EAPCX vs. MCSIX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and MFS Commodity Strategy Fund (MCSIX).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. MCSIX is managed by MFS. It was launched on Jun 1, 2010.
Performance
EAPCX vs. MCSIX - Performance Comparison
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EAPCX vs. MCSIX - 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% |
MCSIX MFS Commodity Strategy Fund | 20.44% | 18.47% | 5.08% | -6.13% | 13.40% | 27.55% | -0.02% | 7.79% | -12.79% | 3.65% |
Returns By Period
In the year-to-date period, EAPCX achieves a 16.34% return, which is significantly lower than MCSIX's 20.44% return. Over the past 10 years, EAPCX has outperformed MCSIX with an annualized return of 11.09%, while MCSIX has yielded a comparatively lower 8.18% 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%
MCSIX
- 1D
- 0.46%
- 1M
- 7.13%
- YTD
- 20.44%
- 6M
- 27.27%
- 1Y
- 30.89%
- 3Y*
- 13.89%
- 5Y*
- 13.85%
- 10Y*
- 8.18%
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EAPCX vs. MCSIX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than MCSIX's 0.90% expense ratio.
Return for Risk
EAPCX vs. MCSIX — Risk / Return Rank
EAPCX
MCSIX
EAPCX vs. MCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and MFS Commodity Strategy Fund (MCSIX). 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 | MCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.90 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.41 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 3.27 | +0.29 |
Martin ratioReturn relative to average drawdown | 12.49 | 9.88 | +2.61 |
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 | MCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.90 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.40 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.32 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.11 | +0.17 |
Correlation
The correlation between EAPCX and MCSIX is 0.92, 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. MCSIX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 11.37%, less than MCSIX's 13.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
MCSIX MFS Commodity Strategy Fund | 13.32% | 16.04% | 3.30% | 2.21% | 27.42% | 56.01% | 0.88% | 1.87% | 3.50% | 3.14% | 0.61% | 0.47% |
Drawdowns
EAPCX vs. MCSIX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -52.59%, smaller than the maximum MCSIX drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for EAPCX and MCSIX.
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Drawdown Indicators
| EAPCX | MCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -64.20% | +11.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -9.74% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -37.61% | +19.56% |
Max Drawdown (10Y)Largest decline over 10 years | -28.81% | -37.61% | +8.80% |
Current DrawdownCurrent decline from peak | -1.17% | -1.58% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -33.63% | +10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.23% | -0.63% |
Volatility
EAPCX vs. MCSIX - Volatility Comparison
The current volatility for Parametric Commodity Strategy Fund Class A (EAPCX) is 4.61%, while MFS Commodity Strategy Fund (MCSIX) has a volatility of 6.29%. This indicates that EAPCX experiences smaller price fluctuations and is considered to be less risky than MCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAPCX | MCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 6.29% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 13.48% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 16.72% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 34.64% | -20.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 26.03% | -12.74% |