PCRPX vs. FYHTX
PCRPX (PIMCO Commodity Real Return Strategy Fund) and FYHTX (Fidelity Commodity Strategy Fund) are both Commodities funds. Over the past 5 years, PCRPX returned 10.71%/yr vs 8.69%/yr for FYHTX. Their correlation of 0.93 means they have usually moved in the same direction. PCRPX charges 0.92%/yr vs 0.63%/yr for FYHTX.
Performance
PCRPX vs. FYHTX - Performance Comparison
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Returns By Period
In the year-to-date period, PCRPX achieves a 21.67% return, which is significantly higher than FYHTX's 16.43% return.
PCRPX
- 1D
- 0.00%
- 1M
- 6.99%
- 6M
- 11.87%
- YTD
- 21.67%
- 1Y
- 32.97%
- 3Y*
- 14.04%
- 5Y*
- 10.71%
- 10Y*
- 8.50%
- ALL TIME*
- 0.59%
FYHTX
- 1D
- -0.24%
- 1M
- 5.38%
- 6M
- 7.21%
- YTD
- 16.43%
- 1Y
- 28.32%
- 3Y*
- 9.46%
- 5Y*
- 8.69%
- 10Y*
- —
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PCRPX vs. FYHTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 21.67% | 16.26% | 10.79% | -6.20% | 9.12% | 33.01% | 0.73% | 12.24% | -13.90% | 6.15% |
FYHTX Fidelity Commodity Strategy Fund | 16.43% | 14.72% | 4.73% | -8.62% | 15.32% | 26.43% | -3.84% | 6.91% | -11.71% | 6.00% |
Correlation
The correlation between PCRPX and FYHTX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 30, 2017 | 0.93 |
The correlation between PCRPX and FYHTX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
PCRPX vs. FYHTX — Risk / Return Rank
PCRPX
FYHTX
PCRPX vs. FYHTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRPX) and Fidelity Commodity Strategy Fund (FYHTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PCRPX | FYHTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.18 | -0.05 |
| Martin ratioReturn relative to average drawdown | 7.11 | 7.07 | +0.04 |
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Drawdowns
PCRPX vs. FYHTX - Drawdown Comparison
The maximum PCRPX drawdown since its inception was -72.22%, which is greater than FYHTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for PCRPX and FYHTX.
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Drawdown Indicators
| PCRPX | FYHTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.22% | -33.22% | -39.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -12.55% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -14.44% | -12.55% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -25.47% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | — | — |
Current DrawdownCurrent decline from peak | -8.08% | -6.78% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -39.16% | -11.87% | -27.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 3.95% | +0.40% |
Volatility
PCRPX vs. FYHTX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRPX) has a higher volatility of 4.59% compared to Fidelity Commodity Strategy Fund (FYHTX) at 4.00%. This indicates that PCRPX's price experiences larger fluctuations and is considered to be riskier than FYHTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCRPX | FYHTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.00% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 11.80% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 14.41% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 15.80% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 14.47% | +2.65% |
PCRPX vs. FYHTX - Expense Ratio Comparison
PCRPX has a 0.92% expense ratio, which is higher than FYHTX's 0.63% expense ratio.
Dividends
PCRPX vs. FYHTX - Dividend Comparison
PCRPX's dividend yield for the trailing twelve months is around 10.02%, more than FYHTX's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYHTX Fidelity Commodity Strategy Fund | 2.52% | 2.93% | 3.78% | 4.10% | 57.34% | 15.05% | 0.00% | 7.00% | 12.49% | 0.36% | 0.00% | 0.00% |
PCRPX PIMCO Commodity Real Return Strategy Fund | 10.02% | 5.09% | 8.47% | 6.50% | 46.40% | 22.80% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 5.23% |
Frequently Asked Questions
PCRPX and FYHTX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCRPX has higher volatility (4.59%) compared to FYHTX (4.00%). In terms of maximum drawdown, PCRPX dropped -72.22% vs FYHTX's -33.22%.
FYHTX currently has the higher Sharpe Ratio (1.92 vs 1.82), 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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