GCCIX vs. EAPCX
Compare and contrast key facts about Goldman Sachs Commodity Strategy Fund (GCCIX) and Parametric Commodity Strategy Fund Class A (EAPCX).
GCCIX is managed by Goldman Sachs. It was launched on Mar 29, 2007. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
GCCIX vs. EAPCX - Performance Comparison
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GCCIX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.11% | 15.45% | 5.92% | -9.65% | 15.70% | 33.42% | -23.01% | 16.75% | -14.89% | 4.31% |
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
In the year-to-date period, GCCIX achieves a 14.11% return, which is significantly lower than EAPCX's 17.25% return. Over the past 10 years, GCCIX has underperformed EAPCX with an annualized return of 6.16%, while EAPCX has yielded a comparatively higher 11.17% annualized return.
GCCIX
- 1D
- -0.63%
- 1M
- 4.19%
- YTD
- 14.11%
- 6M
- 19.69%
- 1Y
- 20.48%
- 3Y*
- 10.67%
- 5Y*
- 11.93%
- 10Y*
- 6.16%
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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GCCIX vs. EAPCX - Expense Ratio Comparison
GCCIX has a 0.59% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
GCCIX vs. EAPCX — Risk / Return Rank
GCCIX
EAPCX
GCCIX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Commodity Strategy Fund (GCCIX) 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.
| GCCIX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.25 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.83 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.70 | -1.41 |
Martin ratioReturn relative to average drawdown | 6.38 | 12.97 | -6.59 |
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
| GCCIX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.25 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.11 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.84 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.29 | -0.45 |
Correlation
The correlation between GCCIX and EAPCX is 0.83, 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
GCCIX vs. EAPCX - Dividend Comparison
GCCIX's dividend yield for the trailing twelve months is around 14.10%, more than EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 14.10% | 16.09% | 4.08% | 4.20% | 10.41% | 16.46% | 0.36% | 10.81% | 1.47% | 5.88% | 0.84% | 0.36% |
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% | 0.00% |
Drawdowns
GCCIX vs. EAPCX - Drawdown Comparison
The maximum GCCIX drawdown since its inception was -90.80%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for GCCIX and EAPCX.
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Drawdown Indicators
| GCCIX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -52.59% | -38.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.09% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -18.05% | -10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -57.76% | -28.81% | -28.95% |
Current DrawdownCurrent decline from peak | -71.72% | -0.39% | -71.33% |
Average DrawdownAverage peak-to-trough decline | -69.41% | -23.03% | -46.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.60% | +0.78% |
Volatility
GCCIX vs. EAPCX - Volatility Comparison
Goldman Sachs Commodity Strategy Fund (GCCIX) has a higher volatility of 5.48% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that GCCIX's price experiences larger fluctuations and is considered to be riskier 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
| GCCIX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 4.58% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 11.78% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 14.85% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 14.64% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 13.29% | +6.84% |