PCLIX vs. SRUUF

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Sprott Physical Uranium Trust Fund (SRUUF).

PCLIX is managed by PIMCO. It was launched on May 27, 2010. SRUUF is an actively managed fund by Sprott. It was launched on Jul 19, 2021.

Performance

PCLIX vs. SRUUF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Sprott Physical Uranium Trust Fund (SRUUF). The values are adjusted to include any dividend payments, if applicable.

PCLIX vs. SRUUF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PCLIX PIMCO CommoditiesPLUS Strategy Fund	30.80%	5.76%	8.53%	0.69%	23.32%	8.62%
SRUUF Sprott Physical Uranium Trust Fund	3.76%	12.66%	-18.89%	82.09%	7.65%	17.26%

Returns By Period

In the year-to-date period, PCLIX achieves a 30.80% return, which is significantly higher than SRUUF's 3.76% 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%

SRUUF

• 1D: 5.15%
• 1M: -0.54%
• YTD: 3.76%
• 6M: 0.85%
• 1Y: 41.75%
• 3Y*: 19.90%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PCLIX vs. SRUUF - Expense Ratio Comparison

PCLIX has a 0.98% expense ratio, which is higher than SRUUF's 0.70% expense ratio.

PCLIX

PIMCO CommoditiesPLUS Strategy Fund

SRUUF

Sprott Physical Uranium Trust Fund

Return for Risk

PCLIX vs. SRUUF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PCLIX

PCLIX Risk / Return Rank: 88
PCLIX Sharpe Ratio Rank: 89
PCLIX Sortino Ratio Rank: 88
PCLIX Omega Ratio Rank: 84
PCLIX Calmar Ratio Rank: 94
PCLIX Martin Ratio Rank: 84

SRUUF

SRUUF Risk / Return Rank: 59
SRUUF Sharpe Ratio Rank: 59
SRUUF Sortino Ratio Rank: 64
SRUUF Omega Ratio Rank: 48
SRUUF Calmar Ratio Rank: 79
SRUUF Martin Ratio Rank: 47

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. SRUUF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Sprott Physical Uranium Trust Fund (SRUUF). 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	SRUUF	Difference
Sharpe ratio Return per unit of total volatility	1.83	1.11	+0.73
Sortino ratio Return per unit of downside risk	2.38	1.66	+0.72
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	3.13	1.92	+1.21
Martin ratio Return relative to average drawdown	8.68	4.77	+3.91
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. SRUUF - Sharpe Ratio Comparison

The current PCLIX Sharpe Ratio is 1.83, which is higher than the SRUUF Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PCLIX and SRUUF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PCLIX	SRUUF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	1.11	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.43	-0.26

Correlation

The correlation between PCLIX and SRUUF is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PCLIX vs. SRUUF - Dividend Comparison

PCLIX's dividend yield for the trailing twelve months is around 1.43%, while SRUUF has not paid dividends to shareholders.

	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%
SRUUF Sprott Physical Uranium Trust Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PCLIX vs. SRUUF - Drawdown Comparison

The maximum PCLIX drawdown since its inception was -66.60%, which is greater than SRUUF's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for PCLIX and SRUUF.

Drawdown Indicators

	PCLIX	SRUUF	Difference
Max Drawdown Largest peak-to-trough decline	-66.60%	-48.68%	-17.92%
Max Drawdown (1Y) Largest decline over 1 year	-10.90%	-22.98%	+12.08%
Max Drawdown (5Y) Largest decline over 5 years	-21.59%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.78%	—	—
Current Drawdown Current decline from peak	0.00%	-19.39%	+19.39%
Average Drawdown Average peak-to-trough decline	-24.39%	-21.88%	-2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	9.25%	-5.32%

Volatility

PCLIX vs. SRUUF - Volatility Comparison

The current volatility for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) is 10.48%, while Sprott Physical Uranium Trust Fund (SRUUF) has a volatility of 11.92%. This indicates that PCLIX experiences smaller price fluctuations and is considered to be less risky than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PCLIX	SRUUF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.48%	11.92%	-1.44%
Volatility (6M) Calculated over the trailing 6-month period	14.76%	27.44%	-12.68%
Volatility (1Y) Calculated over the trailing 1-year period	18.95%	37.98%	-19.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	42.29%	-23.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.53%	42.29%	-1.76%