MCSIX vs. EAPCX
Compare and contrast key facts about MFS Commodity Strategy Fund (MCSIX) and Parametric Commodity Strategy Fund Class A (EAPCX).
MCSIX is managed by MFS. It was launched on Jun 1, 2010. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
MCSIX vs. EAPCX - Performance Comparison
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MCSIX vs. EAPCX - 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% |
EAPCX Parametric Commodity Strategy Fund Class A | 16.34% | 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, MCSIX achieves a 20.44% return, which is significantly higher than EAPCX's 16.34% return. Over the past 10 years, MCSIX has underperformed EAPCX with an annualized return of 8.18%, while EAPCX has yielded a comparatively higher 11.09% 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%
EAPCX
- 1D
- 0.40%
- 1M
- 5.69%
- YTD
- 16.34%
- 6M
- 25.33%
- 1Y
- 32.23%
- 3Y*
- 14.77%
- 5Y*
- 16.00%
- 10Y*
- 11.09%
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MCSIX vs. EAPCX - Expense Ratio Comparison
MCSIX has a 0.90% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
MCSIX vs. EAPCX — Risk / Return Rank
MCSIX
EAPCX
MCSIX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Commodity Strategy Fund (MCSIX) 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.
| MCSIX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.21 | -0.31 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.79 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.40 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.57 | -0.29 |
Martin ratioReturn relative to average drawdown | 9.88 | 12.49 | -2.61 |
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 | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.21 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 1.10 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.84 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.28 | -0.17 |
Correlation
The correlation between MCSIX and EAPCX is 0.92, 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. EAPCX - Dividend Comparison
MCSIX's dividend yield for the trailing twelve months is around 13.32%, more than EAPCX's 11.37% 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% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.37% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% | 0.00% |
Drawdowns
MCSIX vs. EAPCX - Drawdown Comparison
The maximum MCSIX drawdown since its inception was -64.20%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for MCSIX and EAPCX.
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Drawdown Indicators
| MCSIX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -52.59% | -11.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -9.09% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -37.61% | -18.05% | -19.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -28.81% | -8.80% |
Current DrawdownCurrent decline from peak | -1.58% | -1.17% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -33.63% | -23.03% | -10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.60% | +0.63% |
Volatility
MCSIX vs. EAPCX - Volatility Comparison
MFS Commodity Strategy Fund (MCSIX) has a higher volatility of 6.29% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.61%. This indicates that MCSIX'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
| MCSIX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 4.61% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 11.77% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 14.87% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.64% | 14.64% | +20.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 13.29% | +12.74% |