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BRCYX vs. GSG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRCYX vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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BRCYX vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GSG
iShares S&P GSCI Commodity-Indexed Trust
39.85%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Returns By Period

In the year-to-date period, BRCYX achieves a 27.96% return, which is significantly lower than GSG's 39.85% return. Both investments have delivered pretty close results over the past 10 years, with BRCYX having a 8.73% annualized return and GSG not far ahead at 9.09%.


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%

GSG

1D
-1.01%
1M
24.23%
YTD
39.85%
6M
40.40%
1Y
41.63%
3Y*
17.03%
5Y*
17.93%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRCYX vs. GSG - Expense Ratio Comparison

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


Return for Risk

BRCYX vs. GSG — Risk / Return Rank

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

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

GSG
GSG Risk / Return Rank: 9191
Overall Rank
GSG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 9292
Sortino Ratio Rank
GSG Omega Ratio Rank: 8989
Omega Ratio Rank
GSG Calmar Ratio Rank: 9494
Calmar Ratio Rank
GSG Martin Ratio Rank: 8888
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.

BRCYX vs. GSG - Risk-Adjusted Trends Comparison

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.


BRCYXGSGDifference

Sharpe ratio

Return per unit of total volatility

2.60

1.98

+0.62

Sortino ratio

Return per unit of downside risk

3.14

2.66

+0.47

Omega ratio

Gain probability vs. loss probability

1.48

1.36

+0.12

Calmar ratio

Return relative to maximum drawdown

4.85

3.70

+1.15

Martin ratio

Return relative to average drawdown

16.15

10.32

+5.83

BRCYX vs. GSG - Sharpe Ratio Comparison

The current BRCYX Sharpe Ratio is 2.60, which is higher than the GSG Sharpe Ratio of 1.98. 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.


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Sharpe Ratios by Period


BRCYXGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.98

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.82

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.42

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.09

+0.27

Correlation

The correlation between BRCYX and GSG is 0.75, 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. GSG - Dividend Comparison

BRCYX's dividend yield for the trailing twelve months is around 10.72%, while GSG has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRCYX vs. GSG - Drawdown Comparison

The maximum BRCYX drawdown since its inception was -60.05%, 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.


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Drawdown Indicators


BRCYXGSGDifference

Max Drawdown

Largest peak-to-trough decline

-60.05%

-89.62%

+29.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-11.91%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.42%

-29.12%

+8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-57.64%

+19.55%

Current Drawdown

Current decline from peak

-0.11%

-57.78%

+57.67%

Average Drawdown

Average peak-to-trough decline

-27.50%

-63.77%

+36.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.27%

-1.54%

Volatility

BRCYX vs. GSG - Volatility Comparison

The current volatility for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) is 7.14%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 11.08%. 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.


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Volatility by Period


BRCYXGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

11.08%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

16.24%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

21.16%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

21.97%

-6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

21.78%

-7.57%