PCRIX vs. DCMSX

In the year-to-date period, PCRIX achieves a 6.76% return, which is significantly higher than DCMSX's 5.99% return. Over the past 10 years, PCRIX has outperformed DCMSX with an annualized return of 3.95%, while DCMSX has yielded a comparatively lower 1.85% annualized return.

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PCRIX has a 0.80% expense ratio, which is higher than DCMSX's 0.31% expense ratio.

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.

The current PCRIX Sharpe Ratio is 0.41, which is comparable to the DCMSX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of PCRIX and DCMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PCRIX's dividend yield for the trailing twelve months is around 2.78%, less than DCMSX's 3.24% yield.

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.

PIMCO Commodity Real Return Strategy Fund (PCRIX) has a higher volatility of 3.68% compared to DFA Commodity Strategy Portfolio (DCMSX) at 3.41%. This indicates that PCRIX's price experiences larger fluctuations and is considered to be riskier than DCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.