GCCIX vs. EIPCX
Compare and contrast key facts about Goldman Sachs Commodity Strategy Fund (GCCIX) and Parametric Commodity Strategy Fund Class I (EIPCX).
GCCIX is managed by Goldman Sachs. It was launched on Mar 29, 2007. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
GCCIX vs. EIPCX - Performance Comparison
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GCCIX vs. EIPCX - 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% |
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% |
Returns By Period
In the year-to-date period, GCCIX achieves a 14.11% return, which is significantly lower than EIPCX's 17.35% return. Over the past 10 years, GCCIX has underperformed EIPCX with an annualized return of 6.16%, while EIPCX has yielded a comparatively higher 11.45% 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%
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%
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GCCIX vs. EIPCX - Expense Ratio Comparison
GCCIX has a 0.59% expense ratio, which is lower than EIPCX's 0.66% expense ratio.
Return for Risk
GCCIX vs. EIPCX — Risk / Return Rank
GCCIX
EIPCX
GCCIX vs. EIPCX - 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 I (EIPCX). 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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.27 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.86 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 3.73 | -1.44 |
Martin ratioReturn relative to average drawdown | 6.38 | 13.21 | -6.83 |
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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.27 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.12 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.86 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.24 | -0.40 |
Correlation
The correlation between GCCIX and EIPCX 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. EIPCX - Dividend Comparison
GCCIX's dividend yield for the trailing twelve months is around 14.10%, more than EIPCX's 11.36% 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% |
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% | 0.00% |
Drawdowns
GCCIX vs. EIPCX - Drawdown Comparison
The maximum GCCIX drawdown since its inception was -90.80%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for GCCIX and EIPCX.
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Drawdown Indicators
| GCCIX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -54.05% | -36.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.15% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -18.00% | -10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -57.76% | -28.53% | -29.23% |
Current DrawdownCurrent decline from peak | -71.72% | -0.38% | -71.34% |
Average DrawdownAverage peak-to-trough decline | -69.41% | -24.50% | -44.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.58% | +0.80% |
Volatility
GCCIX vs. EIPCX - Volatility Comparison
Goldman Sachs Commodity Strategy Fund (GCCIX) has a higher volatility of 5.48% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.39%. This indicates that GCCIX's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCIX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 4.39% | +1.09% |
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% | 14.82% | +0.37% |
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% | 13.30% | +6.83% |