PortfoliosLab logo
VCMDX vs. PCLIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCMDX and PCLIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VCMDX vs. PCLIX - Performance Comparison

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

60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
71.43%
74.15%
VCMDX
PCLIX

Key characteristics

Sharpe Ratio

VCMDX:

0.59

PCLIX:

-0.25

Sortino Ratio

VCMDX:

0.87

PCLIX:

-0.24

Omega Ratio

VCMDX:

1.11

PCLIX:

0.97

Calmar Ratio

VCMDX:

0.32

PCLIX:

-0.24

Martin Ratio

VCMDX:

1.52

PCLIX:

-0.68

Ulcer Index

VCMDX:

4.83%

PCLIX:

5.58%

Daily Std Dev

VCMDX:

12.46%

PCLIX:

15.19%

Max Drawdown

VCMDX:

-26.67%

PCLIX:

-68.96%

Current Drawdown

VCMDX:

-14.02%

PCLIX:

-12.21%

Returns By Period

In the year-to-date period, VCMDX achieves a 5.94% return, which is significantly higher than PCLIX's -4.48% return.


VCMDX

YTD

5.94%

1M

1.89%

6M

5.50%

1Y

5.18%

5Y*

15.73%

10Y*

N/A

PCLIX

YTD

-4.48%

1M

-0.48%

6M

-3.85%

1Y

-5.15%

5Y*

22.48%

10Y*

4.83%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCMDX vs. PCLIX - Expense Ratio Comparison

VCMDX has a 0.20% expense ratio, which is lower than PCLIX's 0.98% expense ratio.


Risk-Adjusted Performance

VCMDX vs. PCLIX — Risk-Adjusted Performance Rank

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

VCMDX
The Risk-Adjusted Performance Rank of VCMDX is 4646
Overall Rank
The Sharpe Ratio Rank of VCMDX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VCMDX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VCMDX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VCMDX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VCMDX is 4444
Martin Ratio Rank

PCLIX
The Risk-Adjusted Performance Rank of PCLIX is 66
Overall Rank
The Sharpe Ratio Rank of PCLIX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PCLIX is 66
Sortino Ratio Rank
The Omega Ratio Rank of PCLIX is 77
Omega Ratio Rank
The Calmar Ratio Rank of PCLIX is 44
Calmar Ratio Rank
The Martin Ratio Rank of PCLIX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCMDX vs. PCLIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) 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.


The current VCMDX Sharpe Ratio is 0.59, which is higher than the PCLIX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of VCMDX 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.59
-0.25
VCMDX
PCLIX

Dividends

VCMDX vs. PCLIX - Dividend Comparison

VCMDX's dividend yield for the trailing twelve months is around 2.06%, less than PCLIX's 8.85% yield.


TTM20242023202220212020201920182017201620152014
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
2.06%2.19%2.50%14.21%30.56%0.50%0.60%0.00%0.00%0.00%0.00%0.00%
PCLIX
PIMCO CommoditiesPLUS Strategy Fund
8.85%7.50%3.64%42.60%73.41%0.39%1.23%9.29%6.31%0.08%1.11%2.83%

Drawdowns

VCMDX vs. PCLIX - Drawdown Comparison

The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum PCLIX drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for VCMDX and PCLIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-14.02%
-12.21%
VCMDX
PCLIX

Volatility

VCMDX vs. PCLIX - Volatility Comparison

The current volatility for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) is 6.36%, while PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a volatility of 6.86%. This indicates that VCMDX experiences smaller price fluctuations and is considered to be less risky than PCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
6.36%
6.86%
VCMDX
PCLIX