EAPCX vs. VOO
Compare and contrast key facts about Parametric Commodity Strategy Fund Class A (EAPCX) and Vanguard S&P 500 ETF (VOO).
EAPCX is managed by Eaton Vance. It was launched on May 25, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAPCX or VOO.
Correlation
The correlation between EAPCX and VOO is 0.28, 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. VOO - Performance Comparison
Key characteristics
EAPCX:
1.12
VOO:
1.47
EAPCX:
1.62
VOO:
1.99
EAPCX:
1.20
VOO:
1.27
EAPCX:
0.88
VOO:
2.23
EAPCX:
2.82
VOO:
9.05
EAPCX:
4.48%
VOO:
2.08%
EAPCX:
11.35%
VOO:
12.84%
EAPCX:
-50.10%
VOO:
-33.99%
EAPCX:
-4.10%
VOO:
-3.08%
Returns By Period
In the year-to-date period, EAPCX achieves a 3.61% return, which is significantly higher than VOO's 1.40% return. Over the past 10 years, EAPCX has underperformed VOO with an annualized return of 5.46%, while VOO has yielded a comparatively higher 12.96% annualized return.
EAPCX
3.61%
-0.63%
7.02%
12.64%
14.57%
5.46%
VOO
1.40%
-1.28%
6.13%
18.54%
16.83%
12.96%
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EAPCX vs. VOO - Expense Ratio Comparison
EAPCX has a 0.91% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EAPCX vs. VOO — Risk-Adjusted Performance Rank
EAPCX
VOO
EAPCX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class A (EAPCX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
EAPCX's dividend yield for the trailing twelve months is around 5.28%, more than VOO's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAPCX Parametric Commodity Strategy Fund Class A | 5.28% | 5.47% | 3.43% | 14.80% | 13.74% | 2.92% | 1.12% | 0.41% | 4.98% | 6.50% | 0.00% | 1.52% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
EAPCX vs. VOO - Drawdown Comparison
The maximum EAPCX drawdown since its inception was -50.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EAPCX and VOO. For additional features, visit the drawdowns tool.
Volatility
EAPCX vs. VOO - Volatility Comparison
The current volatility for Parametric Commodity Strategy Fund Class A (EAPCX) is 2.63%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.70%. This indicates that EAPCX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.