VCMDX vs. PCRIX
Compare and contrast key facts about Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and PIMCO Commodity Real Return Strategy Fund (PCRIX).
VCMDX is managed by Vanguard. It was launched on Jun 25, 2019. PCRIX is managed by PIMCO. It was launched on Jun 27, 2002.
Performance
VCMDX vs. PCRIX - Performance Comparison
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VCMDX vs. PCRIX - 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% |
PCRIX PIMCO Commodity Real Return Strategy Fund | 21.21% | 17.05% | 10.59% | -68.64% | 8.94% | 33.35% | 0.79% | 2.71% |
Returns By Period
In the year-to-date period, VCMDX achieves a 18.30% return, which is significantly lower than PCRIX's 21.21% return.
VCMDX
- 1D
- 0.39%
- 1M
- 6.43%
- YTD
- 18.30%
- 6M
- 24.60%
- 1Y
- 26.59%
- 3Y*
- 12.12%
- 5Y*
- 14.20%
- 10Y*
- —
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%
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VCMDX vs. PCRIX - Expense Ratio Comparison
VCMDX has a 0.20% expense ratio, which is lower than PCRIX's 0.80% expense ratio.
Return for Risk
VCMDX vs. PCRIX — Risk / Return Rank
VCMDX
PCRIX
VCMDX vs. PCRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) 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.
| VCMDX | PCRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.76 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.25 | 2.26 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.22 | -0.12 |
Martin ratioReturn relative to average drawdown | 9.46 | 9.71 | -0.24 |
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 | PCRIX | Difference | |
|---|---|---|---|
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 | 0.90 | -0.23 | +1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | -0.11 | +0.95 |
Correlation
The correlation between VCMDX and PCRIX is 0.97, 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. PCRIX - Dividend Comparison
VCMDX's dividend yield for the trailing twelve months is around 12.86%, more than PCRIX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
VCMDX vs. PCRIX - Drawdown Comparison
The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum PCRIX drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for VCMDX and PCRIX.
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Drawdown Indicators
| VCMDX | PCRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -88.17% | +61.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -9.49% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -78.15% | +52.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -78.15% | — |
Current DrawdownCurrent decline from peak | -1.31% | -80.59% | +79.28% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -51.60% | +40.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.15% | -0.22% |
Volatility
VCMDX vs. PCRIX - Volatility Comparison
The current volatility for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) is 5.98%, while PIMCO Commodity Real Return Strategy Fund (PCRIX) has a volatility of 7.29%. This indicates that VCMDX experiences smaller price fluctuations and is considered to be less risky than PCRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCMDX | PCRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 7.29% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 13.33% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 16.70% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 35.75% | -19.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 27.18% | -11.78% |