CCSZX vs. EIPCX
Compare and contrast key facts about Columbia Commodity Strategy Fund (CCSZX) and Parametric Commodity Strategy Fund Class I (EIPCX).
CCSZX is managed by Columbia. It was launched on Jun 17, 2012. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
CCSZX vs. EIPCX - Performance Comparison
Loading graphics...
CCSZX vs. EIPCX - 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 16.44% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
Returns By Period
In the year-to-date period, CCSZX achieves a 24.29% return, which is significantly higher than EIPCX's 16.44% return. Over the past 10 years, CCSZX has underperformed EIPCX with an annualized return of 1.73%, while EIPCX has yielded a comparatively higher 11.37% 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%
EIPCX
- 1D
- 0.52%
- 1M
- 5.61%
- YTD
- 16.44%
- 6M
- 25.65%
- 1Y
- 32.48%
- 3Y*
- 15.11%
- 5Y*
- 16.28%
- 10Y*
- 11.37%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CCSZX vs. EIPCX - Expense Ratio Comparison
CCSZX has a 0.86% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
CCSZX vs. EIPCX — Risk / Return Rank
CCSZX
EIPCX
CCSZX vs. EIPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) and Parametric Commodity Strategy Fund Class I (EIPCX). 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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 2.24 | -0.27 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.82 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 3.60 | -0.43 |
Martin ratioReturn relative to average drawdown | 9.92 | 12.73 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CCSZX | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.24 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 1.12 | -1.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.86 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.24 | -0.37 |
Correlation
The correlation between CCSZX and EIPCX is 0.93, 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. EIPCX - Dividend Comparison
CCSZX's dividend yield for the trailing twelve months is around 2.41%, less than EIPCX's 11.45% 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% |
Drawdowns
CCSZX vs. EIPCX - Drawdown Comparison
The maximum CCSZX drawdown since its inception was -63.75%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for CCSZX and EIPCX.
Loading graphics...
Drawdown Indicators
| CCSZX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.75% | -54.05% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -9.15% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -62.27% | -18.00% | -44.27% |
Max Drawdown (10Y)Largest decline over 10 years | -62.27% | -28.53% | -33.74% |
Current DrawdownCurrent decline from peak | -41.35% | -1.15% | -40.20% |
Average DrawdownAverage peak-to-trough decline | -40.83% | -24.51% | -16.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.58% | +0.76% |
Volatility
CCSZX vs. EIPCX - Volatility Comparison
Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 7.73% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.42%. This indicates that CCSZX's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CCSZX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 4.42% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 11.76% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 14.84% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 14.64% | +13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 13.30% | +8.45% |