PortfoliosLab logoPortfoliosLab logo
PQCMX vs. BRCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQCMX vs. BRCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PQCMX vs. BRCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. 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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PQCMX
PQCMX Risk / Return Rank: 9090
Overall Rank
PQCMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PQCMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PQCMX Omega Ratio Rank: 8686
Omega Ratio Rank
PQCMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PQCMX Martin Ratio Rank: 8989
Martin Ratio Rank

BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX Martin Ratio Rank: 9797
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. 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.


PQCMXBRCAXDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.58

-0.62

Sortino ratio

Return per unit of downside risk

2.54

3.11

-0.56

Omega ratio

Gain probability vs. loss probability

1.36

1.48

-0.12

Calmar ratio

Return relative to maximum drawdown

3.64

4.74

-1.10

Martin ratio

Return relative to average drawdown

9.72

15.98

-6.26

PQCMX vs. BRCAX - Sharpe Ratio Comparison

The current PQCMX Sharpe Ratio is 1.96, which is comparable to the BRCAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of PQCMX and BRCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PQCMXBRCAXDifference

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.


TTM2025202420232022202120202019201820172016
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.


Loading graphics...

Drawdown Indicators


PQCMXBRCAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-12.01%

-28.81%

+16.80%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


PQCMXBRCAXDifference

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%