VCMDX vs. DBCMX
Compare and contrast key facts about Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and DoubleLine Strategic Commodity Fund (DBCMX).
VCMDX is managed by Vanguard. It was launched on Jun 25, 2019. DBCMX is managed by DoubleLine. It was launched on May 17, 2015.
Performance
VCMDX vs. DBCMX - Performance Comparison
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VCMDX vs. DBCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 18.30% | 18.20% | 5.27% | -7.45% | 13.83% | 34.82% | 5.07% | 2.74% |
DBCMX DoubleLine Strategic Commodity Fund | 23.68% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 1.47% |
Returns By Period
In the year-to-date period, VCMDX achieves a 18.30% return, which is significantly lower than DBCMX's 23.68% return.
VCMDX
- 1D
- 0.39%
- 1M
- 6.43%
- YTD
- 18.30%
- 6M
- 24.60%
- 1Y
- 26.59%
- 3Y*
- 12.12%
- 5Y*
- 14.20%
- 10Y*
- —
DBCMX
- 1D
- 0.45%
- 1M
- 13.32%
- YTD
- 23.68%
- 6M
- 26.71%
- 1Y
- 28.84%
- 3Y*
- 9.03%
- 5Y*
- 11.17%
- 10Y*
- 7.37%
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VCMDX vs. DBCMX - Expense Ratio Comparison
VCMDX has a 0.20% expense ratio, which is lower than DBCMX's 1.02% expense ratio.
Return for Risk
VCMDX vs. DBCMX — Risk / Return Rank
VCMDX
DBCMX
VCMDX vs. DBCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and DoubleLine Strategic Commodity Fund (DBCMX). 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.
| VCMDX | DBCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.29 | -0.52 |
Sortino ratioReturn per unit of downside risk | 2.25 | 3.02 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.64 | -0.53 |
Martin ratioReturn relative to average drawdown | 9.46 | 13.71 | -4.25 |
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
| VCMDX | DBCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.29 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.69 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.51 | +0.32 |
Correlation
The correlation between VCMDX and DBCMX is 0.75, 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
VCMDX vs. DBCMX - Dividend Comparison
VCMDX's dividend yield for the trailing twelve months is around 12.86%, more than DBCMX's 2.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 12.86% | 15.21% | 2.19% | 2.50% | 14.21% | 30.56% | 0.50% | 0.60% | 0.00% | 0.00% | 0.00% |
DBCMX DoubleLine Strategic Commodity Fund | 2.45% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
Drawdowns
VCMDX vs. DBCMX - Drawdown Comparison
The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum DBCMX drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for VCMDX and DBCMX.
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Drawdown Indicators
| VCMDX | DBCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -37.62% | +10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -7.93% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -27.60% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.62% | — |
Current DrawdownCurrent decline from peak | -1.31% | 0.00% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -13.47% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.10% | +0.83% |
Volatility
VCMDX vs. DBCMX - Volatility Comparison
Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and DoubleLine Strategic Commodity Fund (DBCMX) have volatilities of 5.98% and 6.16%, 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
| VCMDX | DBCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 6.16% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 9.94% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 12.77% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.16% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 14.50% | +0.90% |