DCMSX vs. RYMEX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and Rydex Commodities Strategy Fund (RYMEX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. RYMEX is managed by Rydex Funds. It was launched on May 24, 2005.
Performance
DCMSX vs. RYMEX - Performance Comparison
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DCMSX vs. RYMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -11.22% | 2.73% |
RYMEX Rydex Commodities Strategy Fund | 40.07% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
Returns By Period
In the year-to-date period, DCMSX achieves a 25.97% return, which is significantly lower than RYMEX's 40.07% return. Over the past 10 years, DCMSX has outperformed RYMEX with an annualized return of 8.45%, while RYMEX has yielded a comparatively lower 0.96% annualized return.
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
RYMEX
- 1D
- 1.67%
- 1M
- 24.61%
- YTD
- 40.07%
- 6M
- 40.55%
- 1Y
- 40.95%
- 3Y*
- 16.42%
- 5Y*
- 17.74%
- 10Y*
- 0.96%
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DCMSX vs. RYMEX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is lower than RYMEX's 1.60% expense ratio.
Return for Risk
DCMSX vs. RYMEX — Risk / Return Rank
DCMSX
RYMEX
DCMSX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and Rydex Commodities Strategy Fund (RYMEX). 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 | RYMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.04 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.71 | 2.70 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.59 | +0.18 |
Martin ratioReturn relative to average drawdown | 10.61 | 9.58 | +1.03 |
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 | RYMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.04 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.81 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.04 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | -0.26 | +0.35 |
Correlation
The correlation between DCMSX and RYMEX is 0.80, 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. RYMEX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.36%, more than RYMEX's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
RYMEX Rydex Commodities Strategy Fund | 1.70% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% | 0.00% | 0.00% |
Drawdowns
DCMSX vs. RYMEX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, smaller than the maximum RYMEX drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for DCMSX and RYMEX.
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Drawdown Indicators
| DCMSX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -93.96% | +33.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -11.86% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -30.45% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -69.87% | +37.35% |
Current DrawdownCurrent decline from peak | -0.21% | -84.04% | +83.83% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -69.16% | +37.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 4.45% | -1.17% |
Volatility
DCMSX vs. RYMEX - Volatility Comparison
The current volatility for DFA Commodity Strategy Portfolio (DCMSX) is 6.55%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 11.73%. This indicates that DCMSX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCMSX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 11.73% | -5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 16.53% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 21.32% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 22.05% | -5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 27.62% | -13.18% |