EAPCX vs. SWASX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab Global Real Estate Fund™ (SWASX).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. SWASX is managed by Charles Schwab. It was launched on May 30, 2007.
Performance
EAPCX vs. SWASX - Performance Comparison
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EAPCX vs. SWASX - 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% |
SWASX Schwab Global Real Estate Fund™ | -0.59% | 11.33% | 1.42% | 8.49% | -25.10% | 25.32% | -12.10% | 27.81% | -7.66% | 14.38% |
Returns By Period
In the year-to-date period, EAPCX achieves a 16.34% return, which is significantly higher than SWASX's -0.59% return. Over the past 10 years, EAPCX has outperformed SWASX with an annualized return of 11.09%, while SWASX has yielded a comparatively lower 3.10% 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%
SWASX
- 1D
- 0.15%
- 1M
- -10.76%
- YTD
- -0.59%
- 6M
- -0.14%
- 1Y
- 9.61%
- 3Y*
- 6.09%
- 5Y*
- 1.58%
- 10Y*
- 3.10%
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EAPCX vs. SWASX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is lower than SWASX's 1.05% expense ratio.
Return for Risk
EAPCX vs. SWASX — Risk / Return Rank
EAPCX
SWASX
EAPCX vs. SWASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab Global Real Estate Fund™ (SWASX). 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 | SWASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.74 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.07 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.15 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.90 | +2.67 |
Martin ratioReturn relative to average drawdown | 12.49 | 3.80 | +8.69 |
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 | SWASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.74 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.10 | +1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.18 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.09 | +0.19 |
Correlation
The correlation between EAPCX and SWASX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EAPCX vs. SWASX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 11.37%, more than SWASX's 2.23% 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% |
SWASX Schwab Global Real Estate Fund™ | 2.23% | 3.11% | 3.32% | 3.29% | 3.00% | 3.71% | 2.94% | 7.38% | 4.24% | 3.32% | 4.67% | 3.00% |
Drawdowns
EAPCX vs. SWASX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -52.59%, smaller than the maximum SWASX drawdown of -69.47%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWASX.
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Drawdown Indicators
| EAPCX | SWASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -69.47% | +16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -10.89% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -32.31% | +14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.81% | -44.19% | +15.38% |
Current DrawdownCurrent decline from peak | -1.17% | -10.76% | +9.59% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -15.62% | -7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.58% | +0.02% |
Volatility
EAPCX vs. SWASX - Volatility Comparison
Parametric Commodity Strategy Fund Class A (EAPCX) has a higher volatility of 4.61% compared to Schwab Global Real Estate Fund™ (SWASX) at 4.05%. This indicates that EAPCX's price experiences larger fluctuations and is considered to be riskier than SWASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAPCX | SWASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.05% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 7.68% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 13.29% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 15.39% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 17.04% | -3.75% |