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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAPCX or SWRSX.
Key characteristics
| EAPCX | SWRSX | |
|---|---|---|
| YTD Return | 10.75% | 3.41% |
| 1Y Return | 9.48% | 7.48% |
| 3Y Return (Ann) | 7.32% | -2.40% |
| 5Y Return (Ann) | 11.92% | 2.06% |
| 10Y Return (Ann) | 3.92% | 2.04% |
| Sharpe Ratio | 0.79 | 1.31 |
| Sortino Ratio | 1.18 | 1.94 |
| Omega Ratio | 1.14 | 1.24 |
| Calmar Ratio | 0.52 | 0.49 |
| Martin Ratio | 2.09 | 6.22 |
| Ulcer Index | 4.37% | 1.06% |
| Daily Std Dev | 11.53% | 5.07% |
| Max Drawdown | -50.10% | -15.14% |
| Current Drawdown | -5.68% | -7.02% |
Correlation
The correlation between EAPCX and SWRSX is 0.08, 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. SWRSX - Performance Comparison
In the year-to-date period, EAPCX achieves a 10.75% return, which is significantly higher than SWRSX's 3.41% return. Over the past 10 years, EAPCX has outperformed SWRSX with an annualized return of 3.92%, while SWRSX has yielded a comparatively lower 2.04% 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. SWRSX - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Risk-Adjusted Performance
EAPCX vs. SWRSX - Risk-Adjusted Performance 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.
Dividends
EAPCX vs. SWRSX - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 3.10%, less than SWRSX's 3.74% 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.74% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
Drawdowns
EAPCX vs. SWRSX - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -50.10%, which is greater than SWRSX's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for EAPCX and SWRSX. For additional features, visit the drawdowns tool.
Volatility
EAPCX vs. SWRSX - Volatility Comparison
Parametric Commodity Strategy Fund Class A (EAPCX) has a higher volatility of 3.72% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.16%. 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.