PCRIX vs. PISIX
PCRIX (PIMCO Commodity Real Return Strategy Fund) and PISIX (PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)) are both mutual funds - PCRIX is a Commodities fund managed by PIMCO, while PISIX is a Foreign Large Cap Equities fund managed by PIMCO. Over the past 10 years, PCRIX returned -2.66%/yr vs 12.15%/yr for PISIX. At a 0.22 correlation, their price movements are largely independent. PCRIX charges 0.80%/yr vs 0.76%/yr for PISIX.
Performance
PCRIX vs. PISIX - Performance Comparison
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Returns By Period
In the year-to-date period, PCRIX achieves a 26.86% return, which is significantly higher than PISIX's 9.70% return. Over the past 10 years, PCRIX has underperformed PISIX with an annualized return of -2.66%, while PISIX has yielded a comparatively higher 12.15% 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%
PISIX
- 1D
- 0.68%
- 1M
- 4.68%
- YTD
- 9.70%
- 6M
- 5.65%
- 1Y
- 19.16%
- 3Y*
- 16.85%
- 5Y*
- 11.55%
- 10Y*
- 12.15%
PCRIX vs. PISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 9.70% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Correlation
The correlation between PCRIX and PISIX is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2004 | 0.22 |
The correlation between PCRIX and PISIX shifts across timeframes, from -0.08 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PCRIX vs. PISIX — Risk / Return Rank
PCRIX
PISIX
PCRIX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.
| PCRIX | PISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.28 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 5.66 | 1.84 | +3.82 |
| Martin ratioReturn relative to average drawdown | 17.68 | 6.55 | +11.13 |
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
| PCRIX | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 1.37 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.82 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.84 | -0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.55 | -0.65 |
Drawdowns
PCRIX vs. PISIX - Drawdown Comparison
The maximum PCRIX drawdown since its inception was -88.17%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PCRIX and PISIX.
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Drawdown Indicators
| PCRIX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.17% | -57.47% | -30.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -10.71% | +3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -15.21% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -78.15% | -18.93% | -59.22% |
Max Drawdown (10Y)Largest decline over 10 years | -78.15% | -35.44% | -42.71% |
Current DrawdownCurrent decline from peak | -79.68% | -0.00% | -79.68% |
Average DrawdownAverage peak-to-trough decline | -51.80% | -7.20% | -44.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 3.00% | -0.73% |
Volatility
PCRIX vs. PISIX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRIX) has a higher volatility of 5.27% compared to PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) at 3.75%. This indicates that PCRIX's price experiences larger fluctuations and is considered to be riskier than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCRIX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.75% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 12.76% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 14.45% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.79% | 14.19% | +21.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 14.61% | +12.58% |
PCRIX vs. PISIX - Expense Ratio Comparison
PCRIX has a 0.80% expense ratio, which is higher than PISIX's 0.76% expense ratio.
Dividends
PCRIX vs. PISIX - Dividend Comparison
PCRIX's dividend yield for the trailing twelve months is around 4.00%, less than PISIX's 4.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 4.69% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
Frequently Asked Questions
PCRIX and PISIX have a correlation of -0.08, 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 PISIX (3.75%). In terms of maximum drawdown, PCRIX dropped -88.17% vs PISIX's -57.47%.
PCRIX currently has the higher Sharpe Ratio (2.48 vs 1.37), 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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