RYMEX vs. EAPCX
Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and Parametric Commodity Strategy Fund Class A (EAPCX).
RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
RYMEX vs. EAPCX - Performance Comparison
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RYMEX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 40.07% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
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, RYMEX achieves a 40.07% return, which is significantly higher than EAPCX's 16.34% return. Over the past 10 years, RYMEX has underperformed EAPCX with an annualized return of 0.96%, while EAPCX has yielded a comparatively higher 11.09% annualized return.
RYMEX
- 1D
- 1.67%
- 1M
- 24.61%
- YTD
- 40.07%
- 6M
- 40.55%
- 1Y
- 40.95%
- 3Y*
- 16.42%
- 5Y*
- 17.74%
- 10Y*
- 0.96%
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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RYMEX vs. EAPCX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
RYMEX vs. EAPCX — Risk / Return Rank
RYMEX
EAPCX
RYMEX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) 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.
| RYMEX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 2.21 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.70 | 2.79 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 3.57 | +0.02 |
Martin ratioReturn relative to average drawdown | 9.58 | 12.49 | -2.91 |
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
| RYMEX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.21 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 1.10 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.84 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.28 | -0.54 |
Correlation
The correlation between RYMEX and EAPCX is 0.75, 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
RYMEX vs. EAPCX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.70%, less than EAPCX's 11.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 1.70% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% | 0.00% |
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% |
Drawdowns
RYMEX vs. EAPCX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -93.96%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for RYMEX and EAPCX.
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Drawdown Indicators
| RYMEX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.96% | -52.59% | -41.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -9.09% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -18.05% | -12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -69.87% | -28.81% | -41.06% |
Current DrawdownCurrent decline from peak | -84.04% | -1.17% | -82.87% |
Average DrawdownAverage peak-to-trough decline | -69.16% | -23.03% | -46.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.60% | +1.85% |
Volatility
RYMEX vs. EAPCX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.61%. This indicates that RYMEX'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
| RYMEX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.73% | 4.61% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 11.77% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 14.87% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 14.64% | +7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 13.29% | +14.33% |