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

Performance

PCLIX vs. FCSSX - Performance Comparison

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

Loading graphics...

PCLIX vs. FCSSX - 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%
FCSSX
Fidelity Series Commodity Strategy Fund
16.55%15.43%5.36%-8.25%-47.85%27.59%-3.11%7.41%-12.10%0.92%

Returns By Period

In the year-to-date period, PCLIX achieves a 30.80% return, which is significantly higher than FCSSX's 16.55% return. Over the past 10 years, PCLIX has outperformed FCSSX with an annualized return of 13.29%, while FCSSX has yielded a comparatively lower -1.11% 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%

FCSSX

1D
-0.03%
1M
5.27%
YTD
16.55%
6M
22.88%
1Y
23.54%
3Y*
11.27%
5Y*
-4.11%
10Y*
-1.11%
*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. FCSSX - Expense Ratio Comparison

PCLIX has a 0.98% expense ratio, which is higher than FCSSX's 0.00% expense ratio.


Return for Risk

PCLIX vs. FCSSX — 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

FCSSX
FCSSX Risk / Return Rank: 8383
Overall Rank
FCSSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FCSSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FCSSX Omega Ratio Rank: 7777
Omega Ratio Rank
FCSSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCSSX Martin Ratio Rank: 7878
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. FCSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Fidelity Series Commodity Strategy Fund (FCSSX). 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.


PCLIXFCSSXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.59

+0.24

Sortino ratio

Return per unit of downside risk

2.38

2.10

+0.28

Omega ratio

Gain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratio

Return relative to maximum drawdown

3.13

2.69

+0.44

Martin ratio

Return relative to average drawdown

8.68

7.54

+1.14

PCLIX vs. FCSSX - Sharpe Ratio Comparison

The current PCLIX Sharpe Ratio is 1.83, which is comparable to the FCSSX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of PCLIX and FCSSX, 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


PCLIXFCSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.59

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

-0.14

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

-0.05

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.19

+0.36

Correlation

The correlation between PCLIX and FCSSX is 0.84, 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. FCSSX - Dividend Comparison

PCLIX's dividend yield for the trailing twelve months is around 1.43%, less than FCSSX's 2.31% 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%
FCSSX
Fidelity Series Commodity Strategy Fund
2.31%2.69%12.74%4.53%1.27%41.74%0.44%1.49%6.76%0.53%0.00%0.00%

Drawdowns

PCLIX vs. FCSSX - Drawdown Comparison

The maximum PCLIX drawdown since its inception was -66.60%, smaller than the maximum FCSSX drawdown of -73.85%. Use the drawdown chart below to compare losses from any high point for PCLIX and FCSSX.


Loading graphics...

Drawdown Indicators


PCLIXFCSSXDifference

Max Drawdown

Largest peak-to-trough decline

-66.60%

-73.85%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-9.20%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-66.47%

+44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-51.78%

-66.47%

+14.69%

Current Drawdown

Current decline from peak

0.00%

-61.50%

+61.50%

Average Drawdown

Average peak-to-trough decline

-24.39%

-44.50%

+20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.28%

+0.65%

Volatility

PCLIX vs. FCSSX - Volatility Comparison

PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 10.48% compared to Fidelity Series Commodity Strategy Fund (FCSSX) at 5.41%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than FCSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PCLIXFCSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

5.41%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

11.68%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

15.47%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

28.81%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.53%

22.22%

+18.31%