LSVQX vs. PCLIX
LSVQX (LSV Small Cap Value Fund) and PCLIX (PIMCO CommoditiesPLUS Strategy Fund) are both mutual funds - LSVQX is a Small Cap Value Equities fund managed by LSV, while PCLIX is a Commodities fund managed by PIMCO. Over the past 10 years, LSVQX returned 9.14%/yr vs 12.80%/yr for PCLIX. Their 0.25 correlation means their historical movements had little consistent relationship. LSVQX charges 0.83%/yr vs 0.98%/yr for PCLIX.
Performance
LSVQX vs. PCLIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSVQX achieves a 21.19% return, which is significantly lower than PCLIX's 34.31% return. Over the past 10 years, LSVQX has underperformed PCLIX with an annualized return of 9.14%, while PCLIX has yielded a comparatively higher 12.80% annualized return.
LSVQX
- 1D
- -0.58%
- 1M
- 2.52%
- 6M
- 16.34%
- YTD
- 21.19%
- 1Y
- 33.57%
- 3Y*
- 12.69%
- 5Y*
- 10.19%
- 10Y*
- 9.14%
- ALL TIME*
- 9.45%
PCLIX
- 1D
- -0.36%
- 1M
- 9.86%
- 6M
- 25.51%
- YTD
- 34.31%
- 1Y
- 39.01%
- 3Y*
- 13.77%
- 5Y*
- 15.42%
- 10Y*
- 12.80%
- ALL TIME*
- 5.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSVQX vs. PCLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 21.19% | 7.31% | 4.23% | 19.02% | -6.24% | 34.54% | -5.98% | 20.59% | -17.41% | 6.12% |
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 34.31% | 5.76% | 8.53% | 0.69% | 23.32% | 43.83% | -9.18% | 19.37% | -12.02% | 10.86% |
Correlation
The correlation between LSVQX and PCLIX is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2013 | 0.25 |
The correlation between LSVQX and PCLIX shifts across timeframes, from -0.18 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSVQX vs. PCLIX — Risk / Return Rank
LSVQX
PCLIX
LSVQX vs. PCLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) 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.
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.
| LSVQX | PCLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.34 | +1.28 |
| Martin ratioReturn relative to average drawdown | 11.13 | 7.89 | +3.25 |
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Drawdowns
LSVQX vs. PCLIX - Drawdown Comparison
The maximum LSVQX drawdown since its inception was -54.77%, smaller than the maximum PCLIX drawdown of -66.60%. Use the drawdown chart below to compare losses from any high point for LSVQX and PCLIX.
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Drawdown Indicators
| LSVQX | PCLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.77% | -66.60% | +11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -15.39% | +6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -15.39% | -10.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -21.59% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -54.77% | -51.78% | -2.99% |
Current DrawdownCurrent decline from peak | -1.37% | -6.44% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -24.00% | +16.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 4.59% | -1.83% |
Volatility
LSVQX vs. PCLIX - Volatility Comparison
The current volatility for LSV Small Cap Value Fund (LSVQX) is 3.49%, while PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a volatility of 5.97%. This indicates that LSVQX 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
| LSVQX | PCLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 5.97% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 17.90% | -7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 19.99% | -4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 19.48% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 40.52% | -16.29% |
LSVQX vs. PCLIX - Expense Ratio Comparison
LSVQX has a 0.83% expense ratio, which is lower than PCLIX's 0.98% expense ratio.
Dividends
LSVQX vs. PCLIX - Dividend Comparison
LSVQX's dividend yield for the trailing twelve months is around 6.70%, less than PCLIX's 10.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 6.70% | 8.13% | 1.78% | 4.73% | 2.02% | 1.45% | 1.83% | 2.04% | 7.00% | 4.78% | 2.35% | 3.59% |
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 10.37% | 2.45% | 7.50% | 5.06% | 42.60% | 73.41% | 0.77% | 2.46% | 18.58% | 12.63% | 0.16% | 2.22% |
Frequently Asked Questions
LSVQX and PCLIX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCLIX has higher volatility (5.97%) compared to LSVQX (3.49%). In terms of maximum drawdown, LSVQX dropped -54.77% vs PCLIX's -66.60%.
LSVQX currently has the higher Sharpe Ratio (2.04 vs 1.81), 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.
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