PortfoliosLab logoPortfoliosLab logo
PCLIX vs. ARCNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCLIX vs. ARCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCLIX vs. ARCNX - Yearly Performance Comparison


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

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

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

PCLIX
PCLIX Risk / Return Rank: 8484
Overall Rank
PCLIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PCLIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PCLIX Omega Ratio Rank: 7878
Omega Ratio Rank
PCLIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PCLIX Martin Ratio Rank: 8080
Martin Ratio Rank

ARCNX
ARCNX Risk / Return Rank: 8888
Overall Rank
ARCNX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ARCNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
ARCNX Omega Ratio Rank: 8484
Omega Ratio Rank
ARCNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
ARCNX Martin Ratio Rank: 8686
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.

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.


PCLIXARCNXDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.96

-0.28

Sortino ratio

Return per unit of downside risk

2.22

2.45

-0.24

Omega ratio

Gain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratio

Return relative to maximum drawdown

2.99

3.14

-0.15

Martin ratio

Return relative to average drawdown

8.28

9.87

-1.58

PCLIX vs. ARCNX - Sharpe Ratio Comparison

The current PCLIX Sharpe Ratio is 1.69, which is comparable to the ARCNX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PCLIX and ARCNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PCLIXARCNXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PCLIXARCNXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.01%

-0.56%

-0.45%

Average Drawdown

Average peak-to-trough decline

-24.39%

-26.26%

+1.87%

Ulcer Index

Depth 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


PCLIXARCNXDifference

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%