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MCSIX vs. VCMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MCSIX vs. VCMDX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Commodity Strategy Fund (MCSIX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).

MCSIX is managed by MFS. It was launched on Jun 1, 2010. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.

Performance

MCSIX vs. VCMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Commodity Strategy Fund (MCSIX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). The values are adjusted to include any dividend payments, if applicable.

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MCSIX vs. VCMDX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
MCSIX
MFS Commodity Strategy Fund		20.44%18.47%5.08%-6.13%13.40%27.55%-0.02%1.36%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		18.30%18.20%5.27%-7.45%13.83%34.82%5.07%2.74%

Returns By Period

In the year-to-date period, MCSIX achieves a 20.44% return, which is significantly higher than VCMDX's 18.30% return.

MCSIX

1D
0.46%
1M
7.13%
YTD
20.44%
6M
27.27%
1Y
30.89%
3Y*
13.89%
5Y*
13.85%
10Y*
8.18%

VCMDX

1D
0.39%
1M
6.43%
YTD
18.30%
6M
24.60%
1Y
26.59%
3Y*
12.12%
5Y*
14.20%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

MFS Commodity Strategy Fund

Vanguard Commodity Strategy Fund Admiral Shares

Often compared with MCSIX:
MCSIX vs. FNWFXMCSIX vs. VXUSMCSIX vs. SPYMCSIX vs. VOOMCSIX vs. VTIVXMCSIX vs. AVDVMCSIX vs. BCSKX
Often compared with VCMDX:
VCMDX vs. COMTVCMDX vs. GSGVCMDX vs. BCDVCMDX vs. PCLIXVCMDX vs. VOOVCMDX vs. FSGGXVCMDX vs. COMB

MCSIX vs. VCMDX - Expense Ratio Comparison

MCSIX has a 0.90% expense ratio, which is higher than VCMDX's 0.20% expense ratio.

MCSIX
MFS Commodity Strategy Fund
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares

Return for Risk

MCSIX vs. VCMDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MCSIX
MCSIX Risk / Return Rank: 9090
Overall Rank
MCSIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MCSIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MCSIX Omega Ratio Rank: 8686
Omega Ratio Rank
MCSIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MCSIX Martin Ratio Rank: 8989
Martin Ratio Rank
VCMDX
VCMDX Risk / Return Rank: 8888
Overall Rank
VCMDX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCMDX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VCMDX Omega Ratio Rank: 8383
Omega Ratio Rank
VCMDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCMDX Martin Ratio Rank: 8888
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.

MCSIX vs. VCMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSIX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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.

MCSIXVCMDXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.76

+0.14

Sortino ratio

Return per unit of downside risk

2.41

2.25

+0.16

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.03

Calmar ratio

Return relative to maximum drawdown

3.27

3.10

+0.17

Martin ratio

Return relative to average drawdown

9.88

9.46

+0.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCSIX vs. VCMDX - Sharpe Ratio Comparison

The current MCSIX Sharpe Ratio is 1.90, which is comparable to the VCMDX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MCSIX and VCMDX, 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

MCSIXVCMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.76

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.90

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.83

-0.72

Correlation

The correlation between MCSIX and VCMDX is 0.97, 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

MCSIX vs. VCMDX - Dividend Comparison

MCSIX's dividend yield for the trailing twelve months is around 13.32%, more than VCMDX's 12.86% yield.

TTM20252024202320222021202020192018201720162015
MCSIX
MFS Commodity Strategy Fund		13.32%16.04%3.30%2.21%27.42%56.01%0.88%1.87%3.50%3.14%0.61%0.47%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		12.86%15.21%2.19%2.50%14.21%30.56%0.50%0.60%0.00%0.00%0.00%0.00%

Drawdowns

MCSIX vs. VCMDX - Drawdown Comparison

The maximum MCSIX drawdown since its inception was -64.20%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for MCSIX and VCMDX.

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Drawdown Indicators

MCSIXVCMDXDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-26.67%

-37.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-8.92%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-37.61%

-25.45%

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

—

—

Current Drawdown

Current decline from peak

-1.58%

-1.31%

-0.27%

Average Drawdown

Average peak-to-trough decline

-33.63%

-11.10%

-22.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.93%

+0.30%

Volatility

MCSIX vs. VCMDX - Volatility Comparison

MFS Commodity Strategy Fund (MCSIX) has a higher volatility of 6.29% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 5.98%. This indicates that MCSIX's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MCSIXVCMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

5.98%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

12.19%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

15.62%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.64%

15.81%

+18.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

15.40%

+10.63%