DBCMX vs. EAPCX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and Parametric Commodity Strategy Fund Class A (EAPCX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
DBCMX vs. EAPCX - Performance Comparison
Loading graphics...
DBCMX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 22.02% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
EAPCX Parametric Commodity Strategy Fund Class A | 17.25% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
In the year-to-date period, DBCMX achieves a 22.02% return, which is significantly higher than EAPCX's 17.25% return. Over the past 10 years, DBCMX has underperformed EAPCX with an annualized return of 7.22%, while EAPCX has yielded a comparatively higher 11.17% annualized return.
DBCMX
- 1D
- -1.34%
- 1M
- 10.54%
- YTD
- 22.02%
- 6M
- 25.00%
- 1Y
- 26.40%
- 3Y*
- 8.54%
- 5Y*
- 10.78%
- 10Y*
- 7.22%
EAPCX
- 1D
- 0.79%
- 1M
- 5.49%
- YTD
- 17.25%
- 6M
- 25.77%
- 1Y
- 32.66%
- 3Y*
- 15.07%
- 5Y*
- 16.10%
- 10Y*
- 11.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBCMX vs. EAPCX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
DBCMX vs. EAPCX — Risk / Return Rank
DBCMX
EAPCX
DBCMX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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.
| DBCMX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.25 | -0.13 |
Sortino ratioReturn per unit of downside risk | 2.82 | 2.83 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.70 | -0.26 |
Martin ratioReturn relative to average drawdown | 12.96 | 12.97 | -0.01 |
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
| DBCMX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.25 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.11 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.84 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.29 | +0.22 |
Correlation
The correlation between DBCMX and EAPCX is 0.80, 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
DBCMX vs. EAPCX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.49% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.28% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
DBCMX vs. EAPCX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for DBCMX and EAPCX.
Loading graphics...
Drawdown Indicators
| DBCMX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -52.59% | +14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -9.09% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -18.05% | -9.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -28.81% | -8.81% |
Current DrawdownCurrent decline from peak | -1.34% | -0.39% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -23.03% | +9.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.60% | -0.49% |
Volatility
DBCMX vs. EAPCX - Volatility Comparison
DoubleLine Strategic Commodity Fund (DBCMX) has a higher volatility of 6.43% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that DBCMX's price experiences larger fluctuations and is considered to be riskier than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DBCMX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.58% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 11.78% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 14.85% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 14.64% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 13.29% | +1.22% |