PortfoliosLab logoPortfoliosLab logo
BRCAX vs. MCSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRCAX vs. MCSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and MFS Commodity Strategy Fund (MCSFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BRCAX vs. MCSFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
27.94%18.41%5.47%-3.44%7.77%19.18%7.75%-1.28%
MCSFX
MFS Commodity Strategy Fund
20.28%17.09%4.32%-7.25%12.27%26.40%-1.34%-1.69%

Returns By Period

In the year-to-date period, BRCAX achieves a 27.94% return, which is significantly higher than MCSFX's 20.28% return.


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%

MCSFX

1D
0.46%
1M
6.91%
YTD
20.28%
6M
26.86%
1Y
29.49%
3Y*
12.79%
5Y*
12.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRCAX vs. MCSFX - Expense Ratio Comparison

BRCAX has a 1.40% expense ratio, which is lower than MCSFX's 1.89% expense ratio.


Return for Risk

BRCAX vs. MCSFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX Martin Ratio Rank: 9797
Martin Ratio Rank

MCSFX
MCSFX Risk / Return Rank: 8888
Overall Rank
MCSFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MCSFX Sortino Ratio Rank: 8787
Sortino Ratio Rank
MCSFX Omega Ratio Rank: 8383
Omega Ratio Rank
MCSFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MCSFX Martin Ratio Rank: 8787
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.

BRCAX vs. MCSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and MFS Commodity Strategy Fund (MCSFX). 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.


BRCAXMCSFXDifference

Sharpe ratio

Return per unit of total volatility

2.58

1.84

+0.74

Sortino ratio

Return per unit of downside risk

3.11

2.35

+0.75

Omega ratio

Gain probability vs. loss probability

1.48

1.34

+0.14

Calmar ratio

Return relative to maximum drawdown

4.74

3.19

+1.55

Martin ratio

Return relative to average drawdown

15.98

9.29

+6.69

BRCAX vs. MCSFX - Sharpe Ratio Comparison

The current BRCAX Sharpe Ratio is 2.58, which is higher than the MCSFX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BRCAX and MCSFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BRCAXMCSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.84

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.37

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.31

-0.15

Correlation

The correlation between BRCAX and MCSFX is 0.88, 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

BRCAX vs. MCSFX - Dividend Comparison

BRCAX's dividend yield for the trailing twelve months is around 10.95%, less than MCSFX's 12.51% yield.


TTM2025202420232022202120202019201820172016
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%
MCSFX
MFS Commodity Strategy Fund
12.51%15.05%2.25%1.04%26.24%54.80%0.15%0.86%0.00%0.00%0.00%

Drawdowns

BRCAX vs. MCSFX - Drawdown Comparison

The maximum BRCAX drawdown since its inception was -60.98%, which is greater than MCSFX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for BRCAX and MCSFX.


Loading graphics...

Drawdown Indicators


BRCAXMCSFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.98%

-37.16%

-23.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-9.56%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-37.16%

+16.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.44%

Current Drawdown

Current decline from peak

-0.12%

-1.59%

+1.47%

Average Drawdown

Average peak-to-trough decline

-28.81%

-18.70%

-10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.28%

-0.54%

Volatility

BRCAX vs. MCSFX - Volatility Comparison

Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a higher volatility of 7.20% compared to MFS Commodity Strategy Fund (MCSFX) at 6.45%. This indicates that BRCAX's price experiences larger fluctuations and is considered to be riskier than MCSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BRCAXMCSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.45%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

13.51%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

16.69%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

34.14%

-18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

29.85%

-15.58%