MCSIX vs. EIPCX
Compare and contrast key facts about MFS Commodity Strategy Fund (MCSIX) and Parametric Commodity Strategy Fund Class I (EIPCX).
MCSIX is managed by MFS. It was launched on Jun 1, 2010. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
MCSIX vs. EIPCX - Performance Comparison
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MCSIX vs. EIPCX - 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 16.44% | 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, MCSIX achieves a 20.44% return, which is significantly higher than EIPCX's 16.44% return. Over the past 10 years, MCSIX has underperformed EIPCX with an annualized return of 8.18%, while EIPCX has yielded a comparatively higher 11.37% 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%
EIPCX
- 1D
- 0.52%
- 1M
- 5.61%
- YTD
- 16.44%
- 6M
- 25.65%
- 1Y
- 32.48%
- 3Y*
- 15.11%
- 5Y*
- 16.28%
- 10Y*
- 11.37%
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MCSIX vs. EIPCX - Expense Ratio Comparison
MCSIX has a 0.90% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
MCSIX vs. EIPCX — Risk / Return Rank
MCSIX
EIPCX
MCSIX vs. EIPCX - 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 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.
| MCSIX | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.24 | -0.34 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.82 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.40 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.60 | -0.32 |
Martin ratioReturn relative to average drawdown | 9.88 | 12.73 | -2.85 |
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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.24 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 1.12 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.86 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.24 | -0.13 |
Correlation
The correlation between MCSIX and EIPCX 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. EIPCX - Dividend Comparison
MCSIX's dividend yield for the trailing twelve months is around 13.32%, more than EIPCX's 11.45% 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
Drawdowns
MCSIX vs. EIPCX - Drawdown Comparison
The maximum MCSIX drawdown since its inception was -64.20%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for MCSIX and EIPCX.
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Drawdown Indicators
| MCSIX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -54.05% | -10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -9.15% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -37.61% | -18.00% | -19.61% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -28.53% | -9.08% |
Current DrawdownCurrent decline from peak | -1.58% | -1.15% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -33.63% | -24.51% | -9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.58% | +0.65% |
Volatility
MCSIX vs. EIPCX - Volatility Comparison
MFS Commodity Strategy Fund (MCSIX) has a higher volatility of 6.29% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.42%. This indicates that MCSIX'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
| MCSIX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 4.42% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 11.76% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 14.84% | +1.88% |
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% | 13.30% | +12.73% |