PCRPX vs. PONPX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRPX) and PIMCO Income Fund Class I-2 (PONPX).
PCRPX is managed by PIMCO. It was launched on Apr 30, 2008. PONPX is managed by PIMCO.
Performance
PCRPX vs. PONPX - Performance Comparison
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PCRPX vs. PONPX - 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% |
PONPX PIMCO Income Fund Class I-2 | -1.37% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 0.53% | 8.52% |
Returns By Period
In the year-to-date period, PCRPX achieves a 21.14% return, which is significantly higher than PONPX's -1.37% return. Over the past 10 years, PCRPX has outperformed PONPX with an annualized return of 9.23%, while PONPX has yielded a comparatively lower 4.55% 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%
PONPX
- 1D
- 0.47%
- 1M
- -3.24%
- YTD
- -1.37%
- 6M
- 1.11%
- 1Y
- 5.97%
- 3Y*
- 7.09%
- 5Y*
- 3.28%
- 10Y*
- 4.55%
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PCRPX vs. PONPX - Expense Ratio Comparison
PCRPX has a 0.92% expense ratio, which is higher than PONPX's 0.72% expense ratio.
Return for Risk
PCRPX vs. PONPX — Risk / Return Rank
PCRPX
PONPX
PCRPX vs. PONPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRPX) and PIMCO Income Fund Class I-2 (PONPX). 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 | PONPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.54 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.21 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 1.84 | +1.37 |
Martin ratioReturn relative to average drawdown | 9.64 | 7.43 | +2.21 |
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 | PONPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.54 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.70 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.09 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 1.82 | -1.80 |
Correlation
The correlation between PCRPX and PONPX 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
PCRPX vs. PONPX - Dividend Comparison
PCRPX's dividend yield for the trailing twelve months is around 4.20%, less than PONPX's 5.48% 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% |
PONPX PIMCO Income Fund Class I-2 | 5.48% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
Drawdowns
PCRPX vs. PONPX - Drawdown Comparison
The maximum PCRPX drawdown since its inception was -72.22%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for PCRPX and PONPX.
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Drawdown Indicators
| PCRPX | PONPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.22% | -13.41% | -58.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -3.69% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -13.41% | -21.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -13.41% | -25.74% |
Current DrawdownCurrent decline from peak | -8.48% | -3.24% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -39.76% | -1.44% | -38.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 0.92% | +2.23% |
Volatility
PCRPX vs. PONPX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRPX) has a higher volatility of 7.30% compared to PIMCO Income Fund Class I-2 (PONPX) at 1.88%. This indicates that PCRPX's price experiences larger fluctuations and is considered to be riskier than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCRPX | PONPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 1.88% | +5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 2.64% | +10.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 4.27% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 4.75% | +14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 4.19% | +12.93% |