PQCMX vs. CCSZX
PQCMX (PGIM Quant Solutions Commodity Strategies Fund) and CCSZX (Columbia Commodity Strategy Fund) are both Commodities funds. Over the past 5 years, PQCMX returned 11.16%/yr vs 11.78%/yr for CCSZX. Their 0.96 correlation means they have historically moved very closely together. PQCMX charges 0.62%/yr vs 0.86%/yr for CCSZX.
Performance
PQCMX vs. CCSZX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PQCMX having a 25.79% return and CCSZX slightly lower at 25.10%.
PQCMX
- 1D
- -1.47%
- 1M
- 5.95%
- 6M
- 15.63%
- YTD
- 25.79%
- 1Y
- 38.52%
- 3Y*
- 12.75%
- 5Y*
- 11.16%
- 10Y*
- —
- ALL TIME*
- 7.69%
CCSZX
- 1D
- -1.83%
- 1M
- 4.57%
- 6M
- 15.62%
- YTD
- 25.10%
- 1Y
- 38.21%
- 3Y*
- 13.73%
- 5Y*
- 11.78%
- 10Y*
- 7.77%
- ALL TIME*
- 2.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PQCMX vs. CCSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 25.79% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
CCSZX Columbia Commodity Strategy Fund | 25.10% | 15.36% | 7.11% | -6.90% | 15.80% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
Correlation
The correlation between PQCMX and CCSZX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.96 |
The correlation between PQCMX and CCSZX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PQCMX | CCSZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.24 | -0.55 |
| Martin ratioReturn relative to average drawdown | 8.75 | 10.74 | -1.99 |
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Drawdowns
PQCMX vs. CCSZX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum CCSZX drawdown of -61.34%. 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% | -61.34% | +28.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -11.97% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -11.97% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -27.86% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.16% | — |
Current DrawdownCurrent decline from peak | -8.39% | -6.93% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -31.08% | +19.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 3.62% | +0.75% |
Volatility
PQCMX vs. CCSZX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 5.33% compared to Columbia Commodity Strategy Fund (CCSZX) at 4.29%. 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 | 5.33% | 4.29% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 14.23% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.78% | 16.94% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 16.88% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 14.90% | +0.31% |
PQCMX vs. CCSZX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is lower than CCSZX's 0.86% expense ratio.
Dividends
PQCMX vs. CCSZX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.43%, more than CCSZX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.40% | 3.00% | 8.84% | 4.42% | 94.73% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% |
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.43% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% |
Frequently Asked Questions
With a correlation of 0.93, PQCMX and CCSZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PQCMX has higher volatility (5.33%) compared to CCSZX (4.29%). In terms of maximum drawdown, PQCMX dropped -33.00% vs CCSZX's -61.34%.
CCSZX currently has the higher Sharpe Ratio (2.29 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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