PCLAX vs. PISIX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PCLAX is managed by PIMCO. It was launched on May 28, 2010. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PCLAX vs. PISIX - Performance Comparison
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PCLAX vs. PISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCLAX PIMCO CommoditiesPLUS Strategy Fund | 29.30% | 4.13% | 5.76% | -0.14% | 22.73% | 43.18% | -9.67% | 19.19% | -12.47% | 10.30% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | -0.75% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Returns By Period
In the year-to-date period, PCLAX achieves a 29.30% return, which is significantly higher than PISIX's -0.75% return. Over the past 10 years, PCLAX has outperformed PISIX with an annualized return of 12.27%, while PISIX has yielded a comparatively lower 11.52% annualized return.
PCLAX
- 1D
- -1.07%
- 1M
- 14.89%
- YTD
- 29.30%
- 6M
- 30.11%
- 1Y
- 30.69%
- 3Y*
- 12.98%
- 5Y*
- 16.72%
- 10Y*
- 12.27%
PISIX
- 1D
- 0.11%
- 1M
- -7.64%
- YTD
- -0.75%
- 6M
- -0.53%
- 1Y
- 11.24%
- 3Y*
- 14.36%
- 5Y*
- 10.34%
- 10Y*
- 11.52%
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PCLAX vs. PISIX - Expense Ratio Comparison
PCLAX has a 1.19% expense ratio, which is higher than PISIX's 0.76% expense ratio.
Return for Risk
PCLAX vs. PISIX — Risk / Return Rank
PCLAX
PISIX
PCLAX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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 | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.75 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.00 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.71 | +2.21 |
Martin ratioReturn relative to average drawdown | 8.05 | 2.76 | +5.28 |
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 | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.75 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.75 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.80 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.53 | -0.38 |
Correlation
The correlation between PCLAX and PISIX is 0.28, 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. PISIX - Dividend Comparison
PCLAX's dividend yield for the trailing twelve months is around 1.31%, less than PISIX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCLAX PIMCO CommoditiesPLUS Strategy Fund | 1.31% | 1.20% | 5.20% | 4.58% | 44.24% | 75.67% | 0.45% | 2.07% | 18.31% | 12.18% | 0.09% | 1.77% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 5.18% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
Drawdowns
PCLAX vs. PISIX - Drawdown Comparison
The maximum PCLAX drawdown since its inception was -68.19%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PCLAX and PISIX.
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Drawdown Indicators
| PCLAX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.19% | -57.47% | -10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -12.41% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -18.93% | -2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -52.00% | -35.44% | -16.56% |
Current DrawdownCurrent decline from peak | -1.07% | -9.35% | +8.28% |
Average DrawdownAverage peak-to-trough decline | -25.91% | -7.23% | -18.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.48% | +0.49% |
Volatility
PCLAX vs. PISIX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLAX) has a higher volatility of 10.45% compared to PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) at 6.44%. This indicates that PCLAX's price experiences larger fluctuations and is considered to be riskier than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLAX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 6.44% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 11.37% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 16.48% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 13.92% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.64% | 14.54% | +26.10% |