DBCMX vs. EIPCX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and Parametric Commodity Strategy Fund Class I (EIPCX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
DBCMX vs. EIPCX - Performance Comparison
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DBCMX vs. EIPCX - 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 17.35% | 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, DBCMX achieves a 22.02% return, which is significantly higher than EIPCX's 17.35% return. Over the past 10 years, DBCMX has underperformed EIPCX with an annualized return of 7.22%, while EIPCX has yielded a comparatively higher 11.45% 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%
EIPCX
- 1D
- 0.78%
- 1M
- 5.42%
- YTD
- 17.35%
- 6M
- 25.90%
- 1Y
- 33.11%
- 3Y*
- 15.41%
- 5Y*
- 16.38%
- 10Y*
- 11.45%
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DBCMX vs. EIPCX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
DBCMX vs. EIPCX — Risk / Return Rank
DBCMX
EIPCX
DBCMX vs. EIPCX - 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 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.
| DBCMX | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.27 | -0.15 |
Sortino ratioReturn per unit of downside risk | 2.82 | 2.86 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.73 | -0.29 |
Martin ratioReturn relative to average drawdown | 12.96 | 13.21 | -0.25 |
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
| DBCMX | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.27 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.12 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.86 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.24 | +0.26 |
Correlation
The correlation between DBCMX and EIPCX 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. EIPCX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than EIPCX's 11.36% 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.36% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% |
Drawdowns
DBCMX vs. EIPCX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum EIPCX drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for DBCMX and EIPCX.
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Drawdown Indicators
| DBCMX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -54.05% | +16.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -9.15% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -18.00% | -9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -28.53% | -9.09% |
Current DrawdownCurrent decline from peak | -1.34% | -0.38% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -24.50% | +11.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.58% | -0.47% |
Volatility
DBCMX vs. EIPCX - Volatility Comparison
DoubleLine Strategic Commodity Fund (DBCMX) has a higher volatility of 6.43% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.39%. This indicates that DBCMX'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.
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Volatility by Period
| DBCMX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.39% | +2.04% |
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% | 14.82% | -1.99% |
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% | 13.30% | +1.21% |