RYMEX vs. PCRPX
Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and PIMCO Commodity Real Return Strategy Fund (PCRPX).
RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. PCRPX is managed by PIMCO. It was launched on Apr 30, 2008.
Performance
RYMEX vs. PCRPX - Performance Comparison
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RYMEX vs. PCRPX - 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% |
PCRPX PIMCO Commodity Real Return Strategy Fund | 21.14% | 16.26% | 10.79% | -6.20% | 9.12% | 33.01% | 0.73% | 12.24% | -13.90% | 2.62% |
Returns By Period
In the year-to-date period, RYMEX achieves a 40.07% return, which is significantly higher than PCRPX's 21.14% return. Over the past 10 years, RYMEX has underperformed PCRPX with an annualized return of 0.96%, while PCRPX has yielded a comparatively higher 9.23% 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%
PCRPX
- 1D
- 0.87%
- 1M
- 9.42%
- YTD
- 21.14%
- 6M
- 25.05%
- 1Y
- 27.99%
- 3Y*
- 14.64%
- 5Y*
- 14.38%
- 10Y*
- 9.23%
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RYMEX vs. PCRPX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than PCRPX's 0.92% expense ratio.
Return for Risk
RYMEX vs. PCRPX — Risk / Return Rank
RYMEX
PCRPX
RYMEX vs. PCRPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) and PIMCO Commodity Real Return Strategy Fund (PCRPX). 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 | PCRPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 1.76 | +0.28 |
Sortino ratioReturn per unit of downside risk | 2.70 | 2.26 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 3.22 | +0.38 |
Martin ratioReturn relative to average drawdown | 9.58 | 9.64 | -0.07 |
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
| RYMEX | PCRPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.76 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.74 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.54 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.02 | -0.28 |
Correlation
The correlation between RYMEX and PCRPX is 0.80, 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. PCRPX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.70%, less than PCRPX's 4.20% 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% |
PCRPX PIMCO Commodity Real Return Strategy Fund | 4.20% | 5.09% | 8.47% | 6.50% | 46.40% | 22.80% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 5.23% |
Drawdowns
RYMEX vs. PCRPX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -93.96%, which is greater than PCRPX's maximum drawdown of -72.22%. Use the drawdown chart below to compare losses from any high point for RYMEX and PCRPX.
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Drawdown Indicators
| RYMEX | PCRPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.96% | -72.22% | -21.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -9.44% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -34.54% | +4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -69.87% | -39.15% | -30.72% |
Current DrawdownCurrent decline from peak | -84.04% | -8.48% | -75.56% |
Average DrawdownAverage peak-to-trough decline | -69.16% | -39.76% | -29.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.15% | +1.30% |
Volatility
RYMEX vs. PCRPX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to PIMCO Commodity Real Return Strategy Fund (PCRPX) at 7.30%. This indicates that RYMEX's price experiences larger fluctuations and is considered to be riskier than PCRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYMEX | PCRPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.73% | 7.30% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 13.33% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 16.69% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 19.62% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 17.12% | +10.50% |