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BCD vs. EIPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BCD vs. EIPCX

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Parametric Commodity Strategy Fund Class I (EIPCX).

BCD is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.

Performance

BCD vs. EIPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Parametric Commodity Strategy Fund Class I (EIPCX). The values are adjusted to include any dividend payments, if applicable.

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BCD vs. EIPCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF		15.57%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.08%
EIPCX
Parametric Commodity Strategy Fund Class I		16.44%22.27%9.97%-4.70%17.76%30.13%7.83%9.58%-9.45%5.89%

Returns By Period

In the year-to-date period, BCD achieves a 15.57% return, which is significantly lower than EIPCX's 16.44% return.

BCD

1D
-0.67%
1M
4.50%
YTD
15.57%
6M
21.94%
1Y
22.76%
3Y*
11.07%
5Y*
13.81%
10Y*
—

EIPCX

1D
0.52%
1M
5.61%
YTD
16.44%
6M
25.65%
1Y
32.48%
3Y*
15.11%
5Y*
16.28%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

Parametric Commodity Strategy Fund Class I

Often compared with BCD:
BCD vs. PDBCBCD vs. DBCBCD vs. VCMDXBCD vs. DBABCD vs. PFFABCD vs. COMBCD vs. COMT
Often compared with EIPCX:
EIPCX vs. PDBCEIPCX vs. EAPCXEIPCX vs. AAAZXEIPCX vs. SPYEIPCX vs. SWMCXEIPCX vs. FFGCXEIPCX vs. FFGIX

BCD vs. EIPCX - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than EIPCX's 0.66% expense ratio.

EIPCX
Parametric Commodity Strategy Fund Class I
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

Return for Risk

BCD vs. EIPCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BCD
BCD Risk / Return Rank: 8080
Overall Rank
BCD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCD Omega Ratio Rank: 7878
Omega Ratio Rank
BCD Calmar Ratio Rank: 8585
Calmar Ratio Rank
BCD Martin Ratio Rank: 7575
Martin Ratio Rank
EIPCX
EIPCX Risk / Return Rank: 9494
Overall Rank
EIPCX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EIPCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
EIPCX Omega Ratio Rank: 9090
Omega Ratio Rank
EIPCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
EIPCX Martin Ratio Rank: 9595
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.

BCD vs. EIPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Parametric Commodity Strategy Fund Class I (EIPCX). 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.

BCDEIPCXDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.24

-0.74

Sortino ratio

Return per unit of downside risk

2.02

2.82

-0.80

Omega ratio

Gain probability vs. loss probability

1.29

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

2.42

3.60

-1.18

Martin ratio

Return relative to average drawdown

7.58

12.73

-5.15

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

BCD vs. EIPCX - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 1.51, which is lower than the EIPCX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of BCD and EIPCX, 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

BCDEIPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.24

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.12

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.24

+0.41

Correlation

The correlation between BCD and EIPCX 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

BCD vs. EIPCX - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 14.89%, more than EIPCX's 11.45% yield.

TTM2025202420232022202120202019201820172016
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF		14.89%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%0.00%
EIPCX
Parametric Commodity Strategy Fund Class I		11.45%13.33%5.65%3.69%14.93%13.83%3.10%1.54%0.87%5.14%6.59%

Drawdowns

BCD vs. EIPCX - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.81%, smaller than the maximum EIPCX drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for BCD and EIPCX.

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Drawdown Indicators

BCDEIPCXDifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-54.05%

+24.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-9.15%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-18.00%

-5.03%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.53%

—

Current Drawdown

Current decline from peak

-2.53%

-1.15%

-1.38%

Average Drawdown

Average peak-to-trough decline

-10.01%

-24.51%

+14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.58%

+0.53%

Volatility

BCD vs. EIPCX - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 5.53% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.42%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BCDEIPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

4.42%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

11.76%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

14.84%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.64%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

13.30%

+0.63%