EIPCX vs. USRT
EIPCX (Parametric Commodity Strategy Fund Class I) and USRT (iShares Core U.S. REIT ETF) are both funds - EIPCX is a Commodities fund managed by Eaton Vance, while USRT is a REIT fund tracking the FTSE NAREIT Equity REITs Index. Over the past 10 years, EIPCX returned 10.30%/yr vs 6.67%/yr for USRT. At a 0.15 correlation, their price movements are largely independent. EIPCX charges 0.66%/yr vs 0.08%/yr for USRT.
Performance
EIPCX vs. USRT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EIPCX achieves a 16.44% return, which is significantly lower than USRT's 17.79% return. Over the past 10 years, EIPCX has outperformed USRT with an annualized return of 10.30%, while USRT has yielded a comparatively lower 6.67% annualized return.
EIPCX
- 1D
- -0.13%
- 1M
- -8.64%
- YTD
- 16.44%
- 6M
- 18.84%
- 1Y
- 32.48%
- 3Y*
- 16.67%
- 5Y*
- 13.32%
- 10Y*
- 10.30%
USRT
- 1D
- 0.94%
- 1M
- 3.13%
- YTD
- 17.79%
- 6M
- 17.95%
- 1Y
- 19.33%
- 3Y*
- 12.69%
- 5Y*
- 5.06%
- 10Y*
- 6.67%
EIPCX vs. USRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIPCX Parametric Commodity Strategy Fund Class I | 16.44% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
USRT iShares Core U.S. REIT ETF | 17.79% | 2.44% | 8.58% | 13.64% | -24.43% | 43.26% | -8.06% | 25.98% | -4.67% | 5.27% |
Correlation
The correlation between EIPCX and USRT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 26, 2011 | 0.15 |
The correlation between EIPCX and USRT shifts across timeframes, from -0.03 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EIPCX vs. USRT — Risk / Return Rank
EIPCX
USRT
EIPCX vs. USRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Commodity Strategy Fund Class I (EIPCX) and iShares Core U.S. REIT ETF (USRT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIPCX | USRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.25 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 2.42 | +1.36 |
| Martin ratioReturn relative to average drawdown | 13.79 | 7.79 | +6.00 |
Loading charts...
Drawdowns
EIPCX vs. USRT - Drawdown Comparison
The maximum EIPCX drawdown since its inception was -54.05%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for EIPCX and USRT.
Loading charts...
Drawdown Indicators
| EIPCX | USRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.05% | -69.92% | +15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -8.04% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -10.46% | -18.70% | +8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -18.00% | -31.03% | +13.03% |
Max Drawdown (10Y)Largest decline over 10 years | -28.53% | -44.38% | +15.85% |
Current DrawdownCurrent decline from peak | -8.64% | 0.00% | -8.64% |
Average DrawdownAverage peak-to-trough decline | -24.20% | -12.96% | -11.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.49% | -0.13% |
Volatility
EIPCX vs. USRT - Volatility Comparison
The current volatility for Parametric Commodity Strategy Fund Class I (EIPCX) is 3.79%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 4.71%. This indicates that EIPCX experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EIPCX | USRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.71% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 9.64% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 13.57% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 18.92% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 21.30% | -8.03% |
EIPCX vs. USRT - Expense Ratio Comparison
EIPCX has a 0.66% expense ratio, which is higher than USRT's 0.08% expense ratio.
Dividends
EIPCX vs. USRT - Dividend Comparison
EIPCX's dividend yield for the trailing twelve months is around 11.45%, more than USRT's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
USRT iShares Core U.S. REIT ETF | 2.56% | 3.07% | 2.85% | 3.18% | 3.46% | 2.27% | 3.12% | 3.34% | 5.66% | 3.44% | 3.98% | 3.59% |
Frequently Asked Questions
EIPCX and USRT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USRT has higher volatility (4.71%) compared to EIPCX (3.79%). In terms of maximum drawdown, EIPCX dropped -54.05% vs USRT's -69.92%.
EIPCX currently has the higher Sharpe Ratio (2.32 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EIPCX and USRT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer