DCMSX vs. BRCAX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.
Performance
DCMSX vs. BRCAX - Performance Comparison
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DCMSX vs. BRCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -11.22% | 2.73% |
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, DCMSX achieves a 25.97% return, which is significantly lower than BRCAX's 27.94% return. Both investments have delivered pretty close results over the past 10 years, with DCMSX having a 8.45% annualized return and BRCAX not far ahead at 8.46%.
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
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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DCMSX vs. BRCAX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is lower than BRCAX's 1.40% expense ratio.
Return for Risk
DCMSX vs. BRCAX — Risk / Return Rank
DCMSX
BRCAX
DCMSX vs. BRCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) 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.
| DCMSX | BRCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.58 | -0.48 |
Sortino ratioReturn per unit of downside risk | 2.71 | 3.11 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.48 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.77 | 4.74 | -0.98 |
Martin ratioReturn relative to average drawdown | 10.61 | 15.98 | -5.37 |
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
| DCMSX | BRCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.58 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.85 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.16 | -0.07 |
Correlation
The correlation between DCMSX and BRCAX is 0.86, 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
DCMSX vs. BRCAX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.36%, less than BRCAX's 10.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
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% | 0.00% |
Drawdowns
DCMSX vs. BRCAX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, roughly equal to the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for DCMSX and BRCAX.
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Drawdown Indicators
| DCMSX | BRCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -60.98% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -9.22% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -20.66% | -7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -38.44% | +5.92% |
Current DrawdownCurrent decline from peak | -0.21% | -0.12% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -32.13% | -28.81% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.74% | +0.54% |
Volatility
DCMSX vs. BRCAX - Volatility Comparison
The current volatility for DFA Commodity Strategy Portfolio (DCMSX) is 6.55%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.20%. This indicates that DCMSX experiences smaller price fluctuations and is considered to be less risky 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
| DCMSX | BRCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 7.20% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 14.88% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 17.16% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 15.64% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 14.27% | +0.17% |