BRCYX vs. GSG

In the year-to-date period, BRCYX achieves a 2.90% return, which is significantly lower than GSG's 4.92% return. Over the past 10 years, BRCYX has outperformed GSG with an annualized return of 2.68%, while GSG has yielded a comparatively lower 1.55% 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 0.63, which is comparable to the GSG Sharpe Ratio of 0.83. 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.

Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 4.22% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.