PCLIX vs. GUNR
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR).
PCLIX is managed by PIMCO. It was launched on May 27, 2010. GUNR is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Global Upstream Natural Resources Index. It was launched on Sep 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCLIX or GUNR.
Key characteristics
| PCLIX | GUNR | |
|---|---|---|
| YTD Return | 4.92% | -1.86% |
| 1Y Return | 3.22% | 5.35% |
| 3Y Return (Ann) | 7.96% | 3.76% |
| 5Y Return (Ann) | 11.96% | 8.09% |
| 10Y Return (Ann) | 3.45% | 5.28% |
| Sharpe Ratio | 0.24 | 0.39 |
| Sortino Ratio | 0.43 | 0.62 |
| Omega Ratio | 1.05 | 1.08 |
| Calmar Ratio | 0.20 | 0.33 |
| Martin Ratio | 0.79 | 1.13 |
| Ulcer Index | 4.48% | 5.19% |
| Daily Std Dev | 14.56% | 14.96% |
| Max Drawdown | -68.96% | -45.64% |
| Current Drawdown | -11.13% | -11.92% |
Correlation
The correlation between PCLIX and GUNR is 0.58, 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.
Performance
PCLIX vs. GUNR - Performance Comparison
In the year-to-date period, PCLIX achieves a 4.92% return, which is significantly higher than GUNR's -1.86% return. Over the past 10 years, PCLIX has underperformed GUNR with an annualized return of 3.45%, while GUNR has yielded a comparatively higher 5.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PCLIX vs. GUNR - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is higher than GUNR's 0.46% expense ratio.
Risk-Adjusted Performance
PCLIX vs. GUNR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR). 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.
Dividends
PCLIX vs. GUNR - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 7.08%, more than GUNR's 3.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 7.08% | 3.66% | 42.51% | 73.40% | 0.79% | 2.46% | 18.58% | 12.62% | 0.16% | 2.24% | 5.51% | 0.38% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 3.49% | 3.55% | 4.12% | 3.61% | 2.79% | 3.25% | 3.28% | 2.00% | 1.73% | 4.50% | 2.80% | 2.03% |
Drawdowns
PCLIX vs. GUNR - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -68.96%, which is greater than GUNR's maximum drawdown of -45.64%. Use the drawdown chart below to compare losses from any high point for PCLIX and GUNR. For additional features, visit the drawdowns tool.
Volatility
PCLIX vs. GUNR - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 5.87% compared to FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) at 3.56%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than GUNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.