PQCMX vs. PCLIX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX).

PQCMX is managed by PGIM. It was launched on Nov 14, 2016. PCLIX is managed by PIMCO. It was launched on May 27, 2010.

Performance

PQCMX vs. PCLIX - Performance Comparison

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

PQCMX vs. PCLIX - 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%
PCLIX PIMCO CommoditiesPLUS Strategy Fund	30.80%	5.76%	8.53%	0.69%	23.32%	43.83%	-9.18%	19.37%	-12.02%	11.90%

Returns By Period

In the year-to-date period, PQCMX achieves a 26.66% return, which is significantly lower than PCLIX's 30.80% return.

PQCMX

• 1D: 0.57%
• 1M: 12.26%
• YTD: 26.66%
• 6M: 32.84%
• 1Y: 32.65%
• 3Y*: 13.54%
• 5Y*: 14.09%
• 10Y*: —

PCLIX

• 1D: 0.79%
• 1M: 19.14%
• YTD: 30.80%
• 6M: 31.76%
• 1Y: 32.96%
• 3Y*: 15.28%
• 5Y*: 18.66%
• 10Y*: 13.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PQCMX vs. PCLIX - Expense Ratio Comparison

PQCMX has a 0.62% expense ratio, which is lower than PCLIX's 0.98% expense ratio.

PCLIX

PIMCO CommoditiesPLUS Strategy Fund

PQCMX

PGIM Quant Solutions Commodity Strategies Fund

Return for Risk

PQCMX vs. PCLIX — Risk / Return Rank

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

PQCMX

PQCMX Risk / Return Rank: 90
PQCMX Sharpe Ratio Rank: 92
PQCMX Sortino Ratio Rank: 90
PQCMX Omega Ratio Rank: 86
PQCMX Calmar Ratio Rank: 96
PQCMX Martin Ratio Rank: 89

PCLIX

PCLIX Risk / Return Rank: 88
PCLIX Sharpe Ratio Rank: 89
PCLIX Sortino Ratio Rank: 88
PCLIX Omega Ratio Rank: 84
PCLIX Calmar Ratio Rank: 94
PCLIX Martin Ratio Rank: 84

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. PCLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX). 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	PCLIX	Difference
Sharpe ratio Return per unit of total volatility	1.96	1.83	+0.13
Sortino ratio Return per unit of downside risk	2.54	2.38	+0.16
Omega ratio Gain probability vs. loss probability	1.36	1.34	+0.02
Calmar ratio Return relative to maximum drawdown	3.64	3.13	+0.51
Martin ratio Return relative to average drawdown	9.72	8.68	+1.04
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. PCLIX - Sharpe Ratio Comparison

The current PQCMX Sharpe Ratio is 1.96, which is comparable to the PCLIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PQCMX and PCLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PQCMX	PCLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	1.83	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.98	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.17	+0.37

Correlation

The correlation between PQCMX and PCLIX is 0.85, 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. PCLIX - Dividend Comparison

PQCMX's dividend yield for the trailing twelve months is around 6.38%, more than PCLIX's 1.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
PCLIX PIMCO CommoditiesPLUS Strategy Fund	1.43%	2.45%	7.50%	5.06%	42.60%	73.41%	0.77%	2.46%	18.58%	12.63%	0.16%	2.22%

Drawdowns

PQCMX vs. PCLIX - Drawdown Comparison

The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum PCLIX drawdown of -66.60%. Use the drawdown chart below to compare losses from any high point for PQCMX and PCLIX.

Drawdown Indicators

	PQCMX	PCLIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.00%	-66.60%	+33.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.32%	-10.90%	+1.58%
Max Drawdown (5Y) Largest decline over 5 years	-26.78%	-21.59%	-5.19%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.78%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.01%	-24.39%	+12.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	3.93%	-0.43%

Volatility

PQCMX vs. PCLIX - Volatility Comparison

The current volatility for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) is 8.32%, while PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a volatility of 10.48%. This indicates that PQCMX experiences smaller price fluctuations and is considered to be less risky than PCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PQCMX	PCLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	10.48%	-2.16%
Volatility (6M) Calculated over the trailing 6-month period	13.86%	14.76%	-0.90%
Volatility (1Y) Calculated over the trailing 1-year period	17.23%	18.95%	-1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.88%	19.13%	-2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.10%	40.53%	-25.43%