PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
PCLIX vs. CRSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PCLIX vs. CRSOX

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX).

PCLIX is managed by PIMCO. It was launched on May 27, 2010. CRSOX is managed by Credit Suisse. It was launched on Dec 29, 2004.

Performance

PCLIX vs. CRSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCLIX vs. CRSOX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
CRSOX
Credit Suisse Commodity Return Strategy Fund		22.21%15.66%5.21%-8.88%16.40%28.99%-1.12%6.99%-11.65%1.75%

Returns By Period

In the year-to-date period, PCLIX achieves a 30.80% return, which is significantly higher than CRSOX's 22.21% return. Over the past 10 years, PCLIX has outperformed CRSOX with an annualized return of 13.29%, while CRSOX has yielded a comparatively lower 8.13% 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%

CRSOX

1D
0.65%
1M
9.72%
YTD
22.21%
6M
29.28%
1Y
29.41%
3Y*
12.77%
5Y*
13.76%
10Y*
8.13%
*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.

PIMCO CommoditiesPLUS Strategy Fund

Credit Suisse Commodity Return Strategy Fund

Often compared with PCLIX:
PCLIX vs. VCMDXPCLIX vs. GUNRPCLIX vs. XLEPCLIX vs. FGKFXPCLIX vs. BCDPCLIX vs. VEGBXPCLIX vs. PIMIX
Often compared with CRSOX:
CRSOX vs. AQMIXCRSOX vs. DJPCRSOX vs. ATMPCRSOX vs. PCRIXCRSOX vs. IAUCRSOX vs. XMECRSOX vs. BRCYX

PCLIX vs. CRSOX - Expense Ratio Comparison

PCLIX has a 0.98% expense ratio, which is higher than CRSOX's 0.81% expense ratio.

PCLIX
PIMCO CommoditiesPLUS Strategy Fund
CRSOX
Credit Suisse Commodity Return Strategy Fund

Return for Risk

PCLIX vs. CRSOX — 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
CRSOX
CRSOX Risk / Return Rank: 8888
Overall Rank
CRSOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CRSOX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CRSOX Omega Ratio Rank: 8383
Omega Ratio Rank
CRSOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CRSOX 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. CRSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Credit Suisse Commodity Return Strategy Fund (CRSOX). 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.

PCLIXCRSOXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.83

0.00

Sortino ratio

Return per unit of downside risk

2.38

2.36

+0.02

Omega ratio

Gain probability vs. loss probability

1.34

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

3.13

3.34

-0.20

Martin ratio

Return relative to average drawdown

8.68

9.14

-0.46

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. CRSOX - Sharpe Ratio Comparison

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

PCLIXCRSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.83

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.87

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.57

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.07

+0.10

Correlation

The correlation between PCLIX and CRSOX is 0.86, 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. CRSOX - Dividend Comparison

PCLIX's dividend yield for the trailing twelve months is around 1.43%, less than CRSOX's 6.55% 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%
CRSOX
Credit Suisse Commodity Return Strategy Fund		6.55%4.78%3.39%3.38%16.50%39.76%0.14%1.20%1.12%2.75%0.00%0.00%

Drawdowns

PCLIX vs. CRSOX - Drawdown Comparison

The maximum PCLIX drawdown since its inception was -66.60%, smaller than the maximum CRSOX drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for PCLIX and CRSOX.

Loading graphics...

Drawdown Indicators

PCLIXCRSOXDifference

Max Drawdown

Largest peak-to-trough decline

-66.60%

-74.26%

+7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-9.14%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-25.50%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-51.78%

-31.89%

-19.89%

Current Drawdown

Current decline from peak

0.00%

-31.15%

+31.15%

Average Drawdown

Average peak-to-trough decline

-24.39%

-45.28%

+20.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.33%

+0.60%

Volatility

PCLIX vs. CRSOX - Volatility Comparison

PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 10.48% compared to Credit Suisse Commodity Return Strategy Fund (CRSOX) at 6.97%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than CRSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

PCLIXCRSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

6.97%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

13.28%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

16.54%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

15.93%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.53%

14.29%

+26.24%