EIPCX vs. EAPCX
Compare and contrast key facts about Parametric Commodity Strategy Fund Class I (EIPCX) and Parametric Commodity Strategy Fund Class A (EAPCX).
EIPCX is managed by Eaton Vance. It was launched on May 25, 2011. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
EIPCX vs. EAPCX - Performance Comparison
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EIPCX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIPCX Parametric Commodity Strategy Fund Class I | 17.35% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
EAPCX Parametric Commodity Strategy Fund Class A | 17.25% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EIPCX having a 17.35% return and EAPCX slightly lower at 17.25%. Both investments have delivered pretty close results over the past 10 years, with EIPCX having a 11.45% annualized return and EAPCX not far behind at 11.17%.
EIPCX
- 1D
- 0.78%
- 1M
- 5.42%
- YTD
- 17.35%
- 6M
- 25.90%
- 1Y
- 33.11%
- 3Y*
- 15.41%
- 5Y*
- 16.38%
- 10Y*
- 11.45%
EAPCX
- 1D
- 0.79%
- 1M
- 5.49%
- YTD
- 17.25%
- 6M
- 25.77%
- 1Y
- 32.66%
- 3Y*
- 15.07%
- 5Y*
- 16.10%
- 10Y*
- 11.17%
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EIPCX vs. EAPCX - Expense Ratio Comparison
EIPCX has a 0.66% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
EIPCX vs. EAPCX — Risk / Return Rank
EIPCX
EAPCX
EIPCX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class I (EIPCX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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.
| EIPCX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 2.25 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.83 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.73 | 3.70 | +0.03 |
Martin ratioReturn relative to average drawdown | 13.21 | 12.97 | +0.24 |
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
| EIPCX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.25 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 1.11 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.84 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.29 | -0.05 |
Correlation
The correlation between EIPCX and EAPCX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EIPCX vs. EAPCX - Dividend Comparison
EIPCX's dividend yield for the trailing twelve months is around 11.36%, which matches EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EIPCX Parametric Commodity Strategy Fund Class I | 11.36% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.28% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
EIPCX vs. EAPCX - Drawdown Comparison
The maximum EIPCX drawdown since its inception was -54.05%, roughly equal to the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for EIPCX and EAPCX.
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Drawdown Indicators
| EIPCX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.05% | -52.59% | -1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -9.09% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.00% | -18.05% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -28.53% | -28.81% | +0.28% |
Current DrawdownCurrent decline from peak | -0.38% | -0.39% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -24.50% | -23.03% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.60% | -0.02% |
Volatility
EIPCX vs. EAPCX - Volatility Comparison
Parametric Commodity Strategy Fund Class I (EIPCX) and Parametric Commodity Strategy Fund Class A (EAPCX) have volatilities of 4.39% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIPCX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.58% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 11.78% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 14.85% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 14.64% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 13.29% | +0.01% |