EAPCX vs. SWISX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab International Index Fund (SWISX).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAPCX or SWISX.
Key characteristics
| EAPCX | SWISX | |
|---|---|---|
| YTD Return | 10.75% | 6.91% |
| 1Y Return | 9.48% | 18.67% |
| 3Y Return (Ann) | 7.32% | 2.18% |
| 5Y Return (Ann) | 11.92% | 6.04% |
| 10Y Return (Ann) | 3.92% | 5.29% |
| Sharpe Ratio | 0.79 | 1.43 |
| Sortino Ratio | 1.18 | 2.04 |
| Omega Ratio | 1.14 | 1.25 |
| Calmar Ratio | 0.52 | 1.75 |
| Martin Ratio | 2.09 | 7.59 |
| Ulcer Index | 4.37% | 2.45% |
| Daily Std Dev | 11.53% | 13.02% |
| Max Drawdown | -50.10% | -60.65% |
| Current Drawdown | -5.68% | -6.44% |
Correlation
The correlation between EAPCX and SWISX is 0.38, 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.
Performance
EAPCX vs. SWISX - Performance Comparison
In the year-to-date period, EAPCX achieves a 10.75% return, which is significantly higher than SWISX's 6.91% return. Over the past 10 years, EAPCX has underperformed SWISX with an annualized return of 3.92%, while SWISX has yielded a comparatively higher 5.29% annualized 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. SWISX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Risk-Adjusted Performance
EAPCX vs. SWISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab International Index Fund (SWISX). 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. SWISX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 3.10%, which matches SWISX's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAPCX Parametric Commodity Strategy Fund Class A | 3.10% | 3.43% | 14.80% | 13.74% | 2.92% | 1.12% | 0.41% | 4.98% | 6.50% | 0.00% | 1.52% | 0.00% |
SWISX Schwab International Index Fund | 3.10% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
EAPCX vs. SWISX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -50.10%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWISX. For additional features, visit the drawdowns tool.
Volatility
EAPCX vs. SWISX - Volatility Comparison
The current volatility for Parametric Commodity Strategy Fund Class A (EAPCX) is 3.72%, while Schwab International Index Fund (SWISX) has a volatility of 4.00%. This indicates that EAPCX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.