PCRIX vs. DCMSX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRIX) and DFA Commodity Strategy Portfolio (DCMSX).
PCRIX is managed by PIMCO. It was launched on Jun 27, 2002. DCMSX is managed by Dimensional Fund Advisors LP. It was launched on Nov 8, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCRIX or DCMSX.
Correlation
The correlation between PCRIX and DCMSX is 0.96, 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.
Performance
PCRIX vs. DCMSX - Performance Comparison
Key characteristics
PCRIX:
1.15
DCMSX:
0.96
PCRIX:
1.82
DCMSX:
1.42
PCRIX:
1.21
DCMSX:
1.17
PCRIX:
0.27
DCMSX:
0.33
PCRIX:
3.16
DCMSX:
2.17
PCRIX:
4.79%
DCMSX:
5.06%
PCRIX:
13.15%
DCMSX:
11.47%
PCRIX:
-85.29%
DCMSX:
-60.37%
PCRIX:
-49.89%
DCMSX:
-24.68%
Returns By Period
The year-to-date returns for both investments are quite close, with PCRIX having a 3.88% return and DCMSX slightly higher at 4.02%. Over the past 10 years, PCRIX has outperformed DCMSX with an annualized return of 3.86%, while DCMSX has yielded a comparatively lower 1.89% annualized return.
PCRIX
3.88%
2.71%
4.03%
14.43%
11.74%
3.86%
DCMSX
4.02%
4.48%
5.37%
10.44%
7.31%
1.89%
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PCRIX vs. DCMSX - Expense Ratio Comparison
PCRIX has a 0.80% expense ratio, which is higher than DCMSX's 0.31% expense ratio.
Risk-Adjusted Performance
PCRIX vs. DCMSX — Risk-Adjusted Performance Rank
PCRIX
DCMSX
PCRIX vs. DCMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRIX) and DFA Commodity Strategy Portfolio (DCMSX). 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.
Dividends
PCRIX vs. DCMSX - Dividend Comparison
PCRIX's dividend yield for the trailing twelve months is around 7.51%, more than DCMSX's 2.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRIX PIMCO Commodity Real Return Strategy Fund | 7.51% | 7.80% | 14.58% | 46.24% | 22.74% | 1.56% | 3.99% | 5.94% | 8.14% | 0.91% | 6.26% | 0.49% |
DCMSX DFA Commodity Strategy Portfolio | 2.75% | 2.86% | 2.53% | 7.47% | 45.50% | 0.37% | 1.52% | 1.63% | 3.10% | 1.17% | 0.15% | 1.23% |
Drawdowns
PCRIX vs. DCMSX - Drawdown Comparison
The maximum PCRIX drawdown since its inception was -85.29%, which is greater than DCMSX's maximum drawdown of -60.37%. Use the drawdown chart below to compare losses from any high point for PCRIX and DCMSX. For additional features, visit the drawdowns tool.
Volatility
PCRIX vs. DCMSX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRIX) and DFA Commodity Strategy Portfolio (DCMSX) have volatilities of 4.02% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.