Parametric Commodity Strategy Fund Class A (EAPCX)
This fund's primary investment strategy involves commodity-linked derivative instruments supported by a collection of fixed-income securities. The fixed-income portfolio typically consists of U.S. Treasury securities and money market instruments. The duration of the fixed-income portfolio is usually less than one year, and it may vary depending on market conditions. The derivative instruments related to commodities include commodity index-linked swap agreements, futures, and commodity-linked notes.
Fund Info
US2779231321
277923132
May 25, 2011
$1,000
Expense Ratio
EAPCX has an expense ratio of 0.91%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Parametric Commodity Strategy Fund Class A (EAPCX) returned 5.42% year-to-date (YTD) and 2.15% over the past 12 months. Over the past 10 years, EAPCX returned 5.55% annually, underperforming the S&P 500 benchmark at 10.64%.
EAPCX
5.42%
1.26%
4.68%
2.15%
0.76%
16.67%
5.55%
^GSPC (Benchmark)
-0.67%
10.48%
-1.79%
10.08%
13.71%
14.60%
10.64%
Monthly Returns
The table below presents the monthly returns of EAPCX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.27% | -0.63% | 3.65% | -3.98% | 2.23% | 5.42% | |||||||
| 2024 | 1.36% | -0.50% | 4.74% | 3.88% | 1.40% | -1.69% | -3.28% | 0.32% | 4.34% | -1.54% | 0.94% | -0.40% | 9.63% |
| 2023 | 2.35% | -5.21% | 0.97% | -0.80% | -5.33% | 2.90% | 6.96% | -1.09% | -1.57% | -0.48% | -1.44% | -1.63% | -4.87% |
| 2022 | 6.55% | 6.15% | 8.47% | 2.60% | 0.38% | -9.61% | 2.38% | -1.50% | -5.27% | 1.32% | 5.78% | 0.28% | 17.26% |
| 2021 | 2.54% | 6.73% | -1.83% | 7.94% | 3.44% | 0.91% | 2.40% | -0.00% | 1.90% | 3.45% | -5.42% | 5.12% | 29.92% |
| 2020 | -6.07% | -4.24% | -12.66% | 0.72% | 6.96% | 3.59% | 6.71% | 6.29% | -2.86% | -0.79% | 7.13% | 4.98% | 7.77% |
| 2019 | 5.12% | 1.56% | -0.58% | -0.77% | -3.11% | 2.61% | -0.20% | -1.96% | 1.60% | 2.56% | -2.30% | 4.68% | 9.19% |
| 2018 | 1.48% | -1.64% | -1.11% | 2.24% | 1.83% | -3.77% | -2.98% | -1.92% | 1.57% | -1.93% | -0.79% | -2.78% | -9.60% |
| 2017 | 3.00% | 0.18% | -2.18% | -2.04% | -0.75% | -0.38% | 3.26% | 2.04% | -0.55% | 2.19% | -0.72% | 2.67% | 6.71% |
| 2016 | -2.20% | 1.02% | 4.05% | 7.20% | -2.18% | 4.64% | -2.13% | -1.45% | 2.76% | -0.36% | 2.15% | -0.04% | 13.75% |
| 2015 | -3.57% | 1.93% | -4.27% | 5.28% | -2.67% | -0.16% | -8.39% | -1.94% | -2.16% | 0.00% | -6.79% | -1.57% | -22.36% |
| 2014 | -0.93% | 6.28% | -0.13% | 2.39% | -2.09% | 1.88% | -3.20% | -0.89% | -6.16% | -1.51% | -3.75% | -5.68% | -13.54% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EAPCX is 29, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Parametric Commodity Strategy Fund Class A provided a 5.19% dividend yield over the last twelve months, with an annual payout of $0.33 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.33 | $0.33 | $0.20 | $0.94 | $0.86 | $0.16 | $0.06 | $0.02 | $0.27 | $0.35 | $0.00 | $0.10 |
Dividend yield | 5.19% | 5.47% | 3.43% | 14.80% | 13.74% | 2.92% | 1.12% | 0.41% | 4.98% | 6.50% | 0.00% | 1.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Commodity Strategy Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.94 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.86 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.10 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Parametric Commodity Strategy Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Parametric Commodity Strategy Fund Class A was 50.10%, occurring on Mar 18, 2020. Recovery took 469 trading sessions.
The current Parametric Commodity Strategy Fund Class A drawdown is 2.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.1% | Sep 17, 2012 | 1887 | Mar 18, 2020 | 469 | Jan 26, 2022 | 2356 |
| -18.05% | Apr 19, 2022 | 60 | Jul 14, 2022 | 651 | Feb 18, 2025 | 711 |
| -14.75% | Feb 28, 2012 | 82 | Jun 22, 2012 | 57 | Sep 14, 2012 | 139 |
| -10.12% | Mar 9, 2022 | 6 | Mar 16, 2022 | 22 | Apr 18, 2022 | 28 |
| -9.09% | Apr 3, 2025 | 4 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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