MCSFX vs. DBCMX
Compare and contrast key facts about MFS Commodity Strategy Fund (MCSFX) and DoubleLine Strategic Commodity Fund (DBCMX).
MCSFX is managed by MFS. It was launched on Aug 15, 2018. DBCMX is managed by DoubleLine. It was launched on May 17, 2015.
Performance
MCSFX vs. DBCMX - Performance Comparison
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MCSFX vs. DBCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MCSFX MFS Commodity Strategy Fund | 20.28% | 17.09% | 4.32% | -7.25% | 12.27% | 26.40% | -1.34% | -1.69% |
DBCMX DoubleLine Strategic Commodity Fund | 23.68% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | -5.24% |
Returns By Period
In the year-to-date period, MCSFX achieves a 20.28% return, which is significantly lower than DBCMX's 23.68% return.
MCSFX
- 1D
- 0.46%
- 1M
- 6.91%
- YTD
- 20.28%
- 6M
- 26.86%
- 1Y
- 29.49%
- 3Y*
- 12.79%
- 5Y*
- 12.72%
- 10Y*
- —
DBCMX
- 1D
- 0.45%
- 1M
- 13.32%
- YTD
- 23.68%
- 6M
- 26.71%
- 1Y
- 28.84%
- 3Y*
- 9.03%
- 5Y*
- 11.17%
- 10Y*
- 7.37%
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MCSFX vs. DBCMX - Expense Ratio Comparison
MCSFX has a 1.89% expense ratio, which is higher than DBCMX's 1.02% expense ratio.
Return for Risk
MCSFX vs. DBCMX — Risk / Return Rank
MCSFX
DBCMX
MCSFX vs. DBCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSFX) and DoubleLine Strategic Commodity Fund (DBCMX). 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.
| MCSFX | DBCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 2.29 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.35 | 3.02 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.64 | -0.45 |
Martin ratioReturn relative to average drawdown | 9.29 | 13.71 | -4.42 |
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
| MCSFX | DBCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.29 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.69 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.51 | -0.20 |
Correlation
The correlation between MCSFX and DBCMX 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
MCSFX vs. DBCMX - Dividend Comparison
MCSFX's dividend yield for the trailing twelve months is around 12.51%, more than DBCMX's 2.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MCSFX MFS Commodity Strategy Fund | 12.51% | 15.05% | 2.25% | 1.04% | 26.24% | 54.80% | 0.15% | 0.86% | 0.00% | 0.00% | 0.00% |
DBCMX DoubleLine Strategic Commodity Fund | 2.45% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
Drawdowns
MCSFX vs. DBCMX - Drawdown Comparison
The maximum MCSFX drawdown since its inception was -37.16%, roughly equal to the maximum DBCMX drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for MCSFX and DBCMX.
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Drawdown Indicators
| MCSFX | DBCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -37.62% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -7.93% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.16% | -27.60% | -9.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.62% | — |
Current DrawdownCurrent decline from peak | -1.59% | 0.00% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -18.70% | -13.47% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.10% | +1.18% |
Volatility
MCSFX vs. DBCMX - Volatility Comparison
MFS Commodity Strategy Fund (MCSFX) and DoubleLine Strategic Commodity Fund (DBCMX) have volatilities of 6.45% and 6.16%, 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
| MCSFX | DBCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.16% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 9.94% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 12.77% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.14% | 16.16% | +17.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.85% | 14.50% | +15.35% |