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PCLPX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCLPX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

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PCLPX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
-0.75%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%

Returns By Period

In the year-to-date period, PCLPX achieves a 30.92% return, which is significantly higher than PISIX's -0.75% return. Over the past 10 years, PCLPX has outperformed PISIX with an annualized return of 12.75%, while PISIX has yielded a comparatively lower 11.52% 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%

PISIX

1D
0.11%
1M
-7.64%
YTD
-0.75%
6M
-0.53%
1Y
11.24%
3Y*
14.36%
5Y*
10.34%
10Y*
11.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCLPX vs. PISIX - Expense Ratio Comparison

PCLPX has a 0.92% expense ratio, which is higher than PISIX's 0.76% expense ratio.


Return for Risk

PCLPX vs. PISIX — Risk / Return Rank

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

PCLPX
PCLPX Risk / Return Rank: 8787
Overall Rank
PCLPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLPX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PCLPX Omega Ratio Rank: 8383
Omega Ratio Rank
PCLPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLPX Martin Ratio Rank: 8484
Martin Ratio Rank

PISIX
PISIX Risk / Return Rank: 2727
Overall Rank
PISIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PISIX Omega Ratio Rank: 3333
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
Martin Ratio Rank
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.

PCLPX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.


PCLPXPISIXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.75

+1.08

Sortino ratio

Return per unit of downside risk

2.39

1.00

+1.38

Omega ratio

Gain probability vs. loss probability

1.34

1.17

+0.17

Calmar ratio

Return relative to maximum drawdown

3.11

0.71

+2.40

Martin ratio

Return relative to average drawdown

8.65

2.76

+5.89

PCLPX vs. PISIX - Sharpe Ratio Comparison

The current PCLPX Sharpe Ratio is 1.84, which is higher than the PISIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PCLPX and PISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PCLPXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.75

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.75

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.80

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.53

-0.37

Correlation

The correlation between PCLPX and PISIX is 0.28, 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

PCLPX vs. PISIX - Dividend Comparison

PCLPX's dividend yield for the trailing twelve months is around 1.41%, less than PISIX's 5.18% yield.


TTM20252024202320222021202020192018201720162015
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%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
5.18%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%

Drawdowns

PCLPX vs. PISIX - Drawdown Comparison

The maximum PCLPX drawdown since its inception was -66.98%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PCLPX and PISIX.


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Drawdown Indicators


PCLPXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-57.47%

-9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-12.41%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-18.93%

-2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-51.87%

-35.44%

-16.43%

Current Drawdown

Current decline from peak

0.00%

-9.35%

+9.35%

Average Drawdown

Average peak-to-trough decline

-24.90%

-7.23%

-17.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.48%

+0.46%

Volatility

PCLPX vs. PISIX - Volatility Comparison

PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a higher volatility of 10.35% compared to PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) at 6.44%. This indicates that PCLPX's price experiences larger fluctuations and is considered to be riskier than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCLPXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

6.44%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

11.37%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

16.48%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

13.92%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.61%

14.54%

+26.07%