MCSIX vs. BRCYX
Compare and contrast key facts about MFS Commodity Strategy Fund (MCSIX) and Invesco Balanced-Risk Commodity Strategy Fund (BRCYX).
MCSIX is managed by MFS. It was launched on Jun 1, 2010. BRCYX is managed by Invesco. It was launched on Nov 29, 2010.
Performance
MCSIX vs. BRCYX - Performance Comparison
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MCSIX vs. BRCYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCSIX MFS Commodity Strategy Fund | 20.44% | 18.47% | 5.08% | -6.13% | 13.40% | 27.55% | -0.02% | 7.79% | -12.79% | 3.65% |
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, MCSIX achieves a 20.44% return, which is significantly lower than BRCYX's 27.96% return. Over the past 10 years, MCSIX has underperformed BRCYX with an annualized return of 8.18%, while BRCYX has yielded a comparatively higher 8.73% annualized return.
MCSIX
- 1D
- 0.46%
- 1M
- 7.13%
- YTD
- 20.44%
- 6M
- 27.27%
- 1Y
- 30.89%
- 3Y*
- 13.89%
- 5Y*
- 13.85%
- 10Y*
- 8.18%
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%
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MCSIX vs. BRCYX - Expense Ratio Comparison
MCSIX has a 0.90% expense ratio, which is lower than BRCYX's 1.06% expense ratio.
Return for Risk
MCSIX vs. BRCYX — Risk / Return Rank
MCSIX
BRCYX
MCSIX vs. BRCYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSIX) 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.
| MCSIX | BRCYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.60 | -0.70 |
Sortino ratioReturn per unit of downside risk | 2.41 | 3.14 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.48 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 4.85 | -1.57 |
Martin ratioReturn relative to average drawdown | 9.88 | 16.15 | -6.27 |
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
| MCSIX | BRCYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.60 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.87 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.62 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.18 | -0.07 |
Correlation
The correlation between MCSIX and BRCYX is 0.86, 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
MCSIX vs. BRCYX - Dividend Comparison
MCSIX's dividend yield for the trailing twelve months is around 13.32%, more than BRCYX's 10.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCSIX MFS Commodity Strategy Fund | 13.32% | 16.04% | 3.30% | 2.21% | 27.42% | 56.01% | 0.88% | 1.87% | 3.50% | 3.14% | 0.61% | 0.47% |
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% | 0.00% |
Drawdowns
MCSIX vs. BRCYX - Drawdown Comparison
The maximum MCSIX drawdown since its inception was -64.20%, which is greater than BRCYX's maximum drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for MCSIX and BRCYX.
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Drawdown Indicators
| MCSIX | BRCYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -60.05% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -9.10% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -37.61% | -20.42% | -17.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -38.09% | +0.48% |
Current DrawdownCurrent decline from peak | -1.58% | -0.11% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -33.63% | -27.50% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.73% | +0.50% |
Volatility
MCSIX vs. BRCYX - Volatility Comparison
The current volatility for MFS Commodity Strategy Fund (MCSIX) is 6.29%, while Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) has a volatility of 7.14%. This indicates that MCSIX experiences smaller price fluctuations and is considered to be less risky 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
| MCSIX | BRCYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 7.14% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 14.77% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 17.06% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.64% | 15.64% | +19.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 14.21% | +11.82% |