PCRIX vs. EAPCX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRIX) and Parametric Commodity Strategy Fund Class A (EAPCX).
PCRIX is managed by PIMCO. It was launched on Jun 27, 2002. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
PCRIX vs. EAPCX - Performance Comparison
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PCRIX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCRIX PIMCO Commodity Real Return Strategy Fund | 21.21% | 17.05% | 10.59% | -68.64% | 8.94% | 33.35% | 0.79% | 12.29% | -13.77% | 2.71% |
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, PCRIX achieves a 21.21% return, which is significantly higher than EAPCX's 16.34% return. Over the past 10 years, PCRIX has underperformed EAPCX with an annualized return of -2.00%, while EAPCX has yielded a comparatively higher 11.09% annualized return.
PCRIX
- 1D
- 0.92%
- 1M
- 9.45%
- YTD
- 21.21%
- 6M
- 25.18%
- 1Y
- 28.13%
- 3Y*
- 14.86%
- 5Y*
- -8.03%
- 10Y*
- -2.00%
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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PCRIX vs. EAPCX - Expense Ratio Comparison
PCRIX has a 0.80% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
PCRIX vs. EAPCX — Risk / Return Rank
PCRIX
EAPCX
PCRIX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRIX) 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.
| PCRIX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.21 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.79 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 3.57 | -0.35 |
Martin ratioReturn relative to average drawdown | 9.71 | 12.49 | -2.79 |
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
| PCRIX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.21 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 1.10 | -1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.84 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.28 | -0.40 |
Correlation
The correlation between PCRIX and EAPCX is 0.91, 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
PCRIX vs. EAPCX - Dividend Comparison
PCRIX's dividend yield for the trailing twelve months is around 4.19%, less than EAPCX's 11.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRIX PIMCO Commodity Real Return Strategy Fund | 4.19% | 5.61% | 8.34% | 16.19% | 46.23% | 22.74% | 1.56% | 4.00% | 5.94% | 8.14% | 0.91% | 5.29% |
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
PCRIX vs. EAPCX - Drawdown Comparison
The maximum PCRIX drawdown since its inception was -88.17%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for PCRIX and EAPCX.
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Drawdown Indicators
| PCRIX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.17% | -52.59% | -35.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -9.09% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -78.15% | -18.05% | -60.10% |
Max Drawdown (10Y)Largest decline over 10 years | -78.15% | -28.81% | -49.34% |
Current DrawdownCurrent decline from peak | -80.59% | -1.17% | -79.42% |
Average DrawdownAverage peak-to-trough decline | -51.60% | -23.03% | -28.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.60% | +0.55% |
Volatility
PCRIX vs. EAPCX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRIX) has a higher volatility of 7.29% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.61%. This indicates that PCRIX'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
| PCRIX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.61% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 11.77% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 14.87% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 14.64% | +21.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.18% | 13.29% | +13.89% |