EAPCX vs. SWRSX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
EAPCX vs. SWRSX - Performance Comparison
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EAPCX vs. SWRSX - 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
In the year-to-date period, EAPCX achieves a 16.34% return, which is significantly higher than SWRSX's 0.39% return. Over the past 10 years, EAPCX has outperformed SWRSX with an annualized return of 11.09%, while SWRSX has yielded a comparatively lower 2.57% 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%
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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EAPCX vs. SWRSX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Return for Risk
EAPCX vs. SWRSX — Risk / Return Rank
EAPCX
SWRSX
EAPCX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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 | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.84 | +1.37 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.17 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.16 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 1.44 | +2.13 |
Martin ratioReturn relative to average drawdown | 12.49 | 4.27 | +8.22 |
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 | SWRSX | 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 | 0.24 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.48 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.57 | -0.29 |
Correlation
The correlation between EAPCX and SWRSX is 0.07, 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. SWRSX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 11.37%, more than SWRSX's 3.36% 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
EAPCX vs. SWRSX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -52.59%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWRSX.
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Drawdown Indicators
| EAPCX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -14.29% | -38.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -2.68% | -6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -14.29% | -3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -28.81% | -14.29% | -14.52% |
Current DrawdownCurrent decline from peak | -1.17% | -1.33% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -3.75% | -19.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 0.90% | +1.70% |
Volatility
EAPCX vs. SWRSX - Volatility Comparison
Parametric Commodity Strategy Fund Class A (EAPCX) has a higher volatility of 4.61% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.30%. This indicates that EAPCX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAPCX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 1.30% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 2.17% | +9.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 4.00% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 6.05% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 5.39% | +7.90% |