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USCI vs. PCRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCI vs. PCRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and PIMCO Commodity Real Return Strategy Fund (PCRIX). The values are adjusted to include any dividend payments, if applicable.

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USCI vs. PCRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
22.82%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%
PCRIX
PIMCO Commodity Real Return Strategy Fund
21.21%17.05%10.59%-68.64%8.94%33.35%0.79%12.29%-13.77%2.71%

Returns By Period

In the year-to-date period, USCI achieves a 22.82% return, which is significantly higher than PCRIX's 21.21% return. Over the past 10 years, USCI has outperformed PCRIX with an annualized return of 9.00%, while PCRIX has yielded a comparatively lower -2.00% annualized return.


USCI

1D
-0.70%
1M
11.64%
YTD
22.82%
6M
22.37%
1Y
32.16%
3Y*
20.66%
5Y*
21.59%
10Y*
9.00%

PCRIX

1D
0.92%
1M
9.45%
YTD
21.21%
6M
25.18%
1Y
28.13%
3Y*
14.86%
5Y*
-8.03%
10Y*
-2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCI vs. PCRIX - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than PCRIX's 0.80% expense ratio.


Return for Risk

USCI vs. PCRIX — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 8686
Overall Rank
USCI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8686
Sortino Ratio Rank
USCI Omega Ratio Rank: 8181
Omega Ratio Rank
USCI Calmar Ratio Rank: 8888
Calmar Ratio Rank
USCI Martin Ratio Rank: 8585
Martin Ratio Rank

PCRIX
PCRIX Risk / Return Rank: 8888
Overall Rank
PCRIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PCRIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PCRIX Omega Ratio Rank: 8282
Omega Ratio Rank
PCRIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PCRIX Martin Ratio Rank: 8989
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.

USCI vs. PCRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and PIMCO Commodity Real Return Strategy Fund (PCRIX). 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.


USCIPCRIXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.76

0.00

Sortino ratio

Return per unit of downside risk

2.28

2.26

+0.01

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratio

Return relative to maximum drawdown

2.76

3.22

-0.46

Martin ratio

Return relative to average drawdown

9.39

9.71

-0.32

USCI vs. PCRIX - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.76, which is comparable to the PCRIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of USCI and PCRIX, 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


USCIPCRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.76

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

-0.23

+1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

-0.07

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.11

+0.40

Correlation

The correlation between USCI and PCRIX is 0.78, 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

USCI vs. PCRIX - Dividend Comparison

USCI has not paid dividends to shareholders, while PCRIX's dividend yield for the trailing twelve months is around 4.19%.


TTM20252024202320222021202020192018201720162015
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PCRIX
PIMCO Commodity Real Return Strategy Fund
4.19%5.61%8.34%16.19%46.23%22.74%1.56%4.00%5.94%8.14%0.91%5.29%

Drawdowns

USCI vs. PCRIX - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum PCRIX drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for USCI and PCRIX.


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Drawdown Indicators


USCIPCRIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-88.17%

+21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-9.49%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-78.15%

+59.31%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-78.15%

+32.33%

Current Drawdown

Current decline from peak

-0.70%

-80.59%

+79.89%

Average Drawdown

Average peak-to-trough decline

-29.82%

-51.60%

+21.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.15%

+0.38%

Volatility

USCI vs. PCRIX - Volatility Comparison

United States Commodity Index Fund (USCI) and PIMCO Commodity Real Return Strategy Fund (PCRIX) have volatilities of 6.98% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIPCRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

7.29%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

13.33%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

16.70%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

35.75%

-17.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

27.18%

-11.40%