EAPCX vs. SWPPX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab S&P 500 Index Fund (SWPPX).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
EAPCX vs. SWPPX - Performance Comparison
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EAPCX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, EAPCX achieves a 16.34% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, EAPCX has underperformed SWPPX with an annualized return of 11.09%, while SWPPX has yielded a comparatively higher 13.71% 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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EAPCX vs. SWPPX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
EAPCX vs. SWPPX — Risk / Return Rank
EAPCX
SWPPX
EAPCX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.84 | +1.37 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.30 | +1.49 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.20 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 1.06 | +2.51 |
Martin ratioReturn relative to average drawdown | 12.49 | 5.14 | +7.35 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.84 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.68 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.76 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.48 | -0.20 |
Correlation
The correlation between EAPCX and SWPPX is 0.26, 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. SWPPX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 11.37%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
EAPCX vs. SWPPX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -52.59%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWPPX.
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Drawdown Indicators
| EAPCX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -55.06% | +2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -12.10% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -24.51% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.81% | -33.80% | +4.99% |
Current DrawdownCurrent decline from peak | -1.17% | -8.89% | +7.72% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -10.00% | -13.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.49% | +0.11% |
Volatility
EAPCX vs. SWPPX - Volatility Comparison
Parametric Commodity Strategy Fund Class A (EAPCX) has a higher volatility of 4.61% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that EAPCX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAPCX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.29% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 9.11% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 18.14% | -3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 16.89% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 18.19% | -4.90% |