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JCRAX vs. BRCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCRAX vs. BRCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). The values are adjusted to include any dividend payments, if applicable.

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JCRAX vs. BRCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
20.00%25.30%1.32%-7.37%12.82%29.21%2.15%11.00%-14.54%4.58%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
27.94%18.41%5.47%-3.44%7.77%19.18%7.75%4.20%-12.18%4.49%

Returns By Period

In the year-to-date period, JCRAX achieves a 20.00% return, which is significantly lower than BRCAX's 27.94% return. Over the past 10 years, JCRAX has outperformed BRCAX with an annualized return of 9.14%, while BRCAX has yielded a comparatively lower 8.46% annualized return.


JCRAX

1D
0.21%
1M
4.85%
YTD
20.00%
6M
28.47%
1Y
39.65%
3Y*
14.11%
5Y*
13.36%
10Y*
9.14%

BRCAX

1D
0.84%
1M
11.88%
YTD
27.94%
6M
36.77%
1Y
42.90%
3Y*
16.42%
5Y*
13.17%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCRAX vs. BRCAX - Expense Ratio Comparison

JCRAX has a 1.36% expense ratio, which is lower than BRCAX's 1.40% expense ratio.


Return for Risk

JCRAX vs. BRCAX — Risk / Return Rank

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

JCRAX
JCRAX Risk / Return Rank: 9595
Overall Rank
JCRAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JCRAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JCRAX Omega Ratio Rank: 9292
Omega Ratio Rank
JCRAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JCRAX Martin Ratio Rank: 9797
Martin Ratio Rank

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

JCRAX vs. BRCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.


JCRAXBRCAXDifference

Sharpe ratio

Return per unit of total volatility

2.47

2.58

-0.12

Sortino ratio

Return per unit of downside risk

3.07

3.11

-0.04

Omega ratio

Gain probability vs. loss probability

1.45

1.48

-0.03

Calmar ratio

Return relative to maximum drawdown

3.45

4.74

-1.30

Martin ratio

Return relative to average drawdown

16.36

15.98

+0.38

JCRAX vs. BRCAX - Sharpe Ratio Comparison

The current JCRAX Sharpe Ratio is 2.47, which is comparable to the BRCAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of JCRAX and BRCAX, 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


JCRAXBRCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

2.58

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.85

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.60

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.16

+0.05

Correlation

The correlation between JCRAX and BRCAX is 0.81, 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

JCRAX vs. BRCAX - Dividend Comparison

JCRAX's dividend yield for the trailing twelve months is around 7.34%, less than BRCAX's 10.95% yield.


TTM2025202420232022202120202019201820172016
JCRAX
ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund
7.34%8.80%2.80%3.29%7.08%22.43%0.29%0.90%3.26%2.44%0.05%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
10.95%14.02%4.85%3.80%9.98%16.92%0.00%0.89%0.17%0.00%2.58%

Drawdowns

JCRAX vs. BRCAX - Drawdown Comparison

The maximum JCRAX drawdown since its inception was -62.03%, roughly equal to the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for JCRAX and BRCAX.


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Drawdown Indicators


JCRAXBRCAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-60.98%

-1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-9.22%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-20.66%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

-38.44%

-4.70%

Current Drawdown

Current decline from peak

-0.10%

-0.12%

+0.02%

Average Drawdown

Average peak-to-trough decline

-26.67%

-28.81%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.74%

-0.34%

Volatility

JCRAX vs. BRCAX - Volatility Comparison

The current volatility for ALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund (JCRAX) is 4.63%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.20%. This indicates that JCRAX experiences smaller price fluctuations and is considered to be less risky than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCRAXBRCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

7.20%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

14.88%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

17.16%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.66%

15.64%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

14.27%

+3.86%