PQCMX vs. EAPCX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Parametric Commodity Strategy Fund Class A (EAPCX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
PQCMX vs. EAPCX - Performance Comparison
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PQCMX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 26.95% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
EAPCX Parametric Commodity Strategy Fund Class A | 17.25% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 7.11% |
Returns By Period
In the year-to-date period, PQCMX achieves a 26.95% return, which is significantly higher than EAPCX's 17.25% return.
PQCMX
- 1D
- 0.23%
- 1M
- 10.13%
- YTD
- 26.95%
- 6M
- 32.40%
- 1Y
- 32.95%
- 3Y*
- 13.63%
- 5Y*
- 14.03%
- 10Y*
- —
EAPCX
- 1D
- 0.79%
- 1M
- 5.49%
- YTD
- 17.25%
- 6M
- 25.77%
- 1Y
- 32.66%
- 3Y*
- 15.07%
- 5Y*
- 16.10%
- 10Y*
- 11.17%
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PQCMX vs. EAPCX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
PQCMX vs. EAPCX — Risk / Return Rank
PQCMX
EAPCX
PQCMX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) 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.
| PQCMX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 2.25 | -0.32 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.83 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.70 | -0.07 |
Martin ratioReturn relative to average drawdown | 9.70 | 12.97 | -3.28 |
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
| PQCMX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.25 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.11 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.29 | +0.25 |
Correlation
The correlation between PQCMX 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
PQCMX vs. EAPCX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.37%, less than EAPCX's 11.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.37% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% | 0.00% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.28% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
PQCMX vs. EAPCX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for PQCMX and EAPCX.
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Drawdown Indicators
| PQCMX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -52.59% | +19.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -9.09% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -18.05% | -8.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -23.03% | +11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.60% | +0.90% |
Volatility
PQCMX vs. EAPCX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.15% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that PQCMX'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
| PQCMX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 4.58% | +3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 11.78% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 14.85% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 14.64% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 13.29% | +1.81% |