BICSX vs. BRCAX
Compare and contrast key facts about BlackRock Commodity Strategies Portfolio (BICSX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).
BICSX is managed by BlackRock. It was launched on Oct 2, 2011. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.
Performance
BICSX vs. BRCAX - Performance Comparison
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BICSX vs. BRCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 27.94% | 18.41% | 5.47% | -3.44% | 7.77% | 19.18% | 7.75% | 4.20% | -12.18% | 4.49% |
Returns By Period
In the year-to-date period, BICSX achieves a 19.23% return, which is significantly lower than BRCAX's 27.94% return. Over the past 10 years, BICSX has outperformed BRCAX with an annualized return of 10.38%, while BRCAX has yielded a comparatively lower 8.46% annualized return.
BICSX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.23%
- 6M
- 26.56%
- 1Y
- 40.74%
- 3Y*
- 16.08%
- 5Y*
- 14.24%
- 10Y*
- 10.38%
BRCAX
- 1D
- 0.84%
- 1M
- 11.88%
- YTD
- 27.94%
- 6M
- 36.77%
- 1Y
- 42.90%
- 3Y*
- 16.42%
- 5Y*
- 13.17%
- 10Y*
- 8.46%
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BICSX vs. BRCAX - Expense Ratio Comparison
BICSX has a 0.72% expense ratio, which is lower than BRCAX's 1.40% expense ratio.
Return for Risk
BICSX vs. BRCAX — Risk / Return Rank
BICSX
BRCAX
BICSX vs. BRCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.
| BICSX | BRCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 2.58 | -0.04 |
Sortino ratioReturn per unit of downside risk | 3.22 | 3.11 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.48 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | 4.74 | -0.87 |
Martin ratioReturn relative to average drawdown | 19.67 | 15.98 | +3.69 |
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
| BICSX | BRCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.58 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.85 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.60 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.16 | +0.12 |
Correlation
The correlation between BICSX and BRCAX 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
BICSX vs. BRCAX - Dividend Comparison
BICSX's dividend yield for the trailing twelve months is around 2.59%, less than BRCAX's 10.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 2.59% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 10.95% | 14.02% | 4.85% | 3.80% | 9.98% | 16.92% | 0.00% | 0.89% | 0.17% | 0.00% | 2.58% |
Drawdowns
BICSX vs. BRCAX - Drawdown Comparison
The maximum BICSX drawdown since its inception was -51.59%, smaller than the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for BICSX and BRCAX.
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Drawdown Indicators
| BICSX | BRCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.59% | -60.98% | +9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -9.22% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -20.66% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -38.44% | +2.62% |
Current DrawdownCurrent decline from peak | -1.36% | -0.12% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -20.75% | -28.81% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.74% | -0.67% |
Volatility
BICSX vs. BRCAX - Volatility Comparison
The current volatility for BlackRock Commodity Strategies Portfolio (BICSX) is 4.48%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.20%. This indicates that BICSX experiences smaller price fluctuations and is considered to be less risky than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BICSX | BRCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 7.20% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 14.88% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 17.16% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 15.64% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 14.27% | +0.85% |