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.
Performance
EAPCX vs. SWISX - Performance Comparison
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EAPCX vs. SWISX - 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% |
SWISX Schwab International Index Fund | -1.95% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
Returns By Period
In the year-to-date period, EAPCX achieves a 16.34% return, which is significantly higher than SWISX's -1.95% return. Over the past 10 years, EAPCX has outperformed SWISX with an annualized return of 11.09%, while SWISX has yielded a comparatively lower 8.51% 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%
SWISX
- 1D
- 0.32%
- 1M
- -10.91%
- YTD
- -1.95%
- 6M
- 2.32%
- 1Y
- 19.51%
- 3Y*
- 13.26%
- 5Y*
- 7.79%
- 10Y*
- 8.51%
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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.
Return for Risk
EAPCX vs. SWISX — Risk / Return Rank
EAPCX
SWISX
EAPCX vs. SWISX - Risk-Adjusted Trends 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.
| EAPCX | SWISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.08 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.52 | +1.27 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.22 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 1.51 | +2.05 |
Martin ratioReturn relative to average drawdown | 12.49 | 5.81 | +6.68 |
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 | SWISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.08 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.49 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.51 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.29 | 0.00 |
Correlation
The correlation between EAPCX and SWISX is 0.36, 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. SWISX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 11.37%, more than SWISX's 3.62% 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% |
SWISX Schwab International Index Fund | 3.62% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
Drawdowns
EAPCX vs. SWISX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -52.59%, 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.
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Drawdown Indicators
| EAPCX | SWISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -60.65% | +8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -11.39% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -29.42% | +11.37% |
Max Drawdown (10Y)Largest decline over 10 years | -28.81% | -33.83% | +5.02% |
Current DrawdownCurrent decline from peak | -1.17% | -10.91% | +9.74% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -14.88% | -8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.97% | -0.37% |
Volatility
EAPCX vs. SWISX - Volatility Comparison
The current volatility for Parametric Commodity Strategy Fund Class A (EAPCX) is 4.61%, while Schwab International Index Fund (SWISX) has a volatility of 7.16%. 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.
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Volatility by Period
| EAPCX | SWISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 7.16% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 10.88% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 17.01% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 16.06% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 16.79% | -3.50% |