PQCMX vs. ARCNX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. ARCNX is managed by AQR.
Performance
PQCMX vs. ARCNX - Performance Comparison
Loading graphics...
PQCMX vs. ARCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 26.95% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.56% |
Returns By Period
In the year-to-date period, PQCMX achieves a 26.95% return, which is significantly higher than ARCNX's 17.59% return.
PQCMX
- 1D
- 0.23%
- 1M
- 10.13%
- YTD
- 26.95%
- 6M
- 32.40%
- 1Y
- 32.95%
- 3Y*
- 13.63%
- 5Y*
- 14.03%
- 10Y*
- —
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PQCMX vs. ARCNX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is lower than ARCNX's 1.28% expense ratio.
Return for Risk
PQCMX vs. ARCNX — Risk / Return Rank
PQCMX
ARCNX
PQCMX vs. ARCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX). 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.
| PQCMX | ARCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.96 | -0.03 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.45 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.14 | +0.50 |
Martin ratioReturn relative to average drawdown | 9.70 | 9.87 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PQCMX | ARCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.96 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.97 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.29 | +0.24 |
Correlation
The correlation between PQCMX and ARCNX is 0.86, 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
PQCMX vs. ARCNX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.37%, less than ARCNX's 11.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.37% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% | 0.00% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
Drawdowns
PQCMX vs. ARCNX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum ARCNX drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for PQCMX and ARCNX.
Loading graphics...
Drawdown Indicators
| PQCMX | ARCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -55.17% | +22.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -10.10% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -20.30% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.56% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -26.26% | +14.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.21% | +0.29% |
Volatility
PQCMX vs. ARCNX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.15% compared to AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) at 5.33%. This indicates that PQCMX's price experiences larger fluctuations and is considered to be riskier than ARCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PQCMX | ARCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 5.33% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 12.61% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 15.93% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 19.16% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 17.46% | -2.36% |