PQCMX vs. EIPCX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Parametric Commodity Strategy Fund Class I (EIPCX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
PQCMX vs. EIPCX - Performance Comparison
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PQCMX vs. EIPCX - 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% |
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% | 7.47% |
Returns By Period
In the year-to-date period, PQCMX achieves a 26.95% return, which is significantly higher than EIPCX's 17.35% return.
PQCMX
- 1D
- 0.23%
- 1M
- 10.13%
- YTD
- 26.95%
- 6M
- 32.40%
- 1Y
- 32.95%
- 3Y*
- 13.63%
- 5Y*
- 14.03%
- 10Y*
- —
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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PQCMX vs. EIPCX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is lower than EIPCX's 0.66% expense ratio.
Return for Risk
PQCMX vs. EIPCX — Risk / Return Rank
PQCMX
EIPCX
PQCMX vs. EIPCX - 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 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.
| PQCMX | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 2.27 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.86 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.73 | -0.09 |
Martin ratioReturn relative to average drawdown | 9.70 | 13.21 | -3.51 |
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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.27 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.12 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.24 | +0.30 |
Correlation
The correlation between PQCMX 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
PQCMX vs. EIPCX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.37%, less than EIPCX's 11.36% 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% |
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% |
Drawdowns
PQCMX vs. EIPCX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum EIPCX drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for PQCMX and EIPCX.
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Drawdown Indicators
| PQCMX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -54.05% | +21.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -9.15% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -18.00% | -8.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.53% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.38% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -24.50% | +12.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.58% | +0.92% |
Volatility
PQCMX vs. EIPCX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.15% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.39%. This indicates that PQCMX'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
| PQCMX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 4.39% | +3.76% |
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% | 14.82% | +2.37% |
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% | 13.30% | +1.80% |