PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EAPCX vs. SWAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EAPCX vs. SWAGX

Last updated Apr 1, 2026

Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).

EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. SWAGX is managed by Charles Schwab.

Performance

EAPCX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EAPCX vs. SWAGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%3.80%
SWAGX
Schwab U.S. Aggregate Bond Index Fund		-0.44%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%

Returns By Period

In the year-to-date period, EAPCX achieves a 16.34% return, which is significantly higher than SWAGX's -0.44% 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%

SWAGX

1D
0.56%
1M
-2.30%
YTD
-0.44%
6M
0.48%
1Y
3.81%
3Y*
3.39%
5Y*
0.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Parametric Commodity Strategy Fund Class A

Schwab U.S. Aggregate Bond Index Fund

Often compared with EAPCX:
EAPCX vs. FCSSXEAPCX vs. SWASXEAPCX vs. SWRSXEAPCX vs. RBESXEAPCX vs. KMLMEAPCX vs. SWPPXEAPCX vs. FMAT
Often compared with SWAGX:
SWAGX vs. VBTLXSWAGX vs. SCHZSWAGX vs. SWSBXSWAGX vs. SWVXXSWAGX vs. BNDSWAGX vs. SWRSXSWAGX vs. SWISX

EAPCX vs. SWAGX - Expense Ratio Comparison

EAPCX has a 0.91% expense ratio, which is higher than SWAGX's 0.04% expense ratio.

EAPCX
Parametric Commodity Strategy Fund Class A
SWAGX
Schwab U.S. Aggregate Bond Index Fund

Return for Risk

EAPCX vs. SWAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EAPCX
EAPCX Risk / Return Rank: 9494
Overall Rank
EAPCX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EAPCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
EAPCX Omega Ratio Rank: 9090
Omega Ratio Rank
EAPCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
EAPCX Martin Ratio Rank: 9494
Martin Ratio Rank
SWAGX
SWAGX Risk / Return Rank: 5555
Overall Rank
SWAGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 3939
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EAPCX vs. SWAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.

EAPCXSWAGXDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.98

+1.23

Sortino ratio

Return per unit of downside risk

2.79

1.42

+1.37

Omega ratio

Gain probability vs. loss probability

1.40

1.17

+0.23

Calmar ratio

Return relative to maximum drawdown

3.57

1.75

+1.82

Martin ratio

Return relative to average drawdown

12.49

4.95

+7.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAPCX vs. SWAGX - Sharpe Ratio Comparison

The current EAPCX Sharpe Ratio is 2.21, which is higher than the SWAGX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of EAPCX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

EAPCXSWAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.98

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.00

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.30

-0.02

Correlation

The correlation between EAPCX and SWAGX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

EAPCX vs. SWAGX - Dividend Comparison

EAPCX's dividend yield for the trailing twelve months is around 11.37%, more than SWAGX's 3.76% yield.

TTM2025202420232022202120202019201820172016
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%
SWAGX
Schwab U.S. Aggregate Bond Index Fund		3.76%4.02%3.88%3.22%1.93%1.56%2.47%2.87%2.80%1.98%0.00%

Drawdowns

EAPCX vs. SWAGX - Drawdown Comparison

The maximum EAPCX drawdown since its inception was -52.59%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWAGX.

Loading graphics...

Drawdown Indicators

EAPCXSWAGXDifference

Max Drawdown

Largest peak-to-trough decline

-52.59%

-19.68%

-32.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-2.84%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-18.76%

+0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-28.81%

—

—

Current Drawdown

Current decline from peak

-1.17%

-4.18%

+3.01%

Average Drawdown

Average peak-to-trough decline

-23.03%

-5.72%

-17.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.00%

+1.60%

Volatility

EAPCX vs. SWAGX - Volatility Comparison

Parametric Commodity Strategy Fund Class A (EAPCX) has a higher volatility of 4.61% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that EAPCX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

EAPCXSWAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

1.66%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

2.70%

+9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

4.48%

+10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

6.06%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.29%

5.13%

+8.16%