PCRIX vs. WFSPX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRIX) and iShares S&P 500 Index Fund (WFSPX).
PCRIX is managed by PIMCO. It was launched on Jun 27, 2002. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
PCRIX vs. WFSPX - Performance Comparison
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PCRIX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCRIX PIMCO Commodity Real Return Strategy Fund | 21.21% | 17.05% | 10.59% | -68.64% | 8.94% | 33.35% | 0.79% | 12.29% | -13.77% | 2.71% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, PCRIX achieves a 21.21% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, PCRIX has underperformed WFSPX with an annualized return of -2.00%, while WFSPX has yielded a comparatively higher 13.63% annualized 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%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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PCRIX vs. WFSPX - Expense Ratio Comparison
PCRIX has a 0.80% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
PCRIX vs. WFSPX — Risk / Return Rank
PCRIX
WFSPX
PCRIX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRIX) and iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.84 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.26 | 1.30 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 1.06 | +2.16 |
Martin ratioReturn relative to average drawdown | 9.71 | 5.13 | +4.58 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.84 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.68 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.76 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.13 | -0.24 |
Correlation
The correlation between PCRIX and WFSPX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PCRIX vs. WFSPX - Dividend Comparison
PCRIX's dividend yield for the trailing twelve months is around 4.19%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
PCRIX vs. WFSPX - Drawdown Comparison
The maximum PCRIX drawdown since its inception was -88.17%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for PCRIX and WFSPX.
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Drawdown Indicators
| PCRIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.17% | -58.21% | -29.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -12.11% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -78.15% | -24.51% | -53.64% |
Max Drawdown (10Y)Largest decline over 10 years | -78.15% | -33.74% | -44.41% |
Current DrawdownCurrent decline from peak | -80.59% | -8.90% | -71.69% |
Average DrawdownAverage peak-to-trough decline | -51.60% | -12.84% | -38.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.49% | +0.66% |
Volatility
PCRIX vs. WFSPX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRIX) has a higher volatility of 7.29% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that PCRIX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCRIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.24% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 9.08% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 18.06% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 16.84% | +18.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.18% | 17.98% | +9.20% |