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GUNR vs. PCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUNR vs. PCLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX). The values are adjusted to include any dividend payments, if applicable.

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GUNR vs. PCLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
20.75%30.03%-8.37%-2.40%14.83%26.06%0.46%18.41%-9.42%18.74%
PCLIX
PIMCO CommoditiesPLUS Strategy Fund
30.80%5.76%8.53%0.69%23.32%43.83%-9.18%19.37%-12.02%10.86%

Returns By Period

In the year-to-date period, GUNR achieves a 20.75% return, which is significantly lower than PCLIX's 30.80% return. Over the past 10 years, GUNR has underperformed PCLIX with an annualized return of 12.13%, while PCLIX has yielded a comparatively higher 13.29% annualized return.


GUNR

1D
1.85%
1M
-0.49%
YTD
20.75%
6M
27.36%
1Y
46.10%
3Y*
12.86%
5Y*
12.40%
10Y*
12.13%

PCLIX

1D
0.79%
1M
19.14%
YTD
30.80%
6M
31.76%
1Y
32.96%
3Y*
15.28%
5Y*
18.66%
10Y*
13.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GUNR vs. PCLIX - Expense Ratio Comparison

GUNR has a 0.46% expense ratio, which is lower than PCLIX's 0.98% expense ratio.


Return for Risk

GUNR vs. PCLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GUNR
GUNR Risk / Return Rank: 9595
Overall Rank
GUNR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GUNR Sortino Ratio Rank: 9595
Sortino Ratio Rank
GUNR Omega Ratio Rank: 9696
Omega Ratio Rank
GUNR Calmar Ratio Rank: 9393
Calmar Ratio Rank
GUNR Martin Ratio Rank: 9797
Martin Ratio Rank

PCLIX
PCLIX Risk / Return Rank: 8888
Overall Rank
PCLIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PCLIX Omega Ratio Rank: 8484
Omega Ratio Rank
PCLIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLIX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GUNR vs. PCLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX). 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.


GUNRPCLIXDifference

Sharpe ratio

Return per unit of total volatility

2.46

1.83

+0.63

Sortino ratio

Return per unit of downside risk

3.05

2.38

+0.67

Omega ratio

Gain probability vs. loss probability

1.48

1.34

+0.14

Calmar ratio

Return relative to maximum drawdown

3.49

3.13

+0.36

Martin ratio

Return relative to average drawdown

19.54

8.68

+10.86

GUNR vs. PCLIX - Sharpe Ratio Comparison

The current GUNR Sharpe Ratio is 2.46, which is higher than the PCLIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GUNR and PCLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GUNRPCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.83

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.98

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.33

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.17

+0.16

Correlation

The correlation between GUNR and PCLIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GUNR vs. PCLIX - Dividend Comparison

GUNR's dividend yield for the trailing twelve months is around 2.21%, more than PCLIX's 1.43% yield.


TTM20252024202320222021202020192018201720162015
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
2.21%2.81%3.39%3.55%4.12%3.61%2.79%3.25%3.27%2.00%1.73%4.50%
PCLIX
PIMCO CommoditiesPLUS Strategy Fund
1.43%2.45%7.50%5.06%42.60%73.41%0.77%2.46%18.58%12.63%0.16%2.22%

Drawdowns

GUNR vs. PCLIX - Drawdown Comparison

The maximum GUNR drawdown since its inception was -45.64%, smaller than the maximum PCLIX drawdown of -66.60%. Use the drawdown chart below to compare losses from any high point for GUNR and PCLIX.


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Drawdown Indicators


GUNRPCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.64%

-66.60%

+20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-10.90%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

-21.59%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-43.04%

-51.78%

+8.74%

Current Drawdown

Current decline from peak

-0.94%

0.00%

-0.94%

Average Drawdown

Average peak-to-trough decline

-10.51%

-24.39%

+13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.93%

-1.55%

Volatility

GUNR vs. PCLIX - Volatility Comparison

The current volatility for FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) is 6.23%, while PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a volatility of 10.48%. This indicates that GUNR experiences smaller price fluctuations and is considered to be less risky than PCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUNRPCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

10.48%

-4.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

14.76%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

18.95%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

19.13%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

40.53%

-19.96%