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PCLIX vs. BCSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PCLIX vs. BCSKX

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and BlackRock Commodity Strategies Fund Class K (BCSKX).

PCLIX is managed by PIMCO. It was launched on May 27, 2010. BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011.

Performance

PCLIX vs. BCSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and BlackRock Commodity Strategies Fund Class K (BCSKX). The values are adjusted to include any dividend payments, if applicable.

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PCLIX vs. BCSKX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
PCLIX
PIMCO CommoditiesPLUS Strategy Fund		30.80%5.76%8.53%0.69%23.32%43.83%-9.18%19.37%-15.28%
BCSKX
BlackRock Commodity Strategies Fund Class K		19.21%28.88%4.44%-4.27%11.95%22.49%6.84%3.89%2.06%

Returns By Period

In the year-to-date period, PCLIX achieves a 30.80% return, which is significantly higher than BCSKX's 19.21% return.

PCLIX

1D
0.79%
1M
19.14%
YTD
30.80%
6M
31.76%
1Y
32.96%
3Y*
15.28%
5Y*
18.66%
10Y*
13.29%

BCSKX

1D
0.24%
1M
0.65%
YTD
19.21%
6M
26.57%
1Y
40.92%
3Y*
16.13%
5Y*
14.29%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMCO CommoditiesPLUS Strategy Fund

BlackRock Commodity Strategies Fund Class K

Often compared with PCLIX:
PCLIX vs. VCMDXPCLIX vs. GUNRPCLIX vs. XLEPCLIX vs. FGKFXPCLIX vs. BCDPCLIX vs. VEGBXPCLIX vs. PIMIX
Often compared with BCSKX:
BCSKX vs. GCCIXBCSKX vs. SRUUFBCSKX vs. FYHTXBCSKX vs. BRCAXBCSKX vs. BRCYXBCSKX vs. PCLPXBCSKX vs. FIQRX

PCLIX vs. BCSKX - Expense Ratio Comparison

PCLIX has a 0.98% expense ratio, which is higher than BCSKX's 0.67% expense ratio.

PCLIX
PIMCO CommoditiesPLUS Strategy Fund
BCSKX
BlackRock Commodity Strategies Fund Class K

Return for Risk

PCLIX vs. BCSKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PCLIX
PCLIX Risk / Return Rank: 8888
Overall Rank
PCLIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PCLIX Omega Ratio Rank: 8484
Omega Ratio Rank
PCLIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLIX Martin Ratio Rank: 8484
Martin Ratio Rank
BCSKX
BCSKX Risk / Return Rank: 9696
Overall Rank
BCSKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BCSKX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BCSKX Omega Ratio Rank: 9393
Omega Ratio Rank
BCSKX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BCSKX Martin Ratio Rank: 9898
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. BCSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.

PCLIXBCSKXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.58

-0.75

Sortino ratio

Return per unit of downside risk

2.38

3.25

-0.87

Omega ratio

Gain probability vs. loss probability

1.34

1.47

-0.13

Calmar ratio

Return relative to maximum drawdown

3.13

3.89

-0.76

Martin ratio

Return relative to average drawdown

8.68

19.70

-11.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCLIX vs. BCSKX - Sharpe Ratio Comparison

The current PCLIX Sharpe Ratio is 1.83, which is comparable to the BCSKX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of PCLIX and BCSKX, 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

PCLIXBCSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.58

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.91

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.75

-0.58

Correlation

The correlation between PCLIX and BCSKX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PCLIX vs. BCSKX - Dividend Comparison

PCLIX's dividend yield for the trailing twelve months is around 1.43%, less than BCSKX's 2.63% yield.

TTM20252024202320222021202020192018201720162015
PCLIX
PIMCO CommoditiesPLUS Strategy Fund		1.43%2.45%7.50%5.06%42.60%73.41%0.77%2.46%18.58%12.63%0.16%2.22%
BCSKX
BlackRock Commodity Strategies Fund Class K		2.63%3.13%3.66%9.45%9.11%2.72%0.84%2.08%2.02%0.00%0.00%0.00%

Drawdowns

PCLIX vs. BCSKX - Drawdown Comparison

The maximum PCLIX drawdown since its inception was -66.60%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for PCLIX and BCSKX.

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Drawdown Indicators

PCLIXBCSKXDifference

Max Drawdown

Largest peak-to-trough decline

-66.60%

-30.34%

-36.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-10.51%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-22.34%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-51.78%

—

—

Current Drawdown

Current decline from peak

0.00%

-1.36%

+1.36%

Average Drawdown

Average peak-to-trough decline

-24.39%

-6.67%

-17.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.08%

+1.85%

Volatility

PCLIX vs. BCSKX - Volatility Comparison

PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 10.48% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.44%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PCLIXBCSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

4.44%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

12.33%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

16.16%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

15.80%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.53%

15.08%

+25.45%