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EIPCX vs. FYHTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EIPCX vs. FYHTX

Last updated Apr 2, 2026

Compare and contrast key facts about Parametric Commodity Strategy Fund Class I (EIPCX) and Fidelity Commodity Strategy Fund (FYHTX).

EIPCX is managed by Eaton Vance. It was launched on May 25, 2011. FYHTX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Commodity Total Return Index. It was launched on May 30, 2017.

Performance

EIPCX vs. FYHTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parametric Commodity Strategy Fund Class I (EIPCX) and Fidelity Commodity Strategy Fund (FYHTX). The values are adjusted to include any dividend payments, if applicable.

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EIPCX vs. FYHTX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%8.48%
FYHTX
Fidelity Commodity Strategy Fund		15.67%14.72%4.73%-8.62%15.32%26.43%-3.84%6.91%-11.71%6.00%

Returns By Period

In the year-to-date period, EIPCX achieves a 17.35% return, which is significantly higher than FYHTX's 15.67% return.

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%

FYHTX

1D
-0.53%
1M
3.39%
YTD
15.67%
6M
21.22%
1Y
22.05%
3Y*
10.43%
5Y*
11.54%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Parametric Commodity Strategy Fund Class I

Fidelity Commodity Strategy Fund

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Often compared with FYHTX:
FYHTX vs. VOOFYHTX vs. CMDYFYHTX vs. BCSKXFYHTX vs. GCCIXFYHTX vs. PCLPXFYHTX vs. HGERFYHTX vs. FFGCX

EIPCX vs. FYHTX - Expense Ratio Comparison

EIPCX has a 0.66% expense ratio, which is higher than FYHTX's 0.63% expense ratio.

EIPCX
Parametric Commodity Strategy Fund Class I
FYHTX
Fidelity Commodity Strategy Fund

Return for Risk

EIPCX vs. FYHTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIPCX
EIPCX Risk / Return Rank: 9494
Overall Rank
EIPCX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EIPCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
EIPCX Omega Ratio Rank: 9090
Omega Ratio Rank
EIPCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
EIPCX Martin Ratio Rank: 9595
Martin Ratio Rank
FYHTX
FYHTX Risk / Return Rank: 7171
Overall Rank
FYHTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FYHTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FYHTX Omega Ratio Rank: 6363
Omega Ratio Rank
FYHTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FYHTX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIPCX vs. FYHTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class I (EIPCX) and Fidelity Commodity Strategy Fund (FYHTX). 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.

EIPCXFYHTXDifference

Sharpe ratio

Return per unit of total volatility

2.27

1.46

+0.81

Sortino ratio

Return per unit of downside risk

2.86

1.96

+0.90

Omega ratio

Gain probability vs. loss probability

1.41

1.27

+0.14

Calmar ratio

Return relative to maximum drawdown

3.73

2.54

+1.19

Martin ratio

Return relative to average drawdown

13.21

7.05

+6.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIPCX vs. FYHTX - Sharpe Ratio Comparison

The current EIPCX Sharpe Ratio is 2.27, which is higher than the FYHTX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EIPCX and FYHTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EIPCXFYHTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.46

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.73

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.47

-0.23

Correlation

The correlation between EIPCX and FYHTX is 0.90, 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. FYHTX - Dividend Comparison

EIPCX's dividend yield for the trailing twelve months is around 11.36%, more than FYHTX's 2.53% yield.

TTM2025202420232022202120202019201820172016
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%
FYHTX
Fidelity Commodity Strategy Fund		2.53%2.93%3.78%4.10%57.34%15.05%0.00%7.00%12.49%0.36%0.00%

Drawdowns

EIPCX vs. FYHTX - Drawdown Comparison

The maximum EIPCX drawdown since its inception was -54.05%, which is greater than FYHTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for EIPCX and FYHTX.

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Drawdown Indicators

EIPCXFYHTXDifference

Max Drawdown

Largest peak-to-trough decline

-54.05%

-33.22%

-20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-9.18%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

-25.47%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-28.53%

—

—

Current Drawdown

Current decline from peak

-0.38%

-2.48%

+2.10%

Average Drawdown

Average peak-to-trough decline

-24.50%

-12.14%

-12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.30%

-0.72%

Volatility

EIPCX vs. FYHTX - Volatility Comparison

The current volatility for Parametric Commodity Strategy Fund Class I (EIPCX) is 4.39%, while Fidelity Commodity Strategy Fund (FYHTX) has a volatility of 5.34%. This indicates that EIPCX experiences smaller price fluctuations and is considered to be less risky than FYHTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EIPCXFYHTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.34%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

11.47%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

15.28%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

15.87%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

14.51%

-1.21%