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PQCMX vs. BCSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PQCMX vs. BCSKX

Last updated Apr 2, 2026

Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and BlackRock Commodity Strategies Fund Class K (BCSKX).

PQCMX is managed by PGIM. It was launched on Nov 14, 2016. BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011.

Performance

PQCMX vs. BCSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and BlackRock Commodity Strategies Fund Class K (BCSKX). The values are adjusted to include any dividend payments, if applicable.

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PQCMX vs. BCSKX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
PQCMX
PGIM Quant Solutions Commodity Strategies Fund		26.95%13.62%5.09%-8.67%19.10%27.81%-1.13%8.78%-14.58%
BCSKX
BlackRock Commodity Strategies Fund Class K		20.37%28.88%4.44%-4.27%11.95%22.49%6.84%3.89%2.06%

Returns By Period

In the year-to-date period, PQCMX achieves a 26.95% return, which is significantly higher than BCSKX's 20.37% return.

PQCMX

1D
0.23%
1M
10.13%
YTD
26.95%
6M
32.40%
1Y
32.95%
3Y*
13.63%
5Y*
14.03%
10Y*
—

BCSKX

1D
0.97%
1M
0.81%
YTD
20.37%
6M
27.67%
1Y
41.82%
3Y*
16.50%
5Y*
14.27%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGIM Quant Solutions Commodity Strategies Fund

BlackRock Commodity Strategies Fund Class K

Often compared with PQCMX:
PQCMX vs. FFGTXPQCMX vs. RYMEXPQCMX vs. FIQRXPQCMX vs. FYHTXPQCMX vs. PCLPXPQCMX vs. DCMSXPQCMX vs. PCRIX
Often compared with BCSKX:
BCSKX vs. GCCIXBCSKX vs. SRUUFBCSKX vs. FYHTXBCSKX vs. BRCAXBCSKX vs. PCLPXBCSKX vs. PCLAXBCSKX vs. BRCYX

PQCMX vs. BCSKX - Expense Ratio Comparison

PQCMX has a 0.62% expense ratio, which is lower than BCSKX's 0.67% expense ratio.

BCSKX
BlackRock Commodity Strategies Fund Class K
PQCMX
PGIM Quant Solutions Commodity Strategies Fund

Return for Risk

PQCMX vs. BCSKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PQCMX
PQCMX Risk / Return Rank: 8888
Overall Rank
PQCMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PQCMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PQCMX Omega Ratio Rank: 8383
Omega Ratio Rank
PQCMX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PQCMX Martin Ratio Rank: 8585
Martin Ratio Rank
BCSKX
BCSKX Risk / Return Rank: 9696
Overall Rank
BCSKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BCSKX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BCSKX Omega Ratio Rank: 9393
Omega Ratio Rank
BCSKX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BCSKX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PQCMX vs. BCSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and BlackRock Commodity Strategies Fund Class K (BCSKX). 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.

PQCMXBCSKXDifference

Sharpe ratio

Return per unit of total volatility

1.93

2.63

-0.70

Sortino ratio

Return per unit of downside risk

2.50

3.31

-0.81

Omega ratio

Gain probability vs. loss probability

1.35

1.47

-0.12

Calmar ratio

Return relative to maximum drawdown

3.64

4.07

-0.43

Martin ratio

Return relative to average drawdown

9.70

20.58

-10.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PQCMX vs. BCSKX - Sharpe Ratio Comparison

The current PQCMX Sharpe Ratio is 1.93, which is comparable to the BCSKX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of PQCMX and BCSKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

PQCMXBCSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.63

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.91

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.76

-0.22

Correlation

The correlation between PQCMX and BCSKX is 0.75, 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. BCSKX - Dividend Comparison

PQCMX's dividend yield for the trailing twelve months is around 6.37%, more than BCSKX's 2.60% yield.

TTM202520242023202220212020201920182017
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%
BCSKX
BlackRock Commodity Strategies Fund Class K		2.60%3.13%3.66%9.45%9.11%2.72%0.84%2.08%2.02%0.00%

Drawdowns

PQCMX vs. BCSKX - Drawdown Comparison

The maximum PQCMX drawdown since its inception was -33.00%, which is greater than BCSKX's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for PQCMX and BCSKX.

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Drawdown Indicators

PQCMXBCSKXDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-30.34%

-2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-10.51%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.78%

-22.34%

-4.44%

Current Drawdown

Current decline from peak

0.00%

-0.40%

+0.40%

Average Drawdown

Average peak-to-trough decline

-12.01%

-6.67%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.08%

+1.42%

Volatility

PQCMX vs. BCSKX - Volatility Comparison

PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.15% compared to BlackRock Commodity Strategies Fund Class K (BCSKX) at 4.47%. This indicates that PQCMX's price experiences larger fluctuations and is considered to be riskier than BCSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PQCMXBCSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

4.47%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

12.36%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

16.15%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

15.80%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

15.08%

+0.02%