BRCYX vs. EAPCX
Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and Parametric Commodity Strategy Fund Class A (EAPCX).
BRCYX is managed by Invesco. It was launched on Nov 29, 2010. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
BRCYX vs. EAPCX - Performance Comparison
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BRCYX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 28.11% | 18.82% | 5.70% | -3.15% | 7.94% | 19.54% | 7.89% | 4.49% | -12.03% | 4.88% |
EAPCX Parametric Commodity Strategy Fund Class A | 17.25% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
In the year-to-date period, BRCYX achieves a 28.11% return, which is significantly higher than EAPCX's 17.25% return. Over the past 10 years, BRCYX has underperformed EAPCX with an annualized return of 8.74%, while EAPCX has yielded a comparatively higher 11.17% annualized return.
BRCYX
- 1D
- 0.11%
- 1M
- 9.65%
- YTD
- 28.11%
- 6M
- 36.58%
- 1Y
- 43.05%
- 3Y*
- 16.72%
- 5Y*
- 13.44%
- 10Y*
- 8.74%
EAPCX
- 1D
- 0.79%
- 1M
- 5.49%
- YTD
- 17.25%
- 6M
- 25.77%
- 1Y
- 32.66%
- 3Y*
- 15.07%
- 5Y*
- 16.10%
- 10Y*
- 11.17%
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BRCYX vs. EAPCX - Expense Ratio Comparison
BRCYX has a 1.06% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
BRCYX vs. EAPCX — Risk / Return Rank
BRCYX
EAPCX
BRCYX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 2.25 | +0.32 |
Sortino ratioReturn per unit of downside risk | 3.10 | 2.83 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.84 | 3.70 | +1.14 |
Martin ratioReturn relative to average drawdown | 16.14 | 12.97 | +3.16 |
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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 2.25 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.11 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.84 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.29 | -0.10 |
Correlation
The correlation between BRCYX and EAPCX 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. EAPCX - Dividend Comparison
BRCYX's dividend yield for the trailing twelve months is around 10.70%, less than EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 10.70% | 13.71% | 4.95% | 3.71% | 9.93% | 16.64% | 0.00% | 0.91% | 0.25% | 0.01% | 2.74% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.28% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
BRCYX vs. EAPCX - Drawdown Comparison
The maximum BRCYX drawdown since its inception was -60.05%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for BRCYX and EAPCX.
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Drawdown Indicators
| BRCYX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -52.59% | -7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -9.09% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -18.05% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -28.81% | -9.28% |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -27.49% | -23.03% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.60% | +0.13% |
Volatility
BRCYX vs. EAPCX - Volatility Comparison
Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) has a higher volatility of 6.95% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that BRCYX's price experiences larger fluctuations and is considered to be riskier than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRCYX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.95% | 4.58% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 11.78% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 14.85% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 14.64% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 13.29% | +0.92% |