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PAIIX vs. PCLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAIIX vs. PCLAX - 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 PIMCO CommoditiesPLUS Strategy Fund (PCLAX). The values are adjusted to include any dividend payments, if applicable.

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PAIIX vs. PCLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
-2.94%8.23%4.02%6.63%-6.00%-0.84%6.95%6.40%-0.80%3.97%
PCLAX
PIMCO CommoditiesPLUS Strategy Fund
30.70%4.13%5.76%-0.14%22.73%43.18%-9.67%19.19%-12.47%10.30%

Returns By Period

In the year-to-date period, PAIIX achieves a -2.94% return, which is significantly lower than PCLAX's 30.70% return. Over the past 10 years, PAIIX has underperformed PCLAX with an annualized return of 2.78%, while PCLAX has yielded a comparatively higher 12.39% annualized return.


PAIIX

1D
0.42%
1M
-3.85%
YTD
-2.94%
6M
-1.59%
1Y
2.48%
3Y*
4.59%
5Y*
1.73%
10Y*
2.78%

PCLAX

1D
0.72%
1M
19.09%
YTD
30.70%
6M
31.51%
1Y
32.30%
3Y*
13.39%
5Y*
17.29%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAIIX vs. PCLAX - Expense Ratio Comparison

PAIIX has a 0.90% expense ratio, which is lower than PCLAX's 1.19% expense ratio.


Return for Risk

PAIIX vs. PCLAX — Risk / Return Rank

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

PAIIX
PAIIX Risk / Return Rank: 2929
Overall Rank
PAIIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PAIIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PAIIX Omega Ratio Rank: 2727
Omega Ratio Rank
PAIIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
PAIIX Martin Ratio Rank: 3030
Martin Ratio Rank

PCLAX
PCLAX Risk / Return Rank: 8787
Overall Rank
PCLAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLAX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PCLAX Omega Ratio Rank: 8383
Omega Ratio Rank
PCLAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLAX Martin Ratio Rank: 8484
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.

PAIIX vs. PCLAX - 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 PIMCO CommoditiesPLUS Strategy Fund (PCLAX). 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.


PAIIXPCLAXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.81

-1.06

Sortino ratio

Return per unit of downside risk

1.03

2.35

-1.32

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratio

Return relative to maximum drawdown

0.74

3.09

-2.35

Martin ratio

Return relative to average drawdown

3.24

8.51

-5.28

PAIIX vs. PCLAX - Sharpe Ratio Comparison

The current PAIIX Sharpe Ratio is 0.75, which is lower than the PCLAX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PAIIX and PCLAX, 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


PAIIXPCLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.81

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.90

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.31

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.15

+0.94

Correlation

The correlation between PAIIX and PCLAX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PAIIX vs. PCLAX - Dividend Comparison

PAIIX's dividend yield for the trailing twelve months is around 4.35%, more than PCLAX's 1.29% yield.


TTM20252024202320222021202020192018201720162015
PAIIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)
4.35%4.44%3.72%2.05%7.25%2.59%1.90%3.75%1.78%2.73%2.23%5.44%
PCLAX
PIMCO CommoditiesPLUS Strategy Fund
1.29%1.20%5.20%4.58%44.24%75.67%0.45%2.07%18.31%12.18%0.09%1.77%

Drawdowns

PAIIX vs. PCLAX - Drawdown Comparison

The maximum PAIIX drawdown since its inception was -13.59%, smaller than the maximum PCLAX drawdown of -68.19%. Use the drawdown chart below to compare losses from any high point for PAIIX and PCLAX.


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Drawdown Indicators


PAIIXPCLAXDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-68.19%

+54.60%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-10.92%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-9.91%

-21.75%

+11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-10.44%

-52.00%

+41.56%

Current Drawdown

Current decline from peak

-3.85%

0.00%

-3.85%

Average Drawdown

Average peak-to-trough decline

-1.99%

-25.92%

+23.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

3.96%

-2.99%

Volatility

PAIIX vs. PCLAX - Volatility Comparison

The current volatility for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) (PAIIX) is 2.23%, while PIMCO CommoditiesPLUS Strategy Fund (PCLAX) has a volatility of 10.44%. This indicates that PAIIX experiences smaller price fluctuations and is considered to be less risky than PCLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAIIXPCLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

10.44%

-8.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

14.74%

-11.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

18.96%

-15.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

19.25%

-16.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.92%

40.64%

-37.72%