PCRPX vs. VCMDX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRPX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).
PCRPX is managed by PIMCO. It was launched on Apr 30, 2008. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCRPX or VCMDX.
Performance
PCRPX vs. VCMDX - Performance Comparison
Returns By Period
In the year-to-date period, PCRPX achieves a 10.02% return, which is significantly higher than VCMDX's 5.02% return.
PCRPX
10.02%
-1.67%
-5.20%
6.94%
11.33%
1.79%
VCMDX
5.02%
-0.31%
-4.25%
2.41%
10.33%
N/A
Key characteristics
| PCRPX | VCMDX | |
|---|---|---|
| Sharpe Ratio | 0.52 | 0.23 |
| Sortino Ratio | 0.90 | 0.40 |
| Omega Ratio | 1.10 | 1.05 |
| Calmar Ratio | 0.12 | 0.10 |
| Martin Ratio | 1.57 | 0.57 |
| Ulcer Index | 4.59% | 4.63% |
| Daily Std Dev | 13.83% | 11.70% |
| Max Drawdown | -85.38% | -26.67% |
| Current Drawdown | -52.04% | -19.04% |
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PCRPX vs. VCMDX - Expense Ratio Comparison
PCRPX has a 0.92% expense ratio, which is higher than VCMDX's 0.20% expense ratio.
Correlation
The correlation between PCRPX and VCMDX is 0.97, 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.
Risk-Adjusted Performance
PCRPX vs. VCMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRPX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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.
Dividends
PCRPX vs. VCMDX - Dividend Comparison
PCRPX's dividend yield for the trailing twelve months is around 8.59%, more than VCMDX's 2.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 8.59% | 14.54% | 46.42% | 22.79% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 6.18% | 0.45% | 1.44% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.38% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PCRPX vs. VCMDX - Drawdown Comparison
The maximum PCRPX drawdown since its inception was -85.38%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for PCRPX and VCMDX. For additional features, visit the drawdowns tool.
Volatility
PCRPX vs. VCMDX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRPX) has a higher volatility of 4.24% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 3.83%. This indicates that PCRPX's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.