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PCRIX vs. IWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCRIX vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Commodity Real Return Strategy Fund (PCRIX) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCRIX achieves a 26.86% return, which is significantly higher than IWY's 7.20% return. Over the past 10 years, PCRIX has underperformed IWY with an annualized return of -2.66%, while IWY has yielded a comparatively higher 19.57% annualized return.


PCRIX

1D
0.38%
1M
-2.54%
YTD
26.86%
6M
23.71%
1Y
39.70%
3Y*
19.03%
5Y*
-9.52%
10Y*
-2.66%

IWY

1D
-1.41%
1M
5.83%
YTD
7.20%
6M
6.65%
1Y
26.69%
3Y*
25.47%
5Y*
16.45%
10Y*
19.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCRIX vs. IWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCRIX
PIMCO Commodity Real Return Strategy Fund
26.86%17.05%10.59%-68.64%8.94%33.35%0.79%12.29%-13.77%2.71%
IWY
iShares Russell Top 200 Growth ETF
7.20%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%

Correlation

The correlation between PCRIX and IWY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2009

0.20

The correlation between PCRIX and IWY shifts across timeframes, from -0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PCRIX vs. IWY — Risk / Return Rank

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

PCRIX
PCRIX Risk / Return Rank: 7575
Overall Rank
PCRIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PCRIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PCRIX Omega Ratio Rank: 6262
Omega Ratio Rank
PCRIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PCRIX Martin Ratio Rank: 8989
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 4141
Overall Rank
IWY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWY Omega Ratio Rank: 4646
Omega Ratio Rank
IWY Calmar Ratio Rank: 3232
Calmar Ratio Rank
IWY Martin Ratio Rank: 3434
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. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRIX) and iShares Russell Top 200 Growth ETF (IWY). 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.


PCRIXIWYDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.44

1.30

+0.14

Calmar ratioReturn relative to maximum drawdown

5.66

1.61

+4.05

Martin ratioReturn relative to average drawdown

17.68

5.26

+12.43

PCRIX vs. IWY - Sharpe Ratio Comparison

The current PCRIX Sharpe Ratio is 2.48, which is higher than the IWY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of PCRIX and IWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PCRIXIWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

1.73

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.77

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.94

-1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.92

-1.03

Drawdowns

PCRIX vs. IWY - Drawdown Comparison

The maximum PCRIX drawdown since its inception was -88.17%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for PCRIX and IWY.


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Drawdown Indicators


PCRIXIWYDifference

Max Drawdown

Largest peak-to-trough decline

-88.17%

-32.68%

-55.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-16.63%

+9.51%

Max Drawdown (3Y)

Largest decline over 3 years

-10.28%

-23.22%

+12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-78.15%

-32.68%

-45.47%

Max Drawdown (10Y)

Largest decline over 10 years

-78.15%

-32.68%

-45.47%

Current Drawdown

Current decline from peak

-79.68%

-1.82%

-77.86%

Average Drawdown

Average peak-to-trough decline

-51.80%

-4.75%

-47.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

5.09%

-2.82%

Volatility

PCRIX vs. IWY - Volatility Comparison

PIMCO Commodity Real Return Strategy Fund (PCRIX) has a higher volatility of 5.27% compared to iShares Russell Top 200 Growth ETF (IWY) at 3.69%. This indicates that PCRIX's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCRIXIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

3.69%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

11.65%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

15.54%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

21.48%

+14.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.19%

20.97%

+6.22%

PCRIX vs. IWY - Expense Ratio Comparison

PCRIX has a 0.80% expense ratio, which is higher than IWY's 0.20% expense ratio.


Dividends

PCRIX vs. IWY - Dividend Comparison

PCRIX's dividend yield for the trailing twelve months is around 4.00%, more than IWY's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
IWY
iShares Russell Top 200 Growth ETF
0.33%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%
PCRIX
PIMCO Commodity Real Return Strategy Fund
4.00%5.61%8.34%16.19%46.23%22.74%1.56%4.00%5.94%8.14%0.91%5.29%

Frequently Asked Questions


PCRIX and IWY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCRIX has higher volatility (5.27%) compared to IWY (3.69%). In terms of maximum drawdown, PCRIX dropped -88.17% vs IWY's -32.68%.

PCRIX currently has the higher Sharpe Ratio (2.48 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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