PCLIX vs. CCSZX
PCLIX (PIMCO CommoditiesPLUS Strategy Fund) and CCSZX (Columbia Commodity Strategy Fund) are both Commodities funds. Over the past 10 years, PCLIX returned 12.84%/yr vs 8.11%/yr for CCSZX. Their correlation of 0.87 means they have usually moved in the same direction. PCLIX charges 0.98%/yr vs 0.86%/yr for CCSZX.
Performance
PCLIX vs. CCSZX - Performance Comparison
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Returns By Period
In the year-to-date period, PCLIX achieves a 34.47% return, which is significantly higher than CCSZX's 27.43% return. Over the past 10 years, PCLIX has outperformed CCSZX with an annualized return of 12.84%, while CCSZX has yielded a comparatively lower 8.11% annualized return.
PCLIX
- 1D
- 0.12%
- 1M
- 9.99%
- 6M
- 30.10%
- YTD
- 34.47%
- 1Y
- 39.18%
- 3Y*
- 13.98%
- 5Y*
- 15.45%
- 10Y*
- 12.84%
- ALL TIME*
- 5.77%
CCSZX
- 1D
- 0.08%
- 1M
- 6.51%
- 6M
- 19.90%
- YTD
- 27.43%
- 1Y
- 40.78%
- 3Y*
- 14.20%
- 5Y*
- 11.93%
- 10Y*
- 8.11%
- ALL TIME*
- 2.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PCLIX vs. CCSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 34.47% | 5.76% | 8.53% | 0.69% | 23.32% | 43.83% | -9.18% | 19.37% | -12.02% | 10.86% |
CCSZX Columbia Commodity Strategy Fund | 27.43% | 15.36% | 7.11% | -6.90% | 15.80% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
Correlation
The correlation between PCLIX and CCSZX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2012 | 0.87 |
The correlation between PCLIX and CCSZX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
PCLIX vs. CCSZX — Risk / Return Rank
PCLIX
CCSZX
PCLIX vs. CCSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Columbia Commodity Strategy Fund (CCSZX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PCLIX | CCSZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.39 | -0.95 |
| Martin ratioReturn relative to average drawdown | 8.24 | 11.47 | -3.23 |
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Drawdowns
PCLIX vs. CCSZX - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -66.60%, which is greater than CCSZX's maximum drawdown of -61.34%. Use the drawdown chart below to compare losses from any high point for PCLIX and CCSZX.
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Drawdown Indicators
| PCLIX | CCSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.60% | -61.34% | -5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.39% | -11.97% | -3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | -11.97% | -3.42% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -27.86% | +6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -51.78% | -34.16% | -17.62% |
Current DrawdownCurrent decline from peak | -6.33% | -5.20% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -24.00% | -31.09% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.57% | +1.04% |
Volatility
PCLIX vs. CCSZX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 5.97% compared to Columbia Commodity Strategy Fund (CCSZX) at 3.54%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than CCSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLIX | CCSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 3.54% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.86% | 14.10% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.99% | 16.91% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 16.86% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.51% | 14.88% | +25.63% |
PCLIX vs. CCSZX - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is higher than CCSZX's 0.86% expense ratio.
Dividends
PCLIX vs. CCSZX - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 10.36%, more than CCSZX's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.35% | 3.00% | 8.84% | 4.42% | 94.73% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% | 0.00% | 0.00% |
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 10.36% | 2.45% | 7.50% | 5.06% | 42.60% | 73.41% | 0.77% | 2.46% | 18.58% | 12.63% | 0.16% | 2.22% |
Frequently Asked Questions
PCLIX and CCSZX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCLIX has higher volatility (5.97%) compared to CCSZX (3.54%). In terms of maximum drawdown, PCLIX dropped -66.60% vs CCSZX's -61.34%.
CCSZX currently has the higher Sharpe Ratio (2.42 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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