EAPCX vs. SWAGX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAPCX or SWAGX.
Key characteristics
| EAPCX | SWAGX | |
|---|---|---|
| YTD Return | 8.02% | 1.39% |
| 1Y Return | 5.41% | 6.51% |
| 3Y Return (Ann) | 6.03% | -2.36% |
| 5Y Return (Ann) | 11.63% | -0.33% |
| Sharpe Ratio | 0.51 | 1.31 |
| Sortino Ratio | 0.78 | 1.94 |
| Omega Ratio | 1.09 | 1.23 |
| Calmar Ratio | 0.34 | 0.51 |
| Martin Ratio | 1.34 | 4.47 |
| Ulcer Index | 4.42% | 1.73% |
| Daily Std Dev | 11.61% | 5.91% |
| Max Drawdown | -50.10% | -18.84% |
| Current Drawdown | -8.01% | -9.21% |
Correlation
The correlation between EAPCX and SWAGX is -0.01. 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.
Performance
EAPCX vs. SWAGX - Performance Comparison
In the year-to-date period, EAPCX achieves a 8.02% return, which is significantly higher than SWAGX's 1.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EAPCX vs. SWAGX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Risk-Adjusted Performance
EAPCX vs. SWAGX - Risk-Adjusted Performance 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.
Dividends
EAPCX vs. SWAGX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 3.18%, less than SWAGX's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EAPCX Parametric Commodity Strategy Fund Class A | 3.18% | 3.43% | 14.80% | 13.74% | 2.92% | 1.12% | 0.41% | 4.98% | 6.50% | 0.00% | 1.52% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.79% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% |
Drawdowns
EAPCX vs. SWAGX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -50.10%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
EAPCX vs. SWAGX - Volatility Comparison
Parametric Commodity Strategy Fund Class A (EAPCX) has a higher volatility of 3.89% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.70%. 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.