BRCYX vs. GSG

In the year-to-date period, BRCYX achieves a 2.60% return, which is significantly higher than GSG's -2.85% return. Over the past 10 years, BRCYX has outperformed GSG with an annualized return of 2.60%, while GSG has yielded a comparatively lower -0.03% annualized return.

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BRCYX has a 1.06% expense ratio, which is higher than GSG's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.

The current BRCYX Sharpe Ratio is -0.07, which is higher than the GSG Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of BRCYX and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BRCYX's dividend yield for the trailing twelve months is around 2.63%, while GSG has not paid dividends to shareholders.

The maximum BRCYX drawdown since its inception was -60.06%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for BRCYX and GSG. For additional features, visit the drawdowns tool.

The current volatility for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) is 3.48%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 6.96%. This indicates that BRCYX experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.