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PCLAX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCLAX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

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PCLAX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PCLAX
PCLAX Risk / Return Rank: 8282
Overall Rank
PCLAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PCLAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PCLAX Omega Ratio Rank: 7676
Omega Ratio Rank
PCLAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PCLAX Martin Ratio Rank: 7878
Martin Ratio Rank

PISIX
PISIX Risk / Return Rank: 2727
Overall Rank
PISIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PISIX Omega Ratio Rank: 3333
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
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.

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.


PCLAXPISIXDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.75

+0.89

Sortino ratio

Return per unit of downside risk

2.17

1.00

+1.17

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

2.92

0.71

+2.21

Martin ratio

Return relative to average drawdown

8.05

2.76

+5.28

PCLAX vs. PISIX - Sharpe Ratio Comparison

The current PCLAX Sharpe Ratio is 1.65, which is higher than the PISIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PCLAX and PISIX, 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


PCLAXPISIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PCLAXPISIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.07%

-9.35%

+8.28%

Average Drawdown

Average peak-to-trough decline

-25.91%

-7.23%

-18.68%

Ulcer Index

Depth 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


PCLAXPISIXDifference

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%