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RYMEX vs. PCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RYMEX vs. PCLIX

Last updated Apr 1, 2026

Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX).

RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. PCLIX is managed by PIMCO. It was launched on May 27, 2010.

Performance

RYMEX vs. PCLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Commodities Strategy Fund (RYMEX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX). The values are adjusted to include any dividend payments, if applicable.

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RYMEX vs. PCLIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RYMEX
Rydex Commodities Strategy Fund		40.07%4.70%8.24%-6.14%23.72%39.03%-64.08%15.48%-14.96%4.67%
PCLIX
PIMCO CommoditiesPLUS Strategy Fund		30.80%5.76%8.53%0.69%23.32%43.83%-9.18%19.37%-12.02%10.86%

Returns By Period

In the year-to-date period, RYMEX achieves a 40.07% return, which is significantly higher than PCLIX's 30.80% return. Over the past 10 years, RYMEX has underperformed PCLIX with an annualized return of 0.96%, while PCLIX has yielded a comparatively higher 13.29% annualized return.

RYMEX

1D
1.67%
1M
24.61%
YTD
40.07%
6M
40.55%
1Y
40.95%
3Y*
16.42%
5Y*
17.74%
10Y*
0.96%

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)

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Rydex Commodities Strategy Fund

PIMCO CommoditiesPLUS Strategy Fund

Often compared with RYMEX:
RYMEX vs. SDCIRYMEX vs. PQCMXRYMEX vs. PCLPXRYMEX vs. RYTNXRYMEX vs. BCSKXRYMEX vs. FFGIXRYMEX vs. FYHTX
Often compared with PCLIX:
PCLIX vs. VCMDXPCLIX vs. GUNRPCLIX vs. XLEPCLIX vs. FGKFXPCLIX vs. BCDPCLIX vs. VEGBXPCLIX vs. PIMIX

RYMEX vs. PCLIX - Expense Ratio Comparison

RYMEX has a 1.60% expense ratio, which is higher than PCLIX's 0.98% expense ratio.

RYMEX
Rydex Commodities Strategy Fund
PCLIX
PIMCO CommoditiesPLUS Strategy Fund

Return for Risk

RYMEX vs. PCLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RYMEX
RYMEX Risk / Return Rank: 9191
Overall Rank
RYMEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RYMEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
RYMEX Omega Ratio Rank: 8686
Omega Ratio Rank
RYMEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
RYMEX Martin Ratio Rank: 8888
Martin Ratio Rank
PCLIX
PCLIX Risk / Return Rank: 8888
Overall Rank
PCLIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PCLIX Omega Ratio Rank: 8484
Omega Ratio Rank
PCLIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLIX Martin Ratio Rank: 8484
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.

RYMEX vs. PCLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) 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.

RYMEXPCLIXDifference

Sharpe ratio

Return per unit of total volatility

2.04

1.83

+0.20

Sortino ratio

Return per unit of downside risk

2.70

2.38

+0.32

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.03

Calmar ratio

Return relative to maximum drawdown

3.59

3.13

+0.46

Martin ratio

Return relative to average drawdown

9.58

8.68

+0.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYMEX vs. PCLIX - Sharpe Ratio Comparison

The current RYMEX Sharpe Ratio is 2.04, which is comparable to the PCLIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of RYMEX 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.

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Sharpe Ratios by Period

RYMEXPCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.83

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.98

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.33

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.17

-0.43

Correlation

The correlation between RYMEX and PCLIX is 0.92, 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

RYMEX vs. PCLIX - Dividend Comparison

RYMEX's dividend yield for the trailing twelve months is around 1.70%, more than PCLIX's 1.43% yield.

TTM20252024202320222021202020192018201720162015
RYMEX
Rydex Commodities Strategy Fund		1.70%2.38%0.00%4.98%17.15%2.97%0.00%0.74%44.23%1.49%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

RYMEX vs. PCLIX - Drawdown Comparison

The maximum RYMEX drawdown since its inception was -93.96%, which is greater than PCLIX's maximum drawdown of -66.60%. Use the drawdown chart below to compare losses from any high point for RYMEX and PCLIX.

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Drawdown Indicators

RYMEXPCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-93.96%

-66.60%

-27.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-10.90%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-30.45%

-21.59%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-69.87%

-51.78%

-18.09%

Current Drawdown

Current decline from peak

-84.04%

0.00%

-84.04%

Average Drawdown

Average peak-to-trough decline

-69.16%

-24.39%

-44.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

3.93%

+0.52%

Volatility

RYMEX vs. PCLIX - Volatility Comparison

Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to PIMCO CommoditiesPLUS Strategy Fund (PCLIX) at 10.48%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than PCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RYMEXPCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.73%

10.48%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

14.76%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

18.95%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.05%

19.13%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

40.53%

-12.91%