ARCNX vs. EAPCX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Parametric Commodity Strategy Fund Class A (EAPCX).
ARCNX is managed by AQR. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
ARCNX vs. EAPCX - Performance Comparison
Loading graphics...
ARCNX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
EAPCX Parametric Commodity Strategy Fund Class A | 17.25% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ARCNX having a 17.59% return and EAPCX slightly lower at 17.25%. Over the past 10 years, ARCNX has outperformed EAPCX with an annualized return of 12.76%, while EAPCX has yielded a comparatively lower 11.17% annualized return.
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
EAPCX
- 1D
- 0.79%
- 1M
- 5.49%
- YTD
- 17.25%
- 6M
- 25.77%
- 1Y
- 32.66%
- 3Y*
- 15.07%
- 5Y*
- 16.10%
- 10Y*
- 11.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARCNX vs. EAPCX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
ARCNX vs. EAPCX — Risk / Return Rank
ARCNX
EAPCX
ARCNX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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.
| ARCNX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.25 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.83 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.70 | -0.57 |
Martin ratioReturn relative to average drawdown | 9.87 | 12.97 | -3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ARCNX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.25 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 1.11 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.84 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | +0.01 |
Correlation
The correlation between ARCNX and EAPCX is 0.91, 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
ARCNX vs. EAPCX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.54%, more than EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.28% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
ARCNX vs. EAPCX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, roughly equal to the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for ARCNX and EAPCX.
Loading graphics...
Drawdown Indicators
| ARCNX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -52.59% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -9.09% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -18.05% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | -28.81% | -3.99% |
Current DrawdownCurrent decline from peak | -0.56% | -0.39% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -26.26% | -23.03% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.60% | +0.61% |
Volatility
ARCNX vs. EAPCX - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) has a higher volatility of 5.33% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that ARCNX's price experiences larger fluctuations and is considered to be riskier than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ARCNX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.58% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 11.78% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 14.85% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 14.64% | +4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 13.29% | +4.17% |