PCRPX vs. BICSX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRPX) and BlackRock Commodity Strategies Portfolio (BICSX).
PCRPX is managed by PIMCO. It was launched on Apr 30, 2008. BICSX is managed by BlackRock. It was launched on Oct 2, 2011.
Performance
PCRPX vs. BICSX - Performance Comparison
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PCRPX vs. BICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 21.14% | 16.26% | 10.79% | -6.20% | 9.12% | 33.01% | 0.73% | 12.24% | -13.90% | 2.62% |
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
Returns By Period
In the year-to-date period, PCRPX achieves a 21.14% return, which is significantly higher than BICSX's 19.23% return. Over the past 10 years, PCRPX has underperformed BICSX with an annualized return of 9.23%, while BICSX has yielded a comparatively higher 10.38% annualized return.
PCRPX
- 1D
- 0.87%
- 1M
- 9.42%
- YTD
- 21.14%
- 6M
- 25.05%
- 1Y
- 27.99%
- 3Y*
- 14.64%
- 5Y*
- 14.38%
- 10Y*
- 9.23%
BICSX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.23%
- 6M
- 26.56%
- 1Y
- 40.74%
- 3Y*
- 16.08%
- 5Y*
- 14.24%
- 10Y*
- 10.38%
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PCRPX vs. BICSX - Expense Ratio Comparison
PCRPX has a 0.92% expense ratio, which is higher than BICSX's 0.72% expense ratio.
Return for Risk
PCRPX vs. BICSX — Risk / Return Rank
PCRPX
BICSX
PCRPX vs. BICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRPX) and BlackRock Commodity Strategies Portfolio (BICSX). 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.
| PCRPX | BICSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.54 | -0.78 |
Sortino ratioReturn per unit of downside risk | 2.26 | 3.22 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 3.87 | -0.65 |
Martin ratioReturn relative to average drawdown | 9.64 | 19.67 | -10.03 |
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
| PCRPX | BICSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.54 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.90 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.69 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.28 | -0.26 |
Correlation
The correlation between PCRPX and BICSX is 0.81, 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.
Dividends
PCRPX vs. BICSX - Dividend Comparison
PCRPX's dividend yield for the trailing twelve months is around 4.20%, more than BICSX's 2.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 4.20% | 5.09% | 8.47% | 6.50% | 46.40% | 22.80% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 5.23% |
BICSX BlackRock Commodity Strategies Portfolio | 2.59% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% | 0.00% |
Drawdowns
PCRPX vs. BICSX - Drawdown Comparison
The maximum PCRPX drawdown since its inception was -72.22%, which is greater than BICSX's maximum drawdown of -51.59%. Use the drawdown chart below to compare losses from any high point for PCRPX and BICSX.
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Drawdown Indicators
| PCRPX | BICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.22% | -51.59% | -20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -10.53% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -22.35% | -12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -35.82% | -3.33% |
Current DrawdownCurrent decline from peak | -8.48% | -1.36% | -7.12% |
Average DrawdownAverage peak-to-trough decline | -39.76% | -20.75% | -19.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.07% | +1.08% |
Volatility
PCRPX vs. BICSX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRPX) has a higher volatility of 7.30% compared to BlackRock Commodity Strategies Portfolio (BICSX) at 4.48%. This indicates that PCRPX's price experiences larger fluctuations and is considered to be riskier than BICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCRPX | BICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 4.48% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 12.47% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 16.34% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 15.83% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 15.12% | +2.00% |