PortfoliosLab logoPortfoliosLab logo
PCRIX vs. BCSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCRIX vs. BCSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Commodity Real Return Strategy Fund (PCRIX) and BlackRock Commodity Strategies Fund Class K (BCSKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCRIX vs. BCSKX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PCRIX
PIMCO Commodity Real Return Strategy Fund
21.21%17.05%10.59%-68.64%8.94%33.35%0.79%12.29%-16.24%
BCSKX
BlackRock Commodity Strategies Fund Class K
19.21%28.88%4.44%-4.27%11.95%22.49%6.84%3.89%2.06%

Returns By Period

In the year-to-date period, PCRIX achieves a 21.21% return, which is significantly higher than BCSKX's 19.21% return.


PCRIX

1D
0.92%
1M
9.45%
YTD
21.21%
6M
25.18%
1Y
28.13%
3Y*
14.86%
5Y*
-8.03%
10Y*
-2.00%

BCSKX

1D
0.24%
1M
0.65%
YTD
19.21%
6M
26.57%
1Y
40.92%
3Y*
16.13%
5Y*
14.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PCRIX vs. BCSKX - Expense Ratio Comparison

PCRIX has a 0.80% expense ratio, which is higher than BCSKX's 0.67% expense ratio.


Return for Risk

PCRIX vs. BCSKX — Risk / Return Rank

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

PCRIX
PCRIX Risk / Return Rank: 8888
Overall Rank
PCRIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PCRIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PCRIX Omega Ratio Rank: 8282
Omega Ratio Rank
PCRIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PCRIX Martin Ratio Rank: 8989
Martin Ratio Rank

BCSKX
BCSKX Risk / Return Rank: 9696
Overall Rank
BCSKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BCSKX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BCSKX Omega Ratio Rank: 9393
Omega Ratio Rank
BCSKX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BCSKX Martin Ratio Rank: 9898
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.

PCRIX vs. BCSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRIX) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.


PCRIXBCSKXDifference

Sharpe ratio

Return per unit of total volatility

1.76

2.58

-0.82

Sortino ratio

Return per unit of downside risk

2.26

3.25

-0.99

Omega ratio

Gain probability vs. loss probability

1.32

1.47

-0.14

Calmar ratio

Return relative to maximum drawdown

3.22

3.89

-0.67

Martin ratio

Return relative to average drawdown

9.71

19.70

-9.99

PCRIX vs. BCSKX - Sharpe Ratio Comparison

The current PCRIX Sharpe Ratio is 1.76, which is lower than the BCSKX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of PCRIX and BCSKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PCRIXBCSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.58

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.91

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.75

-0.86

Correlation

The correlation between PCRIX and BCSKX is 0.75, 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

PCRIX vs. BCSKX - Dividend Comparison

PCRIX's dividend yield for the trailing twelve months is around 4.19%, more than BCSKX's 2.63% yield.


TTM20252024202320222021202020192018201720162015
PCRIX
PIMCO Commodity Real Return Strategy Fund
4.19%5.61%8.34%16.19%46.23%22.74%1.56%4.00%5.94%8.14%0.91%5.29%
BCSKX
BlackRock Commodity Strategies Fund Class K
2.63%3.13%3.66%9.45%9.11%2.72%0.84%2.08%2.02%0.00%0.00%0.00%

Drawdowns

PCRIX vs. BCSKX - Drawdown Comparison

The maximum PCRIX drawdown since its inception was -88.17%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for PCRIX and BCSKX.


Loading graphics...

Drawdown Indicators


PCRIXBCSKXDifference

Max Drawdown

Largest peak-to-trough decline

-88.17%

-30.34%

-57.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-10.51%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-78.15%

-22.34%

-55.81%

Max Drawdown (10Y)

Largest decline over 10 years

-78.15%

Current Drawdown

Current decline from peak

-80.59%

-1.36%

-79.23%

Average Drawdown

Average peak-to-trough decline

-51.60%

-6.67%

-44.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.08%

+1.07%

Volatility

PCRIX vs. BCSKX - Volatility Comparison

PIMCO Commodity Real Return Strategy Fund (PCRIX) has a higher volatility of 7.29% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.44%. This indicates that PCRIX's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PCRIXBCSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

4.44%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

12.33%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

16.16%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.75%

15.80%

+19.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.18%

15.08%

+12.10%