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BCSKX vs. EIPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BCSKX vs. EIPCX

Last updated Apr 2, 2026

Compare and contrast key facts about BlackRock Commodity Strategies Fund Class K (BCSKX) and Parametric Commodity Strategy Fund Class I (EIPCX).

BCSKX is a passively managed fund by BlackRock that tracks the performance of the Bloomberg Commodity Index Total Return. It was launched on Oct 3, 2011. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.

Performance

BCSKX vs. EIPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Commodity Strategies Fund Class K (BCSKX) and Parametric Commodity Strategy Fund Class I (EIPCX). The values are adjusted to include any dividend payments, if applicable.

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BCSKX vs. EIPCX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
BCSKX
BlackRock Commodity Strategies Fund Class K		20.37%28.88%4.44%-4.27%11.95%22.49%6.84%3.89%2.06%
EIPCX
Parametric Commodity Strategy Fund Class I		17.35%22.27%9.97%-4.70%17.76%30.13%7.83%9.58%-11.23%

Returns By Period

In the year-to-date period, BCSKX achieves a 20.37% return, which is significantly higher than EIPCX's 17.35% return.

BCSKX

1D
0.97%
1M
0.81%
YTD
20.37%
6M
27.67%
1Y
41.82%
3Y*
16.50%
5Y*
14.27%
10Y*
—

EIPCX

1D
0.78%
1M
5.42%
YTD
17.35%
6M
25.90%
1Y
33.11%
3Y*
15.41%
5Y*
16.38%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BlackRock Commodity Strategies Fund Class K

Parametric Commodity Strategy Fund Class I

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Often compared with EIPCX:
EIPCX vs. PDBCEIPCX vs. BCDEIPCX vs. EAPCXEIPCX vs. AAAZXEIPCX vs. SPYEIPCX vs. SWMCXEIPCX vs. FFGCX

BCSKX vs. EIPCX - Expense Ratio Comparison

BCSKX has a 0.67% expense ratio, which is higher than EIPCX's 0.66% expense ratio.

BCSKX
BlackRock Commodity Strategies Fund Class K
EIPCX
Parametric Commodity Strategy Fund Class I

Return for Risk

BCSKX vs. EIPCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BCSKX
BCSKX Risk / Return Rank: 9696
Overall Rank
BCSKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BCSKX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BCSKX Omega Ratio Rank: 9393
Omega Ratio Rank
BCSKX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BCSKX Martin Ratio Rank: 9898
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.

BCSKX vs. EIPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Fund Class K (BCSKX) 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.

BCSKXEIPCXDifference

Sharpe ratio

Return per unit of total volatility

2.63

2.27

+0.36

Sortino ratio

Return per unit of downside risk

3.31

2.86

+0.45

Omega ratio

Gain probability vs. loss probability

1.47

1.41

+0.07

Calmar ratio

Return relative to maximum drawdown

4.07

3.73

+0.34

Martin ratio

Return relative to average drawdown

20.58

13.21

+7.37

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

BCSKX vs. EIPCX - Sharpe Ratio Comparison

The current BCSKX Sharpe Ratio is 2.63, which is comparable to the EIPCX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of BCSKX 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

BCSKXEIPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.27

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

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

0.76

0.24

+0.52

Correlation

The correlation between BCSKX and EIPCX is 0.77, 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

BCSKX vs. EIPCX - Dividend Comparison

BCSKX's dividend yield for the trailing twelve months is around 2.60%, less than EIPCX's 11.36% yield.

TTM2025202420232022202120202019201820172016
BCSKX
BlackRock Commodity Strategies Fund Class K		2.60%3.13%3.66%9.45%9.11%2.72%0.84%2.08%2.02%0.00%0.00%
EIPCX
Parametric Commodity Strategy Fund Class I		11.36%13.33%5.65%3.69%14.93%13.83%3.10%1.54%0.87%5.14%6.59%

Drawdowns

BCSKX vs. EIPCX - Drawdown Comparison

The maximum BCSKX drawdown since its inception was -30.34%, smaller than the maximum EIPCX drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for BCSKX and EIPCX.

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Drawdown Indicators

BCSKXEIPCXDifference

Max Drawdown

Largest peak-to-trough decline

-30.34%

-54.05%

+23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-9.15%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-18.00%

-4.34%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.53%

—

Current Drawdown

Current decline from peak

-0.40%

-0.38%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.67%

-24.50%

+17.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.58%

-0.50%

Volatility

BCSKX vs. EIPCX - Volatility Comparison

BlackRock Commodity Strategies Fund Class K (BCSKX) and Parametric Commodity Strategy Fund Class I (EIPCX) have volatilities of 4.47% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BCSKXEIPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.39%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

11.78%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

14.82%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

14.64%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

13.30%

+1.78%