EAPCX vs. BRCAX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.
Performance
EAPCX vs. BRCAX - Performance Comparison
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EAPCX vs. BRCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAPCX Parametric Commodity Strategy Fund Class A | 16.34% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
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, EAPCX achieves a 16.34% return, which is significantly lower than BRCAX's 27.94% return. Over the past 10 years, EAPCX has outperformed BRCAX with an annualized return of 11.09%, while BRCAX has yielded a comparatively lower 8.46% annualized return.
EAPCX
- 1D
- 0.40%
- 1M
- 5.69%
- YTD
- 16.34%
- 6M
- 25.33%
- 1Y
- 32.23%
- 3Y*
- 14.77%
- 5Y*
- 16.00%
- 10Y*
- 11.09%
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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EAPCX vs. BRCAX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is lower than BRCAX's 1.40% expense ratio.
Return for Risk
EAPCX vs. BRCAX — Risk / Return Rank
EAPCX
BRCAX
EAPCX vs. BRCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) 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.
| EAPCX | BRCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 2.58 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.79 | 3.11 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.48 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 4.74 | -1.18 |
Martin ratioReturn relative to average drawdown | 12.49 | 15.98 | -3.49 |
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
| EAPCX | BRCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.58 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.85 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.60 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.16 | +0.12 |
Correlation
The correlation between EAPCX and BRCAX is 0.89, 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
EAPCX vs. BRCAX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 11.37%, more than BRCAX's 10.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EAPCX Parametric Commodity Strategy Fund Class A | 11.37% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
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
EAPCX vs. BRCAX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -52.59%, smaller than the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for EAPCX and BRCAX.
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Drawdown Indicators
| EAPCX | BRCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -60.98% | +8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -9.22% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -20.66% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -28.81% | -38.44% | +9.63% |
Current DrawdownCurrent decline from peak | -1.17% | -0.12% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -28.81% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.74% | -0.14% |
Volatility
EAPCX vs. BRCAX - Volatility Comparison
The current volatility for Parametric Commodity Strategy Fund Class A (EAPCX) is 4.61%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.20%. This indicates that EAPCX 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
| EAPCX | BRCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 7.20% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 14.88% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 17.16% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 15.64% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 14.27% | -0.98% |