MCSFX vs. DCMSX
Compare and contrast key facts about MFS Commodity Strategy Fund (MCSFX) and DFA Commodity Strategy Portfolio (DCMSX).
MCSFX is managed by MFS. It was launched on Aug 15, 2018. DCMSX is managed by Dimensional. It was launched on Nov 8, 2010.
Performance
MCSFX vs. DCMSX - Performance Comparison
Loading graphics...
MCSFX vs. DCMSX - 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% |
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | -0.45% |
Returns By Period
In the year-to-date period, MCSFX achieves a 20.28% return, which is significantly lower than DCMSX's 25.97% return.
MCSFX
- 1D
- 0.46%
- 1M
- 6.91%
- YTD
- 20.28%
- 6M
- 26.86%
- 1Y
- 29.49%
- 3Y*
- 12.79%
- 5Y*
- 12.72%
- 10Y*
- —
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MCSFX vs. DCMSX - Expense Ratio Comparison
MCSFX has a 1.89% expense ratio, which is higher than DCMSX's 0.31% expense ratio.
Return for Risk
MCSFX vs. DCMSX — Risk / Return Rank
MCSFX
DCMSX
MCSFX vs. DCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSFX) and DFA Commodity Strategy Portfolio (DCMSX). 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 | DCMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 2.10 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.71 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.77 | -0.58 |
Martin ratioReturn relative to average drawdown | 9.29 | 10.61 | -1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MCSFX | DCMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.10 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.88 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.10 | +0.22 |
Correlation
The correlation between MCSFX and DCMSX is 0.96, 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. DCMSX - Dividend Comparison
MCSFX's dividend yield for the trailing twelve months is around 12.51%, more than DCMSX's 8.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
Drawdowns
MCSFX vs. DCMSX - Drawdown Comparison
The maximum MCSFX drawdown since its inception was -37.16%, smaller than the maximum DCMSX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for MCSFX and DCMSX.
Loading graphics...
Drawdown Indicators
| MCSFX | DCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -60.94% | +23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -9.24% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -37.16% | -27.93% | -9.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.52% | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.21% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -18.70% | -32.13% | +13.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.28% | 0.00% |
Volatility
MCSFX vs. DCMSX - Volatility Comparison
MFS Commodity Strategy Fund (MCSFX) and DFA Commodity Strategy Portfolio (DCMSX) have volatilities of 6.45% and 6.55%, 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.
Loading graphics...
Volatility by Period
| MCSFX | DCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.55% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 13.13% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 16.48% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.14% | 16.17% | +17.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.85% | 14.44% | +15.41% |