PQCMX vs. BRCAX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.
Performance
PQCMX vs. BRCAX - Performance Comparison
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PQCMX vs. BRCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 26.66% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 27.94% | 18.41% | 5.47% | -3.44% | 7.77% | 19.18% | 7.75% | 4.20% | -12.18% | 4.96% |
Returns By Period
The year-to-date returns for both investments are quite close, with PQCMX having a 26.66% return and BRCAX slightly higher at 27.94%.
PQCMX
- 1D
- 0.57%
- 1M
- 12.26%
- YTD
- 26.66%
- 6M
- 32.84%
- 1Y
- 32.65%
- 3Y*
- 13.54%
- 5Y*
- 14.09%
- 10Y*
- —
BRCAX
- 1D
- 0.84%
- 1M
- 11.88%
- YTD
- 27.94%
- 6M
- 36.77%
- 1Y
- 42.90%
- 3Y*
- 16.42%
- 5Y*
- 13.17%
- 10Y*
- 8.46%
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PQCMX vs. BRCAX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is lower than BRCAX's 1.40% expense ratio.
Return for Risk
PQCMX vs. BRCAX — Risk / Return Rank
PQCMX
BRCAX
PQCMX vs. BRCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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 | BRCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.58 | -0.62 |
Sortino ratioReturn per unit of downside risk | 2.54 | 3.11 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.48 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 4.74 | -1.10 |
Martin ratioReturn relative to average drawdown | 9.72 | 15.98 | -6.26 |
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
| PQCMX | BRCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.58 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.16 | +0.37 |
Correlation
The correlation between PQCMX and BRCAX is 0.87, 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. BRCAX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.38%, less than BRCAX's 10.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.38% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% | 0.00% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 10.95% | 14.02% | 4.85% | 3.80% | 9.98% | 16.92% | 0.00% | 0.89% | 0.17% | 0.00% | 2.58% |
Drawdowns
PQCMX vs. BRCAX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for PQCMX and BRCAX.
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Drawdown Indicators
| PQCMX | BRCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -60.98% | +27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -9.22% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -20.66% | -6.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.44% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -28.81% | +16.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.74% | +0.76% |
Volatility
PQCMX vs. BRCAX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.32% compared to Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) at 7.20%. This indicates that PQCMX's price experiences larger fluctuations and is considered to be riskier than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQCMX | BRCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 7.20% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 14.88% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.23% | 17.16% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.64% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 14.27% | +0.83% |