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SWAGX vs. EAPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SWAGX vs. EAPCX

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Parametric Commodity Strategy Fund Class A (EAPCX).

SWAGX is managed by Charles Schwab. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.

Performance

SWAGX vs. EAPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Parametric Commodity Strategy Fund Class A (EAPCX). The values are adjusted to include any dividend payments, if applicable.

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SWAGX vs. EAPCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SWAGX
Schwab U.S. Aggregate Bond Index Fund		-0.44%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%
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%3.80%

Returns By Period

In the year-to-date period, SWAGX achieves a -0.44% return, which is significantly lower than EAPCX's 16.34% return.

SWAGX

1D
0.56%
1M
-2.30%
YTD
-0.44%
6M
0.48%
1Y
3.81%
3Y*
3.39%
5Y*
0.01%
10Y*
—

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Schwab U.S. Aggregate Bond Index Fund

Parametric Commodity Strategy Fund Class A

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Often compared with EAPCX:
EAPCX vs. FCSSXEAPCX vs. SWASXEAPCX vs. SWRSXEAPCX vs. RBESXEAPCX vs. KMLMEAPCX vs. SWPPXEAPCX vs. FMAT

SWAGX vs. EAPCX - Expense Ratio Comparison

SWAGX has a 0.04% expense ratio, which is lower than EAPCX's 0.91% expense ratio.

EAPCX
Parametric Commodity Strategy Fund Class A
SWAGX
Schwab U.S. Aggregate Bond Index Fund

Return for Risk

SWAGX vs. EAPCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWAGX
SWAGX Risk / Return Rank: 5555
Overall Rank
SWAGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 3939
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 5151
Martin Ratio Rank
EAPCX
EAPCX Risk / Return Rank: 9494
Overall Rank
EAPCX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EAPCX Sortino Ratio Rank: 9393
Sortino Ratio Rank
EAPCX Omega Ratio Rank: 9090
Omega Ratio Rank
EAPCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
EAPCX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWAGX vs. EAPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond Index Fund (SWAGX) 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.

SWAGXEAPCXDifference

Sharpe ratio

Return per unit of total volatility

0.98

2.21

-1.23

Sortino ratio

Return per unit of downside risk

1.42

2.79

-1.37

Omega ratio

Gain probability vs. loss probability

1.17

1.40

-0.23

Calmar ratio

Return relative to maximum drawdown

1.75

3.57

-1.82

Martin ratio

Return relative to average drawdown

4.95

12.49

-7.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWAGX vs. EAPCX - Sharpe Ratio Comparison

The current SWAGX Sharpe Ratio is 0.98, which is lower than the EAPCX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SWAGX and EAPCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SWAGXEAPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.21

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

1.10

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.28

+0.02

Correlation

The correlation between SWAGX and EAPCX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SWAGX vs. EAPCX - Dividend Comparison

SWAGX's dividend yield for the trailing twelve months is around 3.76%, less than EAPCX's 11.37% yield.

TTM2025202420232022202120202019201820172016
SWAGX
Schwab U.S. Aggregate Bond Index Fund		3.76%4.02%3.88%3.22%1.93%1.56%2.47%2.87%2.80%1.98%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

SWAGX vs. EAPCX - Drawdown Comparison

The maximum SWAGX drawdown since its inception was -19.68%, smaller than the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for SWAGX and EAPCX.

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Drawdown Indicators

SWAGXEAPCXDifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-52.59%

+32.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-9.09%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-18.05%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.81%

—

Current Drawdown

Current decline from peak

-4.18%

-1.17%

-3.01%

Average Drawdown

Average peak-to-trough decline

-5.72%

-23.03%

+17.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.60%

-1.60%

Volatility

SWAGX vs. EAPCX - Volatility Comparison

The current volatility for Schwab U.S. Aggregate Bond Index Fund (SWAGX) is 1.66%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 4.61%. This indicates that SWAGX experiences smaller price fluctuations and is considered to be less risky 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

SWAGXEAPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

4.61%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

11.77%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

14.87%

-10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

14.64%

-8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

13.29%

-8.16%