PCLPX vs. PONPX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and PIMCO Income Fund Class I-2 (PONPX).
PCLPX is an actively managed fund by PIMCO. It was launched on May 28, 2010. PONPX is managed by PIMCO.
Performance
PCLPX vs. PONPX - Performance Comparison
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PCLPX vs. PONPX - 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% |
PONPX PIMCO Income Fund Class I-2 | -1.37% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 0.53% | 8.52% |
Returns By Period
In the year-to-date period, PCLPX achieves a 30.92% return, which is significantly higher than PONPX's -1.37% return. Over the past 10 years, PCLPX has outperformed PONPX with an annualized return of 12.75%, while PONPX has yielded a comparatively lower 4.55% 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%
PONPX
- 1D
- 0.47%
- 1M
- -3.24%
- YTD
- -1.37%
- 6M
- 1.11%
- 1Y
- 5.97%
- 3Y*
- 7.09%
- 5Y*
- 3.28%
- 10Y*
- 4.55%
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PCLPX vs. PONPX - Expense Ratio Comparison
PCLPX has a 0.92% expense ratio, which is higher than PONPX's 0.72% expense ratio.
Return for Risk
PCLPX vs. PONPX — Risk / Return Rank
PCLPX
PONPX
PCLPX vs. PONPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy I2 (PCLPX) and PIMCO Income Fund Class I-2 (PONPX). 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 | PONPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.54 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.39 | 2.21 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.84 | +1.27 |
Martin ratioReturn relative to average drawdown | 8.65 | 7.43 | +1.21 |
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 | PONPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.54 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.70 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 1.09 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.82 | -1.66 |
Correlation
The correlation between PCLPX and PONPX is 0.11, 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. PONPX - Dividend Comparison
PCLPX's dividend yield for the trailing twelve months is around 1.41%, less than PONPX's 5.48% 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% |
PONPX PIMCO Income Fund Class I-2 | 5.48% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
Drawdowns
PCLPX vs. PONPX - Drawdown Comparison
The maximum PCLPX drawdown since its inception was -66.98%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for PCLPX and PONPX.
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Drawdown Indicators
| PCLPX | PONPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -13.41% | -53.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -3.69% | -7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -13.41% | -8.12% |
Max Drawdown (10Y)Largest decline over 10 years | -51.87% | -13.41% | -38.46% |
Current DrawdownCurrent decline from peak | 0.00% | -3.24% | +3.24% |
Average DrawdownAverage peak-to-trough decline | -24.90% | -1.44% | -23.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 0.92% | +3.02% |
Volatility
PCLPX vs. PONPX - Volatility Comparison
PIMCO CommoditiesPLUS Strategy I2 (PCLPX) has a higher volatility of 10.35% compared to PIMCO Income Fund Class I-2 (PONPX) at 1.88%. This indicates that PCLPX's price experiences larger fluctuations and is considered to be riskier than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLPX | PONPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 1.88% | +8.47% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 2.64% | +12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 4.27% | +14.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 4.75% | +14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.61% | 4.19% | +36.42% |