RYMEX vs. PCLPX
Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and PIMCO CommoditiesPLUS Strategy I2 (PCLPX).
RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. PCLPX is an actively managed fund by PIMCO. It was launched on May 28, 2010.
Performance
RYMEX vs. PCLPX - Performance Comparison
Loading graphics...
RYMEX vs. PCLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PCLPX PIMCO CommoditiesPLUS Strategy I2 | 30.92% | 4.45% | 5.92% | 0.24% | 23.04% | 43.50% | -9.12% | 19.39% | -12.15% | 10.53% |
Returns By Period
In the year-to-date period, RYMEX achieves a 40.07% return, which is significantly higher than PCLPX's 30.92% return. Over the past 10 years, RYMEX has underperformed PCLPX with an annualized return of 0.96%, while PCLPX has yielded a comparatively higher 12.75% 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%
PCLPX
- 1D
- 0.81%
- 1M
- 19.05%
- YTD
- 30.92%
- 6M
- 31.70%
- 1Y
- 32.88%
- 3Y*
- 13.71%
- 5Y*
- 17.65%
- 10Y*
- 12.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYMEX vs. PCLPX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than PCLPX's 0.92% expense ratio.
Return for Risk
RYMEX vs. PCLPX — Risk / Return Rank
RYMEX
PCLPX
RYMEX vs. PCLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and PIMCO CommoditiesPLUS Strategy I2 (PCLPX). 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.
| RYMEX | PCLPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.84 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.70 | 2.39 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 3.11 | +0.48 |
Martin ratioReturn relative to average drawdown | 9.58 | 8.65 | +0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYMEX | PCLPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.84 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.92 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.32 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.15 | -0.41 |
Correlation
The correlation between RYMEX and PCLPX 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. PCLPX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.70%, more than PCLPX's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PCLPX PIMCO CommoditiesPLUS Strategy I2 | 1.41% | 1.31% | 5.22% | 4.65% | 43.16% | 74.10% | 0.71% | 2.39% | 18.62% | 12.52% | 0.15% | 1.92% |
Drawdowns
RYMEX vs. PCLPX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -93.96%, which is greater than PCLPX's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for RYMEX and PCLPX.
Loading graphics...
Drawdown Indicators
| RYMEX | PCLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.96% | -66.98% | -26.98% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -10.95% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -21.53% | -8.92% |
Max Drawdown (10Y)Largest decline over 10 years | -69.87% | -51.87% | -18.00% |
Current DrawdownCurrent decline from peak | -84.04% | 0.00% | -84.04% |
Average DrawdownAverage peak-to-trough decline | -69.16% | -24.90% | -44.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.94% | +0.51% |
Volatility
RYMEX vs. PCLPX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to PIMCO CommoditiesPLUS Strategy I2 (PCLPX) at 10.35%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than PCLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RYMEX | PCLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.73% | 10.35% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 14.66% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 18.86% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 19.23% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 40.61% | -12.99% |