PCLAX vs. WFSPX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and iShares S&P 500 Index Fund (WFSPX).
PCLAX is managed by PIMCO. It was launched on May 28, 2010. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
PCLAX vs. WFSPX - Performance Comparison
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PCLAX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, PCLAX achieves a 30.70% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, PCLAX has underperformed WFSPX with an annualized return of 12.39%, while WFSPX has yielded a comparatively higher 13.63% 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%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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PCLAX vs. WFSPX - Expense Ratio Comparison
PCLAX has a 1.19% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
PCLAX vs. WFSPX — Risk / Return Rank
PCLAX
WFSPX
PCLAX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.84 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.30 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.20 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.06 | +2.03 |
Martin ratioReturn relative to average drawdown | 8.51 | 5.13 | +3.38 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.84 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.68 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.76 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.13 | +0.02 |
Correlation
The correlation between PCLAX and WFSPX is 0.29, 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. WFSPX - Dividend Comparison
PCLAX's dividend yield for the trailing twelve months is around 1.29%, less than WFSPX's 1.58% 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% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
PCLAX vs. WFSPX - Drawdown Comparison
The maximum PCLAX drawdown since its inception was -68.19%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for PCLAX and WFSPX.
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Drawdown Indicators
| PCLAX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.19% | -58.21% | -9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -12.11% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -24.51% | +2.76% |
Max Drawdown (10Y)Largest decline over 10 years | -52.00% | -33.74% | -18.26% |
Current DrawdownCurrent decline from peak | 0.00% | -8.90% | +8.90% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -12.84% | -13.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.49% | +1.47% |
Volatility
PCLAX vs. WFSPX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLAX) has a higher volatility of 10.44% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that PCLAX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLAX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 4.24% | +6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 9.08% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 18.06% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 16.84% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.64% | 17.98% | +22.66% |