PCLPX vs. EIPCX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and Parametric Commodity Strategy Fund Class I (EIPCX).
PCLPX is an actively managed fund by PIMCO. It was launched on May 28, 2010. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
PCLPX vs. EIPCX - Performance Comparison
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PCLPX vs. EIPCX - 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 16.44% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
Returns By Period
In the year-to-date period, PCLPX achieves a 30.92% return, which is significantly higher than EIPCX's 16.44% return. Over the past 10 years, PCLPX has outperformed EIPCX with an annualized return of 12.75%, while EIPCX has yielded a comparatively lower 11.37% annualized return.
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%
EIPCX
- 1D
- 0.52%
- 1M
- 5.61%
- YTD
- 16.44%
- 6M
- 25.65%
- 1Y
- 32.48%
- 3Y*
- 15.11%
- 5Y*
- 16.28%
- 10Y*
- 11.37%
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PCLPX vs. EIPCX - Expense Ratio Comparison
PCLPX has a 0.92% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
PCLPX vs. EIPCX — Risk / Return Rank
PCLPX
EIPCX
PCLPX vs. EIPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and Parametric Commodity Strategy Fund Class I (EIPCX). 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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 2.24 | -0.41 |
Sortino ratioReturn per unit of downside risk | 2.39 | 2.82 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.60 | -0.48 |
Martin ratioReturn relative to average drawdown | 8.65 | 12.73 | -4.08 |
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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.24 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.12 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.86 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.24 | -0.08 |
Correlation
The correlation between PCLPX and EIPCX is 0.83, 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. EIPCX - Dividend Comparison
PCLPX's dividend yield for the trailing twelve months is around 1.41%, less than EIPCX's 11.45% 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
Drawdowns
PCLPX vs. EIPCX - Drawdown Comparison
The maximum PCLPX drawdown since its inception was -66.98%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for PCLPX and EIPCX.
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Drawdown Indicators
| PCLPX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -54.05% | -12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -9.15% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -18.00% | -3.53% |
Max Drawdown (10Y)Largest decline over 10 years | -51.87% | -28.53% | -23.34% |
Current DrawdownCurrent decline from peak | 0.00% | -1.15% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -24.90% | -24.51% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 2.58% | +1.36% |
Volatility
PCLPX vs. EIPCX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a higher volatility of 10.35% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.42%. This indicates that PCLPX's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLPX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 4.42% | +5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 11.76% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 14.84% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 14.64% | +4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.61% | 13.30% | +27.31% |