PCLAX vs. FEGIX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and First Eagle Gold Fund Class I (FEGIX).
PCLAX is managed by PIMCO. It was launched on May 28, 2010. FEGIX is managed by First Eagle. It was launched on Aug 31, 1993.
Performance
PCLAX vs. FEGIX - Performance Comparison
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PCLAX vs. FEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FEGIX First Eagle Gold Fund Class I | 2.63% | 128.89% | 10.57% | 7.24% | -1.31% | -7.54% | 30.00% | 38.98% | -15.69% | 8.44% |
Returns By Period
In the year-to-date period, PCLAX achieves a 30.70% return, which is significantly higher than FEGIX's 2.63% return. Over the past 10 years, PCLAX has underperformed FEGIX with an annualized return of 12.39%, while FEGIX has yielded a comparatively higher 15.86% annualized return.
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%
FEGIX
- 1D
- -0.12%
- 1M
- -22.39%
- YTD
- 2.63%
- 6M
- 19.07%
- 1Y
- 78.51%
- 3Y*
- 35.94%
- 5Y*
- 22.88%
- 10Y*
- 15.86%
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PCLAX vs. FEGIX - Expense Ratio Comparison
PCLAX has a 1.19% expense ratio, which is higher than FEGIX's 0.96% expense ratio.
Return for Risk
PCLAX vs. FEGIX — Risk / Return Rank
PCLAX
FEGIX
PCLAX vs. FEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and First Eagle Gold Fund Class I (FEGIX). 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.
| PCLAX | FEGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.07 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.33 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.97 | +0.12 |
Martin ratioReturn relative to average drawdown | 8.51 | 11.00 | -2.48 |
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
| PCLAX | FEGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.07 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.82 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.59 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.34 | -0.20 |
Correlation
The correlation between PCLAX and FEGIX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PCLAX vs. FEGIX - Dividend Comparison
PCLAX's dividend yield for the trailing twelve months is around 1.29%, more than FEGIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FEGIX First Eagle Gold Fund Class I | 1.16% | 1.19% | 5.31% | 1.08% | 0.00% | 1.19% | 1.48% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PCLAX vs. FEGIX - Drawdown Comparison
The maximum PCLAX drawdown since its inception was -68.19%, roughly equal to the maximum FEGIX drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for PCLAX and FEGIX.
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Drawdown Indicators
| PCLAX | FEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.19% | -70.38% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -26.66% | +15.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -33.95% | +12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -52.00% | -41.84% | -10.16% |
Current DrawdownCurrent decline from peak | 0.00% | -22.73% | +22.73% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -28.82% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 7.21% | -3.25% |
Volatility
PCLAX vs. FEGIX - Volatility Comparison
The current volatility for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) is 10.44%, while First Eagle Gold Fund Class I (FEGIX) has a volatility of 13.89%. This indicates that PCLAX experiences smaller price fluctuations and is considered to be less risky than FEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLAX | FEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 13.89% | -3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 32.49% | -17.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 38.59% | -19.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 28.11% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.64% | 27.16% | +13.48% |