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JCRAX vs. PFLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JCRAX vs. PFLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) and PennantPark Floating Rate Capital Ltd. (PFLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JCRAX achieves a 18.77% return, which is significantly higher than PFLT's -18.83% return. Over the past 10 years, JCRAX has outperformed PFLT with an annualized return of 8.27%, while PFLT has yielded a comparatively lower 4.35% annualized return.


JCRAX

1D
0.73%
1M
5.83%
6M
7.37%
YTD
18.77%
1Y
38.22%
3Y*
12.73%
5Y*
10.66%
10Y*
8.27%
ALL TIME*
3.56%

PFLT

1D
-1.00%
1M
-6.17%
6M
-21.14%
YTD
-18.83%
1Y
-23.65%
3Y*
-4.27%
5Y*
-1.47%
10Y*
4.35%
ALL TIME*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$8.63M$9.40M$9.33M

JCRAX vs. PFLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
18.77%25.30%1.32%-7.37%12.82%29.21%2.15%11.00%-14.54%4.58%
PFLT
PennantPark Floating Rate Capital Ltd.
-18.83%-4.17%0.62%23.05%-5.53%32.64%-1.41%15.52%-8.29%5.49%

Correlation

The correlation between JCRAX and PFLT is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.02

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (10Y)
Provides a long-term view across more market conditions.

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.23

Over the past year, the correlation between JCRAX and PFLT has dropped to 0.02 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.

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Return for Risk

JCRAX vs. PFLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JCRAX
JCRAX Risk / Return Rank: 8282
Overall Rank
JCRAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JCRAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
JCRAX Omega Ratio Rank: 8383
Omega Ratio Rank
JCRAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
JCRAX Martin Ratio Rank: 7272
Martin Ratio Rank

PFLT
PFLT Risk / Return Rank: 55
Overall Rank
PFLT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PFLT Sortino Ratio Rank: 77
Sortino Ratio Rank
PFLT Omega Ratio Rank: 88
Omega Ratio Rank
PFLT Calmar Ratio Rank: 44
Calmar Ratio Rank
PFLT Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JCRAX vs. PFLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) and PennantPark Floating Rate Capital Ltd. (PFLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JCRAXPFLTDifference
Sharpe ratioReturn per unit of total volatility

+3.49

Sortino ratioReturn per unit of downside risk

+4.53

Omega ratioGain probability vs. loss probability

1.40

0.83

+0.57

Calmar ratioReturn relative to maximum drawdown

2.72

-0.96

+3.68

Martin ratioReturn relative to average drawdown

9.01

-1.97

+10.98

JCRAX vs. PFLT - Sharpe Ratio Comparison

The current JCRAX Sharpe Ratio is 2.39, which is higher than the PFLT Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of JCRAX and PFLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JCRAX vs. PFLT - Drawdown Comparison

The maximum JCRAX drawdown since its inception was -62.03%, smaller than the maximum PFLT drawdown of -69.77%. Use the drawdown chart below to compare losses from any high point for JCRAX and PFLT.


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Drawdown Indicators


JCRAXPFLTDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-69.77%

+7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-25.25%

+12.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

-28.44%

+15.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-29.64%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-69.77%

+26.63%

Current Drawdown

Current decline from peak

-7.32%

-27.61%

+20.29%

Average Drawdown

Average peak-to-trough decline

-26.21%

-8.46%

-17.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

12.29%

-8.37%

Volatility

JCRAX vs. PFLT - Volatility Comparison

The current volatility for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) is 4.07%, while PennantPark Floating Rate Capital Ltd. (PFLT) has a volatility of 6.65%. This indicates that JCRAX experiences smaller price fluctuations and is considered to be less risky than PFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCRAXPFLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

6.65%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

18.40%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

22.03%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

21.45%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

29.09%

-11.01%

Dividends

JCRAX vs. PFLT - Dividend Comparison

JCRAX's dividend yield for the trailing twelve months is around 7.41%, less than PFLT's 17.12% yield.


PositionTTM20252024202320222021202020192018201720162015
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
7.41%8.80%2.80%3.29%7.08%22.43%0.29%0.90%3.26%2.44%0.05%0.00%
PFLT
PennantPark Floating Rate Capital Ltd.
17.12%13.27%11.25%9.98%10.38%8.93%10.83%9.24%9.59%8.31%8.08%10.04%

Frequently Asked Questions


JCRAX and PFLT have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFLT has higher volatility (6.65%) compared to JCRAX (4.07%). In terms of maximum drawdown, JCRAX dropped -62.03% vs PFLT's -69.77%.

JCRAX currently has the higher Sharpe Ratio (2.39 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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