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GSG vs. BRCYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSG vs. BRCYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX). The values are adjusted to include any dividend payments, if applicable.

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GSG vs. BRCYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSG
iShares S&P GSCI Commodity-Indexed Trust
39.85%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
27.96%18.82%5.70%-3.15%7.94%19.54%7.89%4.49%-12.03%4.88%

Returns By Period

In the year-to-date period, GSG achieves a 39.85% return, which is significantly higher than BRCYX's 27.96% return. Both investments have delivered pretty close results over the past 10 years, with GSG having a 9.09% annualized return and BRCYX not far behind at 8.73%.


GSG

1D
-1.01%
1M
24.23%
YTD
39.85%
6M
40.40%
1Y
41.63%
3Y*
17.03%
5Y*
17.93%
10Y*
9.09%

BRCYX

1D
0.81%
1M
11.91%
YTD
27.96%
6M
36.80%
1Y
43.09%
3Y*
16.68%
5Y*
13.44%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSG vs. BRCYX - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is lower than BRCYX's 1.06% expense ratio.


Return for Risk

GSG vs. BRCYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSG
GSG Risk / Return Rank: 9191
Overall Rank
GSG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 9292
Sortino Ratio Rank
GSG Omega Ratio Rank: 8989
Omega Ratio Rank
GSG Calmar Ratio Rank: 9494
Calmar Ratio Rank
GSG Martin Ratio Rank: 8888
Martin Ratio Rank

BRCYX
BRCYX Risk / Return Rank: 9696
Overall Rank
BRCYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCYX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCYX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCYX Martin Ratio Rank: 9797
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.

GSG vs. BRCYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX). 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.


GSGBRCYXDifference

Sharpe ratio

Return per unit of total volatility

1.98

2.60

-0.62

Sortino ratio

Return per unit of downside risk

2.66

3.14

-0.47

Omega ratio

Gain probability vs. loss probability

1.36

1.48

-0.12

Calmar ratio

Return relative to maximum drawdown

3.70

4.85

-1.15

Martin ratio

Return relative to average drawdown

10.32

16.15

-5.83

GSG vs. BRCYX - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.98, which is comparable to the BRCYX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of GSG and BRCYX, 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


GSGBRCYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.60

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.87

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.62

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.18

-0.27

Correlation

The correlation between GSG and BRCYX is 0.75, 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

GSG vs. BRCYX - Dividend Comparison

GSG has not paid dividends to shareholders, while BRCYX's dividend yield for the trailing twelve months is around 10.72%.


TTM2025202420232022202120202019201820172016
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRCYX
Invesco Balanced-Risk Commodity Strategy Fund
10.72%13.71%4.95%3.71%9.93%16.64%0.00%0.91%0.25%0.01%2.74%

Drawdowns

GSG vs. BRCYX - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than BRCYX's maximum drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for GSG and BRCYX.


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Drawdown Indicators


GSGBRCYXDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-60.05%

-29.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-9.10%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-20.42%

-8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

-38.09%

-19.55%

Current Drawdown

Current decline from peak

-57.78%

-0.11%

-57.67%

Average Drawdown

Average peak-to-trough decline

-63.77%

-27.50%

-36.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

2.73%

+1.54%

Volatility

GSG vs. BRCYX - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 11.08% compared to Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) at 7.14%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than BRCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGBRCYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.08%

7.14%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

14.77%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

17.06%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

15.64%

+6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

14.21%

+7.57%