PCLIX vs. ARCNX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX).
PCLIX is managed by PIMCO. It was launched on May 27, 2010. ARCNX is managed by AQR.
Performance
PCLIX vs. ARCNX - Performance Comparison
Loading graphics...
PCLIX vs. ARCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 29.48% | 5.76% | 8.53% | 0.69% | 23.32% | 43.83% | -9.18% | 19.37% | -12.02% | 10.86% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
Returns By Period
In the year-to-date period, PCLIX achieves a 29.48% return, which is significantly higher than ARCNX's 17.59% return. Both investments have delivered pretty close results over the past 10 years, with PCLIX having a 13.18% annualized return and ARCNX not far behind at 12.76%.
PCLIX
- 1D
- -1.01%
- 1M
- 15.04%
- YTD
- 29.48%
- 6M
- 30.43%
- 1Y
- 31.23%
- 3Y*
- 14.89%
- 5Y*
- 18.11%
- 10Y*
- 13.18%
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PCLIX vs. ARCNX - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is lower than ARCNX's 1.28% expense ratio.
Return for Risk
PCLIX vs. ARCNX — Risk / Return Rank
PCLIX
ARCNX
PCLIX vs. ARCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX). 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.
| PCLIX | ARCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.96 | -0.28 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.45 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.14 | -0.15 |
Martin ratioReturn relative to average drawdown | 8.28 | 9.87 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PCLIX | ARCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.96 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.97 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.73 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.29 | -0.13 |
Correlation
The correlation between PCLIX and ARCNX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PCLIX vs. ARCNX - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 1.45%, less than ARCNX's 11.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 1.45% | 2.45% | 7.50% | 5.06% | 42.60% | 73.41% | 0.77% | 2.46% | 18.58% | 12.63% | 0.16% | 2.22% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% | 0.00% |
Drawdowns
PCLIX vs. ARCNX - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -66.60%, which is greater than ARCNX's maximum drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for PCLIX and ARCNX.
Loading graphics...
Drawdown Indicators
| PCLIX | ARCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.60% | -55.17% | -11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -10.10% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -20.30% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -51.78% | -32.80% | -18.98% |
Current DrawdownCurrent decline from peak | -1.01% | -0.56% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -24.39% | -26.26% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.21% | +0.72% |
Volatility
PCLIX vs. ARCNX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 10.48% compared to AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) at 5.33%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than ARCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PCLIX | ARCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 5.33% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 12.61% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 15.93% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.14% | 19.16% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.53% | 17.46% | +23.07% |