PCLIX vs. VCMDX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).
PCLIX is managed by PIMCO. It was launched on May 27, 2010. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCLIX or VCMDX.
Key characteristics
| PCLIX | VCMDX | |
|---|---|---|
| YTD Return | 4.92% | 3.97% |
| 1Y Return | 3.22% | 3.30% |
| 3Y Return (Ann) | 7.96% | 2.16% |
| 5Y Return (Ann) | 11.96% | 10.01% |
| Sharpe Ratio | 0.24 | 0.23 |
| Sortino Ratio | 0.43 | 0.41 |
| Omega Ratio | 1.05 | 1.05 |
| Calmar Ratio | 0.20 | 0.11 |
| Martin Ratio | 0.79 | 0.60 |
| Ulcer Index | 4.48% | 4.52% |
| Daily Std Dev | 14.56% | 11.76% |
| Max Drawdown | -68.96% | -26.67% |
| Current Drawdown | -11.13% | -19.85% |
Correlation
The correlation between PCLIX and VCMDX is 0.85, 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.
Performance
PCLIX vs. VCMDX - Performance Comparison
In the year-to-date period, PCLIX achieves a 4.92% return, which is significantly higher than VCMDX's 3.97% 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. VCMDX - Expense Ratio Comparison
PCLIX has a 0.98% expense ratio, which is higher than VCMDX's 0.20% expense ratio.
Risk-Adjusted Performance
PCLIX vs. VCMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLIX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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. VCMDX - Dividend Comparison
PCLIX's dividend yield for the trailing twelve months is around 7.08%, more than VCMDX's 2.40% 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% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.40% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PCLIX vs. VCMDX - Drawdown Comparison
The maximum PCLIX drawdown since its inception was -68.96%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for PCLIX and VCMDX. For additional features, visit the drawdowns tool.
Volatility
PCLIX vs. VCMDX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a higher volatility of 5.87% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 3.85%. This indicates that PCLIX's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.