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PAIIX vs. CCRV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAIIX vs. CCRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) and iShares Commodity Curve Carry Strategy ETF (CCRV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PAIIX

1D
0.10%
1M
1.22%
YTD
-0.29%
6M
-0.29%
1Y
4.73%
3Y*
5.55%
5Y*
2.32%
10Y*
2.91%

CCRV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAIIX vs. CCRV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
-0.29%8.23%4.02%6.63%-6.00%-0.84%2.61%
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%-0.05%5.74%5.47%19.91%33.78%7.16%

Correlation

The correlation between PAIIX and CCRV is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2020

-0.02

The correlation between PAIIX and CCRV shifts across timeframes, from -0.16 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PAIIX vs. CCRV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAIIX
PAIIX Risk / Return Rank: 1717
Overall Rank
PAIIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PAIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PAIIX Omega Ratio Rank: 2323
Omega Ratio Rank
PAIIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PAIIX Martin Ratio Rank: 1313
Martin Ratio Rank

CCRV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PAIIX vs. CCRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) and iShares Commodity Curve Carry Strategy ETF (CCRV). 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.


PAIIXCCRVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.12

Martin ratioReturn relative to average drawdown

3.57

PAIIX vs. CCRV - Sharpe Ratio Comparison


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Drawdowns

PAIIX vs. CCRV - Drawdown Comparison


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Drawdown Indicators


PAIIXCCRVDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-10.44%

Current Drawdown

Current decline from peak

-1.21%

Average Drawdown

Average peak-to-trough decline

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

Volatility

PAIIX vs. CCRV - Volatility Comparison


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Volatility by Period


PAIIXCCRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

PAIIX vs. CCRV - Expense Ratio Comparison

PAIIX has a 0.90% expense ratio, which is higher than CCRV's 0.40% expense ratio.


Dividends

PAIIX vs. CCRV - Dividend Comparison

PAIIX's dividend yield for the trailing twelve months is around 4.67%, while CCRV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%0.00%4.43%7.26%33.27%26.22%0.00%0.00%0.00%0.00%0.00%0.00%
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
4.67%4.44%3.72%2.05%7.25%2.59%1.90%3.75%1.78%2.73%2.23%5.44%

Frequently Asked Questions


PAIIX and CCRV have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PAIIX and CCRV

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