BRCYX vs. ARCIX
Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX).
BRCYX is managed by Invesco. It was launched on Nov 29, 2010. ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012.
Performance
BRCYX vs. ARCIX - Performance Comparison
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BRCYX vs. ARCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 27.96% | 18.82% | 5.70% | -3.15% | 7.94% | 19.54% | 7.89% | 4.49% | -12.03% | 4.88% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.41% |
Returns By Period
In the year-to-date period, BRCYX achieves a 27.96% return, which is significantly higher than ARCIX's 17.04% return. Over the past 10 years, BRCYX has underperformed ARCIX with an annualized return of 8.73%, while ARCIX has yielded a comparatively higher 12.98% annualized return.
BRCYX
- 1D
- 0.81%
- 1M
- 11.91%
- YTD
- 27.96%
- 6M
- 36.80%
- 1Y
- 43.09%
- 3Y*
- 16.68%
- 5Y*
- 13.44%
- 10Y*
- 8.73%
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
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BRCYX vs. ARCIX - Expense Ratio Comparison
BRCYX has a 1.06% expense ratio, which is higher than ARCIX's 1.00% expense ratio.
Return for Risk
BRCYX vs. ARCIX — Risk / Return Rank
BRCYX
ARCIX
BRCYX vs. ARCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX). 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.
| BRCYX | ARCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.60 | 1.98 | +0.63 |
Sortino ratioReturn per unit of downside risk | 3.14 | 2.48 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.37 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 4.85 | 3.08 | +1.77 |
Martin ratioReturn relative to average drawdown | 16.15 | 9.79 | +6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRCYX | ARCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.98 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.98 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.75 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.31 | -0.13 |
Correlation
The correlation between BRCYX and ARCIX is 0.89, 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
BRCYX vs. ARCIX - Dividend Comparison
BRCYX's dividend yield for the trailing twelve months is around 10.72%, less than ARCIX's 11.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 10.72% | 13.71% | 4.95% | 3.71% | 9.93% | 16.64% | 0.00% | 0.91% | 0.25% | 0.01% | 2.74% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% |
Drawdowns
BRCYX vs. ARCIX - Drawdown Comparison
The maximum BRCYX drawdown since its inception was -60.05%, which is greater than ARCIX's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for BRCYX and ARCIX.
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Drawdown Indicators
| BRCYX | ARCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -54.25% | -5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -10.19% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -20.29% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -32.45% | -5.64% |
Current DrawdownCurrent decline from peak | -0.11% | -1.09% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -27.50% | -25.68% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.21% | -0.48% |
Volatility
BRCYX vs. ARCIX - Volatility Comparison
Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) has a higher volatility of 7.14% compared to AQR Risk-Balanced Commodities Strategy Fund (ARCIX) at 5.41%. This indicates that BRCYX's price experiences larger fluctuations and is considered to be riskier than ARCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRCYX | ARCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 5.41% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 12.64% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 15.98% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 19.17% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 17.46% | -3.25% |