PCRPX vs. EIPCX
Compare and contrast key facts about PIMCO Commodity Real Return Strategy Fund (PCRPX) and Parametric Commodity Strategy Fund Class I (EIPCX).
PCRPX is managed by PIMCO. It was launched on Apr 30, 2008. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
PCRPX vs. EIPCX - Performance Comparison
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PCRPX vs. EIPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 21.35% | 16.26% | 10.79% | -6.20% | 9.12% | 33.01% | 0.73% | 12.24% | -13.90% | 2.62% |
EIPCX Parametric Commodity Strategy Fund Class I | 17.35% | 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, PCRPX achieves a 21.35% return, which is significantly higher than EIPCX's 17.35% return. Over the past 10 years, PCRPX has underperformed EIPCX with an annualized return of 9.25%, while EIPCX has yielded a comparatively higher 11.45% annualized return.
PCRPX
- 1D
- 0.17%
- 1M
- 7.98%
- YTD
- 21.35%
- 6M
- 24.29%
- 1Y
- 28.12%
- 3Y*
- 14.70%
- 5Y*
- 14.28%
- 10Y*
- 9.25%
EIPCX
- 1D
- 0.78%
- 1M
- 5.42%
- YTD
- 17.35%
- 6M
- 25.90%
- 1Y
- 33.11%
- 3Y*
- 15.41%
- 5Y*
- 16.38%
- 10Y*
- 11.45%
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PCRPX vs. EIPCX - Expense Ratio Comparison
PCRPX has a 0.92% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
PCRPX vs. EIPCX — Risk / Return Rank
PCRPX
EIPCX
PCRPX vs. EIPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Real Return Strategy Fund (PCRPX) 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.
| PCRPX | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.27 | -0.56 |
Sortino ratioReturn per unit of downside risk | 2.21 | 2.86 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.73 | -0.57 |
Martin ratioReturn relative to average drawdown | 9.48 | 13.21 | -3.73 |
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
| PCRPX | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.27 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.12 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.86 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.24 | -0.22 |
Correlation
The correlation between PCRPX and EIPCX 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
PCRPX vs. EIPCX - Dividend Comparison
PCRPX's dividend yield for the trailing twelve months is around 4.19%, less than EIPCX's 11.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCRPX PIMCO Commodity Real Return Strategy Fund | 4.19% | 5.09% | 8.47% | 6.50% | 46.40% | 22.80% | 1.51% | 3.93% | 5.85% | 8.06% | 0.83% | 5.23% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.36% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
Drawdowns
PCRPX vs. EIPCX - Drawdown Comparison
The maximum PCRPX drawdown since its inception was -72.22%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for PCRPX and EIPCX.
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Drawdown Indicators
| PCRPX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.22% | -54.05% | -18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -9.15% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -18.00% | -16.54% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | -28.53% | -10.62% |
Current DrawdownCurrent decline from peak | -8.33% | -0.38% | -7.95% |
Average DrawdownAverage peak-to-trough decline | -39.75% | -24.50% | -15.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.58% | +0.57% |
Volatility
PCRPX vs. EIPCX - Volatility Comparison
PIMCO Commodity Real Return Strategy Fund (PCRPX) has a higher volatility of 7.22% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.39%. This indicates that PCRPX'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
| PCRPX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 4.39% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 11.78% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 14.82% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 14.64% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 13.30% | +3.82% |