CCSZX vs. BRCAX
Compare and contrast key facts about Columbia Commodity Strategy Fund (CCSZX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).
CCSZX is managed by Columbia. It was launched on Jun 17, 2012. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.
Performance
CCSZX vs. BRCAX - Performance Comparison
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CCSZX vs. BRCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 24.29% | 15.36% | 7.11% | -6.90% | -39.43% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 27.94% | 18.41% | 5.47% | -3.44% | 7.77% | 19.18% | 7.75% | 4.20% | -12.18% | 4.49% |
Returns By Period
In the year-to-date period, CCSZX achieves a 24.29% return, which is significantly lower than BRCAX's 27.94% return. Over the past 10 years, CCSZX has underperformed BRCAX with an annualized return of 1.73%, while BRCAX has yielded a comparatively higher 8.46% annualized return.
CCSZX
- 1D
- 0.49%
- 1M
- 11.23%
- YTD
- 24.29%
- 6M
- 30.24%
- 1Y
- 32.15%
- 3Y*
- 14.50%
- 5Y*
- 1.10%
- 10Y*
- 1.73%
BRCAX
- 1D
- 0.84%
- 1M
- 11.88%
- YTD
- 27.94%
- 6M
- 36.77%
- 1Y
- 42.90%
- 3Y*
- 16.42%
- 5Y*
- 13.17%
- 10Y*
- 8.46%
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CCSZX vs. BRCAX - Expense Ratio Comparison
CCSZX has a 0.86% expense ratio, which is lower than BRCAX's 1.40% expense ratio.
Return for Risk
CCSZX vs. BRCAX — Risk / Return Rank
CCSZX
BRCAX
CCSZX vs. BRCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.
| CCSZX | BRCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 2.58 | -0.61 |
Sortino ratioReturn per unit of downside risk | 2.49 | 3.11 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.48 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 4.74 | -1.58 |
Martin ratioReturn relative to average drawdown | 9.92 | 15.98 | -6.06 |
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
| CCSZX | BRCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.58 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.85 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.60 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.16 | -0.30 |
Correlation
The correlation between CCSZX and BRCAX is 0.88, 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
CCSZX vs. BRCAX - Dividend Comparison
CCSZX's dividend yield for the trailing twelve months is around 2.41%, less than BRCAX's 10.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.41% | 3.00% | 8.84% | 4.42% | 0.00% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% | 0.00% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 10.95% | 14.02% | 4.85% | 3.80% | 9.98% | 16.92% | 0.00% | 0.89% | 0.17% | 0.00% | 2.58% |
Drawdowns
CCSZX vs. BRCAX - Drawdown Comparison
The maximum CCSZX drawdown since its inception was -63.75%, roughly equal to the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for CCSZX and BRCAX.
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Drawdown Indicators
| CCSZX | BRCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.75% | -60.98% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -9.22% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -62.27% | -20.66% | -41.61% |
Max Drawdown (10Y)Largest decline over 10 years | -62.27% | -38.44% | -23.83% |
Current DrawdownCurrent decline from peak | -41.35% | -0.12% | -41.23% |
Average DrawdownAverage peak-to-trough decline | -40.83% | -28.81% | -12.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.74% | +0.60% |
Volatility
CCSZX vs. BRCAX - Volatility Comparison
Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 7.73% compared to Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) at 7.20%. This indicates that CCSZX's price experiences larger fluctuations and is considered to be riskier than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCSZX | BRCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 7.20% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 14.88% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 17.16% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 15.64% | +12.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 14.27% | +7.48% |