GCCIX vs. ARCNX
Compare and contrast key facts about Goldman Sachs Commodity Strategy Fund (GCCIX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX).
GCCIX is managed by Goldman Sachs. It was launched on Mar 29, 2007. ARCNX is managed by AQR.
Performance
GCCIX vs. ARCNX - Performance Comparison
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GCCIX vs. ARCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.11% | 15.45% | 5.92% | -9.65% | 15.70% | 33.42% | -23.01% | 16.75% | -14.89% | 4.31% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
Returns By Period
In the year-to-date period, GCCIX achieves a 14.11% return, which is significantly lower than ARCNX's 17.59% return. Over the past 10 years, GCCIX has underperformed ARCNX with an annualized return of 6.16%, while ARCNX has yielded a comparatively higher 12.76% annualized return.
GCCIX
- 1D
- -0.63%
- 1M
- 4.19%
- YTD
- 14.11%
- 6M
- 19.69%
- 1Y
- 20.48%
- 3Y*
- 10.67%
- 5Y*
- 11.93%
- 10Y*
- 6.16%
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
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GCCIX vs. ARCNX - Expense Ratio Comparison
GCCIX has a 0.59% expense ratio, which is lower than ARCNX's 1.28% expense ratio.
Return for Risk
GCCIX vs. ARCNX — Risk / Return Rank
GCCIX
ARCNX
GCCIX vs. ARCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Commodity Strategy Fund (GCCIX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX). 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.
| GCCIX | ARCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.96 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.45 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.14 | -0.84 |
Martin ratioReturn relative to average drawdown | 6.38 | 9.87 | -3.48 |
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
| GCCIX | ARCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.96 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.97 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.73 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.29 | -0.46 |
Correlation
The correlation between GCCIX and ARCNX 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
GCCIX vs. ARCNX - Dividend Comparison
GCCIX's dividend yield for the trailing twelve months is around 14.10%, more than ARCNX's 11.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.10% | 16.09% | 4.08% | 4.20% | 10.41% | 16.46% | 0.36% | 10.81% | 1.47% | 5.88% | 0.84% | 0.36% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% | 0.00% |
Drawdowns
GCCIX vs. ARCNX - Drawdown Comparison
The maximum GCCIX drawdown since its inception was -90.80%, which is greater than ARCNX's maximum drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for GCCIX and ARCNX.
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Drawdown Indicators
| GCCIX | ARCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -55.17% | -35.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -10.10% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -20.30% | -8.48% |
Max Drawdown (10Y)Largest decline over 10 years | -57.76% | -32.80% | -24.96% |
Current DrawdownCurrent decline from peak | -71.72% | -0.56% | -71.16% |
Average DrawdownAverage peak-to-trough decline | -69.41% | -26.26% | -43.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.21% | +0.17% |
Volatility
GCCIX vs. ARCNX - Volatility Comparison
Goldman Sachs Commodity Strategy Fund (GCCIX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) have volatilities of 5.48% and 5.33%, 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.
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Volatility by Period
| GCCIX | ARCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 5.33% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 12.61% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 15.93% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 19.16% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 17.46% | +2.67% |