PQCMX vs. CCSZX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Columbia Commodity Strategy Fund (CCSZX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. CCSZX is managed by Columbia. It was launched on Jun 17, 2012.
Performance
PQCMX vs. CCSZX - Performance Comparison
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PQCMX vs. CCSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 28.82% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
CCSZX Columbia Commodity Strategy Fund | 24.80% | 15.36% | 7.11% | -6.90% | -39.43% | 31.34% | -1.17% | 7.45% | -14.09% | 3.19% |
Returns By Period
In the year-to-date period, PQCMX achieves a 28.82% return, which is significantly higher than CCSZX's 24.80% return.
PQCMX
- 1D
- 2.05%
- 1M
- 11.06%
- YTD
- 28.82%
- 6M
- 34.35%
- 1Y
- 38.00%
- 3Y*
- 13.81%
- 5Y*
- 14.37%
- 10Y*
- —
CCSZX
- 1D
- 1.31%
- 1M
- 8.92%
- YTD
- 24.80%
- 6M
- 29.70%
- 1Y
- 35.37%
- 3Y*
- 14.22%
- 5Y*
- 1.01%
- 10Y*
- 1.88%
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PQCMX vs. CCSZX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is lower than CCSZX's 0.86% expense ratio.
Return for Risk
PQCMX vs. CCSZX — Risk / Return Rank
PQCMX
CCSZX
PQCMX vs. CCSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Columbia Commodity Strategy Fund (CCSZX). 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 | CCSZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.87 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.59 | 2.38 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 3.09 | +0.66 |
Martin ratioReturn relative to average drawdown | 9.99 | 9.67 | +0.32 |
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 | CCSZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.87 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.04 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | -0.13 | +0.68 |
Correlation
The correlation between PQCMX and CCSZX is 0.97, 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. CCSZX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.28%, more than CCSZX's 2.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.28% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% |
CCSZX Columbia Commodity Strategy Fund | 2.40% | 3.00% | 8.84% | 4.42% | 0.00% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% |
Drawdowns
PQCMX vs. CCSZX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum CCSZX drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for PQCMX and CCSZX.
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Drawdown Indicators
| PQCMX | CCSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -63.75% | +30.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.29% | -6.83% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -62.27% | +35.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.27% | — |
Current DrawdownCurrent decline from peak | 0.00% | -41.11% | +41.11% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -40.83% | +28.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.34% | +0.16% |
Volatility
PQCMX vs. CCSZX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.33% compared to Columbia Commodity Strategy Fund (CCSZX) at 7.75%. This indicates that PQCMX's price experiences larger fluctuations and is considered to be riskier than CCSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQCMX | CCSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.33% | 7.75% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 13.41% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 16.93% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 28.06% | -11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 21.75% | -6.64% |