DCMSX vs. PCRIX

In the year-to-date period, DCMSX achieves a 5.10% return, which is significantly lower than PCRIX's 5.84% return. Over the past 10 years, DCMSX has underperformed PCRIX with an annualized return of 1.76%, while PCRIX has yielded a comparatively higher 2.82% annualized return.

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DCMSX has a 0.31% expense ratio, which is lower than PCRIX's 0.80% expense ratio.

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.

The current DCMSX Sharpe Ratio is 0.31, which is comparable to the PCRIX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of DCMSX and PCRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DCMSX's dividend yield for the trailing twelve months is around 3.24%, more than PCRIX's 2.80% yield.

The maximum DCMSX drawdown since its inception was -60.37%, smaller than the maximum PCRIX drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for DCMSX and PCRIX. For additional features, visit the drawdowns tool.

The current volatility for DFA Commodity Strategy Portfolio (DCMSX) is 3.53%, while PIMCO Commodity Real Return Strategy Fund (PCRIX) has a volatility of 3.81%. This indicates that DCMSX experiences smaller price fluctuations and is considered to be less risky than PCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.