PISIX vs. PCRPX
PISIX (PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)) and PCRPX (PIMCO Commodity Real Return Strategy Fund) are both mutual funds - PISIX is a Foreign Large Cap Equities fund managed by PIMCO, while PCRPX is a Commodities fund managed by PIMCO. Over the past 10 years, PISIX returned 12.15%/yr vs 8.50%/yr for PCRPX. At a 0.24 correlation, their price movements are largely independent. PISIX charges 0.76%/yr vs 0.92%/yr for PCRPX.
Performance
PISIX vs. PCRPX - Performance Comparison
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Returns By Period
In the year-to-date period, PISIX achieves a 9.70% return, which is significantly lower than PCRPX's 26.84% return. Over the past 10 years, PISIX has outperformed PCRPX with an annualized return of 12.15%, while PCRPX has yielded a comparatively lower 8.50% annualized return.
PISIX
- 1D
- 0.68%
- 1M
- 4.68%
- YTD
- 9.70%
- 6M
- 5.65%
- 1Y
- 19.16%
- 3Y*
- 16.85%
- 5Y*
- 11.55%
- 10Y*
- 12.15%
PCRPX
- 1D
- 0.44%
- 1M
- -2.51%
- YTD
- 26.84%
- 6M
- 23.66%
- 1Y
- 39.65%
- 3Y*
- 18.81%
- 5Y*
- 12.56%
- 10Y*
- 8.50%
PISIX vs. PCRPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 9.70% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
PCRPX PIMCO Commodity Real Return Strategy Fund | 26.84% | 16.26% | 10.79% | -6.20% | 9.12% | 33.01% | 0.73% | 12.24% | -13.90% | 2.62% |
Correlation
The correlation between PISIX and PCRPX is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 1, 2008 | 0.24 |
The correlation between PISIX and PCRPX shifts across timeframes, from -0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PISIX vs. PCRPX — Risk / Return Rank
PISIX
PCRPX
PISIX vs. PCRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and PIMCO Commodity Real Return Strategy Fund (PCRPX). 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.
| PISIX | PCRPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.44 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 5.65 | -3.80 |
| Martin ratioReturn relative to average drawdown | 6.55 | 17.69 | -11.14 |
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
| PISIX | PCRPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.48 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.64 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.50 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.03 | +0.52 |
Drawdowns
PISIX vs. PCRPX - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.47%, smaller than the maximum PCRPX drawdown of -72.22%. Use the drawdown chart below to compare losses from any high point for PISIX and PCRPX.
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Drawdown Indicators
| PISIX | PCRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.47% | -72.22% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -7.13% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -10.32% | -4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.93% | -34.54% | +15.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -39.15% | +3.71% |
Current DrawdownCurrent decline from peak | -0.00% | -4.18% | +4.18% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -39.42% | +32.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.27% | +0.73% |
Volatility
PISIX vs. PCRPX - Volatility Comparison
The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 3.75%, while PIMCO Commodity Real Return Strategy Fund (PCRPX) has a volatility of 5.26%. This indicates that PISIX experiences smaller price fluctuations and is considered to be less risky than PCRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PISIX | PCRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 5.26% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 14.12% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 16.31% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 19.71% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 17.14% | -2.53% |
PISIX vs. PCRPX - Expense Ratio Comparison
PISIX has a 0.76% expense ratio, which is lower than PCRPX's 0.92% expense ratio.
Dividends
PISIX vs. PCRPX - Dividend Comparison
PISIX's dividend yield for the trailing twelve months is around 4.69%, more than PCRPX's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 4.01% | 5.09% | 8.47% | 6.50% | 46.40% | 22.80% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 5.23% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 4.69% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
Frequently Asked Questions
PISIX and PCRPX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCRPX has higher volatility (5.26%) compared to PISIX (3.75%). In terms of maximum drawdown, PISIX dropped -57.47% vs PCRPX's -72.22%.
PCRPX currently has the higher Sharpe Ratio (2.48 vs 1.37), 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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