PCLIX vs. PCLAX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and PIMCO CommoditiesPLUS Strategy Fund (PCLAX).
PCLIX is managed by PIMCO. It was launched on May 27, 2010. PCLAX is managed by PIMCO. It was launched on May 28, 2010.
Performance
PCLIX vs. PCLAX - Performance Comparison
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PCLIX vs. PCLAX - 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% |
PCLAX PIMCO CommoditiesPLUS Strategy Fund | 30.70% | 4.13% | 5.76% | -0.14% | 22.73% | 43.18% | -9.67% | 19.19% | -12.47% | 10.30% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PCLIX having a 30.80% return and PCLAX slightly lower at 30.70%. Over the past 10 years, PCLIX has outperformed PCLAX with an annualized return of 13.29%, while PCLAX has yielded a comparatively lower 12.39% 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%
PCLAX
- 1D
- 0.72%
- 1M
- 19.09%
- YTD
- 30.70%
- 6M
- 31.51%
- 1Y
- 32.30%
- 3Y*
- 13.39%
- 5Y*
- 17.29%
- 10Y*
- 12.39%
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PCLIX vs. PCLAX - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is lower than PCLAX's 1.19% expense ratio.
Return for Risk
PCLIX vs. PCLAX — Risk / Return Rank
PCLIX
PCLAX
PCLIX vs. PCLAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and PIMCO CommoditiesPLUS Strategy Fund (PCLAX). 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 | PCLAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.81 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.35 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.09 | +0.04 |
Martin ratioReturn relative to average drawdown | 8.68 | 8.51 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCLIX | PCLAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.81 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.90 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.31 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.15 | +0.02 |
Correlation
The correlation between PCLIX and PCLAX is 1.00, 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. PCLAX - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 1.43%, more than PCLAX's 1.29% 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% |
PCLAX PIMCO CommoditiesPLUS Strategy Fund | 1.29% | 1.20% | 5.20% | 4.58% | 44.24% | 75.67% | 0.45% | 2.07% | 18.31% | 12.18% | 0.09% | 1.77% |
Drawdowns
PCLIX vs. PCLAX - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -66.60%, roughly equal to the maximum PCLAX drawdown of -68.19%. Use the drawdown chart below to compare losses from any high point for PCLIX and PCLAX.
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Drawdown Indicators
| PCLIX | PCLAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.60% | -68.19% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -10.92% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -21.75% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -51.78% | -52.00% | +0.22% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -24.39% | -25.92% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.96% | -0.03% |
Volatility
PCLIX vs. PCLAX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and PIMCO CommoditiesPLUS Strategy Fund (PCLAX) have volatilities of 10.48% and 10.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLIX | PCLAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 10.44% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 14.74% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.95% | 18.96% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 19.25% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.53% | 40.64% | -0.11% |