SWASX vs. EAPCX
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Parametric Commodity Strategy Fund Class A (EAPCX).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
SWASX vs. EAPCX - Performance Comparison
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SWASX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | -0.59% | 11.33% | 1.42% | 8.49% | -25.10% | 25.32% | -12.10% | 27.81% | -7.66% | 14.38% |
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, SWASX achieves a -0.59% return, which is significantly lower than EAPCX's 16.34% return. Over the past 10 years, SWASX has underperformed EAPCX with an annualized return of 3.10%, while EAPCX has yielded a comparatively higher 11.09% annualized return.
SWASX
- 1D
- 0.15%
- 1M
- -10.76%
- YTD
- -0.59%
- 6M
- -0.14%
- 1Y
- 9.61%
- 3Y*
- 6.09%
- 5Y*
- 1.58%
- 10Y*
- 3.10%
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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SWASX vs. EAPCX - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than EAPCX's 0.91% expense ratio.
Return for Risk
SWASX vs. EAPCX — Risk / Return Rank
SWASX
EAPCX
SWASX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) 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.
| SWASX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 2.21 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.07 | 2.79 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.57 | -2.67 |
Martin ratioReturn relative to average drawdown | 3.80 | 12.49 | -8.69 |
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
| SWASX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.21 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 1.10 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.84 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.28 | -0.19 |
Correlation
The correlation between SWASX and EAPCX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SWASX vs. EAPCX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 2.23%, less than EAPCX's 11.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | 2.23% | 3.11% | 3.32% | 3.29% | 3.00% | 3.71% | 2.94% | 7.38% | 4.24% | 3.32% | 4.67% | 3.00% |
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% | 0.00% |
Drawdowns
SWASX vs. EAPCX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.47%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for SWASX and EAPCX.
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Drawdown Indicators
| SWASX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.47% | -52.59% | -16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -9.09% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -18.05% | -14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -44.19% | -28.81% | -15.38% |
Current DrawdownCurrent decline from peak | -10.76% | -1.17% | -9.59% |
Average DrawdownAverage peak-to-trough decline | -15.62% | -23.03% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.60% | -0.02% |
Volatility
SWASX vs. EAPCX - Volatility Comparison
The current volatility for Schwab Global Real Estate Fund™ (SWASX) is 4.05%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 4.61%. This indicates that SWASX 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
| SWASX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.61% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 11.77% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 14.87% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 14.64% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 13.29% | +3.75% |