PCLIX vs. BRCYX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX).
PCLIX is managed by PIMCO. It was launched on May 27, 2010. BRCYX is managed by Invesco. It was launched on Nov 29, 2010.
Performance
PCLIX vs. BRCYX - Performance Comparison
Loading graphics...
PCLIX vs. BRCYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 30.80% | 5.76% | 8.53% | 0.69% | 23.32% | 43.83% | -9.18% | 19.37% | -12.02% | 10.86% |
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 27.96% | 18.82% | 5.70% | -3.15% | 7.94% | 19.54% | 7.89% | 4.49% | -12.03% | 4.88% |
Returns By Period
In the year-to-date period, PCLIX achieves a 30.80% return, which is significantly higher than BRCYX's 27.96% return. Over the past 10 years, PCLIX has outperformed BRCYX with an annualized return of 13.29%, while BRCYX has yielded a comparatively lower 8.73% annualized 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%
BRCYX
- 1D
- 0.81%
- 1M
- 11.91%
- YTD
- 27.96%
- 6M
- 36.80%
- 1Y
- 43.09%
- 3Y*
- 16.68%
- 5Y*
- 13.44%
- 10Y*
- 8.73%
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. BRCYX - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is lower than BRCYX's 1.06% expense ratio.
Return for Risk
PCLIX vs. BRCYX — Risk / Return Rank
PCLIX
BRCYX
PCLIX vs. BRCYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX). 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 | BRCYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 2.60 | -0.77 |
Sortino ratioReturn per unit of downside risk | 2.38 | 3.14 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.48 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 4.85 | -1.72 |
Martin ratioReturn relative to average drawdown | 8.68 | 16.15 | -7.47 |
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 | BRCYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.60 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.87 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.62 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.18 | -0.01 |
Correlation
The correlation between PCLIX and BRCYX is 0.82, 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. BRCYX - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 1.43%, less than BRCYX's 10.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 10.72% | 13.71% | 4.95% | 3.71% | 9.93% | 16.64% | 0.00% | 0.91% | 0.25% | 0.01% | 2.74% | 0.00% |
Drawdowns
PCLIX vs. BRCYX - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -66.60%, which is greater than BRCYX's maximum drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for PCLIX and BRCYX.
Loading graphics...
Drawdown Indicators
| PCLIX | BRCYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.60% | -60.05% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -9.10% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -20.42% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -51.78% | -38.09% | -13.69% |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -24.39% | -27.50% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.73% | +1.20% |
Volatility
PCLIX vs. BRCYX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 10.48% compared to Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) at 7.14%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than BRCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PCLIX | BRCYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 7.14% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 14.77% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 17.06% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 15.64% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.53% | 14.21% | +26.32% |