PCLPX vs. ARCIX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX).
PCLPX is an actively managed fund by PIMCO. It was launched on May 28, 2010. ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012.
Performance
PCLPX vs. ARCIX - Performance Comparison
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PCLPX vs. ARCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCLPX PIMCO CommoditiesPLUS Strategy I2 | 30.92% | 4.45% | 5.92% | 0.24% | 23.04% | 43.50% | -9.12% | 19.39% | -12.15% | 10.53% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.41% |
Returns By Period
In the year-to-date period, PCLPX achieves a 30.92% return, which is significantly higher than ARCIX's 17.04% return. Both investments have delivered pretty close results over the past 10 years, with PCLPX having a 12.75% annualized return and ARCIX not far ahead at 12.98%.
PCLPX
- 1D
- 0.81%
- 1M
- 19.05%
- YTD
- 30.92%
- 6M
- 31.70%
- 1Y
- 32.88%
- 3Y*
- 13.71%
- 5Y*
- 17.65%
- 10Y*
- 12.75%
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
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PCLPX vs. ARCIX - Expense Ratio Comparison
PCLPX has a 0.92% expense ratio, which is lower than ARCIX's 1.00% expense ratio.
Return for Risk
PCLPX vs. ARCIX — Risk / Return Rank
PCLPX
ARCIX
PCLPX vs. ARCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX). 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.
| PCLPX | ARCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.98 | -0.14 |
Sortino ratioReturn per unit of downside risk | 2.39 | 2.48 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.08 | +0.03 |
Martin ratioReturn relative to average drawdown | 8.65 | 9.79 | -1.14 |
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
| PCLPX | ARCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.98 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.98 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.75 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.31 | -0.15 |
Correlation
The correlation between PCLPX and ARCIX is 0.76, 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
PCLPX vs. ARCIX - Dividend Comparison
PCLPX's dividend yield for the trailing twelve months is around 1.41%, less than ARCIX's 11.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCLPX PIMCO CommoditiesPLUS Strategy I2 | 1.41% | 1.31% | 5.22% | 4.65% | 43.16% | 74.10% | 0.71% | 2.39% | 18.62% | 12.52% | 0.15% | 1.92% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% | 0.00% |
Drawdowns
PCLPX vs. ARCIX - Drawdown Comparison
The maximum PCLPX drawdown since its inception was -66.98%, which is greater than ARCIX's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for PCLPX and ARCIX.
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Drawdown Indicators
| PCLPX | ARCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -54.25% | -12.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -10.19% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -20.29% | -1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -51.87% | -32.45% | -19.42% |
Current DrawdownCurrent decline from peak | 0.00% | -1.09% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -24.90% | -25.68% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 3.21% | +0.73% |
Volatility
PCLPX vs. ARCIX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a higher volatility of 10.35% compared to AQR Risk-Balanced Commodities Strategy Fund (ARCIX) at 5.41%. This indicates that PCLPX's price experiences larger fluctuations and is considered to be riskier than ARCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLPX | ARCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 5.41% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 12.64% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 15.98% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 19.17% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.61% | 17.46% | +23.15% |