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VCMDX vs. PCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VCMDX vs. PCLIX

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX).

VCMDX is managed by Vanguard. It was launched on Jun 25, 2019. PCLIX is managed by PIMCO. It was launched on May 27, 2010.

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.

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VCMDX vs. PCLIX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		18.30%18.20%5.27%-7.45%13.83%34.82%5.07%2.74%
PCLIX
PIMCO CommoditiesPLUS Strategy Fund		30.80%5.76%8.53%0.69%23.32%43.83%-9.18%3.76%

Returns By Period

In the year-to-date period, VCMDX achieves a 18.30% return, which is significantly lower than PCLIX's 30.80% return.

VCMDX

1D
0.39%
1M
6.43%
YTD
18.30%
6M
24.60%
1Y
26.59%
3Y*
12.12%
5Y*
14.20%
10Y*
—

PCLIX

1D
0.79%
1M
19.14%
YTD
30.80%
6M
31.76%
1Y
32.96%
3Y*
15.28%
5Y*
18.66%
10Y*
13.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Vanguard Commodity Strategy Fund Admiral Shares

PIMCO CommoditiesPLUS Strategy Fund

Often compared with VCMDX:
VCMDX vs. COMTVCMDX vs. GSGVCMDX vs. BCDVCMDX vs. VOOVCMDX vs. FSGGXVCMDX vs. COMBVCMDX vs. PCRIX
Often compared with PCLIX:
PCLIX vs. GUNRPCLIX vs. XLEPCLIX vs. FGKFXPCLIX vs. BCDPCLIX vs. VEGBXPCLIX vs. PIMIXPCLIX vs. PCRIX

VCMDX vs. PCLIX - Expense Ratio Comparison

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

PCLIX
PIMCO CommoditiesPLUS Strategy Fund
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares

Return for Risk

VCMDX vs. PCLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCMDX
VCMDX Risk / Return Rank: 8888
Overall Rank
VCMDX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCMDX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VCMDX Omega Ratio Rank: 8383
Omega Ratio Rank
VCMDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCMDX Martin Ratio Rank: 8888
Martin Ratio Rank
PCLIX
PCLIX Risk / Return Rank: 8888
Overall Rank
PCLIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PCLIX Omega Ratio Rank: 8484
Omega Ratio Rank
PCLIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLIX Martin Ratio Rank: 8484
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.

VCMDX vs. PCLIX - Risk-Adjusted Trends 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.

VCMDXPCLIXDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.83

-0.07

Sortino ratio

Return per unit of downside risk

2.25

2.38

-0.12

Omega ratio

Gain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratio

Return relative to maximum drawdown

3.10

3.13

-0.03

Martin ratio

Return relative to average drawdown

9.46

8.68

+0.79

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCMDX vs. PCLIX - Sharpe Ratio Comparison

The current VCMDX Sharpe Ratio is 1.76, which is comparable to the PCLIX Sharpe Ratio of 1.83. 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.

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Sharpe Ratios by Period

VCMDXPCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.83

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.98

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.33

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.17

+0.67

Correlation

The correlation between VCMDX and PCLIX is 0.84, 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. PCLIX - Dividend Comparison

VCMDX's dividend yield for the trailing twelve months is around 12.86%, more than PCLIX's 1.43% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%
PCLIX
PIMCO CommoditiesPLUS Strategy Fund		1.43%2.45%7.50%5.06%42.60%73.41%0.77%2.46%18.58%12.63%0.16%2.22%

Drawdowns

VCMDX vs. PCLIX - Drawdown Comparison

The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum PCLIX drawdown of -66.60%. Use the drawdown chart below to compare losses from any high point for VCMDX and PCLIX.

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Drawdown Indicators

VCMDXPCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.67%

-66.60%

+39.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-10.90%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.45%

-21.59%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-51.78%

—

Current Drawdown

Current decline from peak

-1.31%

0.00%

-1.31%

Average Drawdown

Average peak-to-trough decline

-11.10%

-24.39%

+13.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.93%

-1.00%

Volatility

VCMDX vs. PCLIX - Volatility Comparison

The current volatility for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) is 5.98%, while PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a volatility of 10.48%. 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.

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Volatility by Period

VCMDXPCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

10.48%

-4.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

14.76%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

18.95%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

19.13%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.40%

40.53%

-25.13%