EIRAX vs. EAPCX
Compare and contrast key facts about Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) and Parametric Commodity Strategy Fund Class A (EAPCX).
EIRAX is managed by Eaton Vance. It was launched on Sep 29, 2011. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
EIRAX vs. EAPCX - Performance Comparison
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EIRAX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | -3.81% | 12.89% | 7.68% | 6.80% | -14.73% | 7.22% | 9.83% | 16.28% | -7.47% | 15.02% |
EAPCX Parametric Commodity Strategy Fund Class A | 16.34% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
In the year-to-date period, EIRAX achieves a -3.81% return, which is significantly lower than EAPCX's 16.34% return. Over the past 10 years, EIRAX has underperformed EAPCX with an annualized return of 5.29%, while EAPCX has yielded a comparatively higher 11.09% annualized return.
EIRAX
- 1D
- -0.13%
- 1M
- -7.23%
- YTD
- -3.81%
- 6M
- -1.00%
- 1Y
- 8.82%
- 3Y*
- 6.09%
- 5Y*
- 2.27%
- 10Y*
- 5.29%
EAPCX
- 1D
- 0.40%
- 1M
- 5.69%
- YTD
- 16.34%
- 6M
- 25.33%
- 1Y
- 32.23%
- 3Y*
- 14.77%
- 5Y*
- 16.00%
- 10Y*
- 11.09%
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EIRAX vs. EAPCX - Expense Ratio Comparison
EIRAX has a 0.93% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
EIRAX vs. EAPCX — Risk / Return Rank
EIRAX
EAPCX
EIRAX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) 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.
| EIRAX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 2.21 | -1.29 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.79 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 3.57 | -2.48 |
Martin ratioReturn relative to average drawdown | 4.92 | 12.49 | -7.57 |
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
| EIRAX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.21 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 1.10 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.84 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.28 | +0.31 |
Correlation
The correlation between EIRAX and EAPCX is 0.27, 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.
Dividends
EIRAX vs. EAPCX - Dividend Comparison
EIRAX's dividend yield for the trailing twelve months is around 2.91%, less than EAPCX's 11.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRAX Eaton Vance Richard Bernstein All Asset Strategy Fund | 2.91% | 2.80% | 2.35% | 2.58% | 1.11% | 5.68% | 3.13% | 7.42% | 2.98% | 2.35% | 0.73% | 1.59% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.37% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% | 0.00% |
Drawdowns
EIRAX vs. EAPCX - Drawdown Comparison
The maximum EIRAX drawdown since its inception was -19.85%, smaller than the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for EIRAX and EAPCX.
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Drawdown Indicators
| EIRAX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -52.59% | +32.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -9.09% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -18.05% | -1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -19.85% | -28.81% | +8.96% |
Current DrawdownCurrent decline from peak | -7.73% | -1.17% | -6.56% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -23.03% | +19.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.60% | -0.89% |
Volatility
EIRAX vs. EAPCX - Volatility Comparison
The current volatility for Eaton Vance Richard Bernstein All Asset Strategy Fund (EIRAX) is 3.94%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 4.61%. This indicates that EIRAX experiences smaller price fluctuations and is considered to be less risky than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIRAX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.61% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 11.77% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.84% | 14.87% | -5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.64% | 14.64% | -6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 13.29% | -4.25% |