched on Jun 27, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCMSX or PCRIX.
Correlation
The correlation between DCMSX and PCRIX is 0.96, 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.
Performance
DCMSX vs. PCRIX - Performance Comparison
Key characteristics
DCMSX:
0.96
PCRIX:
1.15
DCMSX:
1.42
PCRIX:
1.82
DCMSX:
1.17
PCRIX:
1.21
DCMSX:
0.33
PCRIX:
0.27
DCMSX:
2.17
PCRIX:
3.16
DCMSX:
5.06%
PCRIX:
4.79%
DCMSX:
11.47%
PCRIX:
13.15%
DCMSX:
-60.37%
PCRIX:
-85.29%
DCMSX:
-24.68%
PCRIX:
-49.89%
Returns By Period
The year-to-date returns for both stocks are quite close, with DCMSX having a 4.02% return and PCRIX slightly lower at 3.88%. Over the past 10 years, DCMSX has underperformed PCRIX with an annualized return of 1.89%, while PCRIX has yielded a comparatively higher 3.86% annualized return.
DCMSX
4.02%
4.48%
5.37%
10.44%
7.31%
1.89%
PCRIX
3.88%
2.71%
4.03%
14.43%
11.74%
3.86%
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DCMSX vs. PCRIX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is lower than PCRIX's 0.80% expense ratio.
Risk-Adjusted Performance
DCMSX vs. PCRIX — Risk-Adjusted Performance Rank
DCMSX
PCRIX
DCMSX vs. PCRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and PIMCO Commodity Real Return Strategy Fund (PCRIX). 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.
Dividends
DCMSX vs. PCRIX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 2.75%, less than PCRIX's 7.51% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 2.75% | 2.86% | 2.53% | 7.47% | 45.50% | 0.37% | 1.52% | 1.63% | 3.10% | 1.17% | 0.15% | 1.23% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 7.51% | 7.80% | 14.58% | 46.24% | 22.74% | 1.56% | 3.99% | 5.94% | 8.14% | 0.91% | 6.26% | 0.49% |
Drawdowns
DCMSX vs. PCRIX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.37%, smaller than the maximum PCRIX drawdown of -85.29%. Use the drawdown chart below to compare losses from any high point for DCMSX and PCRIX. For additional features, visit the drawdowns tool.
Volatility
DCMSX vs. PCRIX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) and PIMCO Commodity Real Return Strategy Fund (PCRIX) have volatilities of 3.98% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.