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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWASX or EAPCX.
Key characteristics
| SWASX | EAPCX | |
|---|---|---|
| YTD Return | 5.42% | 8.02% |
| 1Y Return | 21.34% | 5.92% |
| 3Y Return (Ann) | -3.89% | 6.04% |
| 5Y Return (Ann) | -0.86% | 11.68% |
| 10Y Return (Ann) | 3.08% | 3.71% |
| Sharpe Ratio | 1.43 | 0.64 |
| Sortino Ratio | 2.10 | 0.96 |
| Omega Ratio | 1.26 | 1.11 |
| Calmar Ratio | 0.70 | 0.43 |
| Martin Ratio | 5.43 | 1.70 |
| Ulcer Index | 3.77% | 4.40% |
| Daily Std Dev | 14.33% | 11.70% |
| Max Drawdown | -69.48% | -50.10% |
| Current Drawdown | -14.31% | -8.01% |
Correlation
The correlation between SWASX and EAPCX is 0.26, 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.
Performance
SWASX vs. EAPCX - Performance Comparison
In the year-to-date period, SWASX achieves a 5.42% return, which is significantly lower than EAPCX's 8.02% return. Over the past 10 years, SWASX has underperformed EAPCX with an annualized return of 3.08%, while EAPCX has yielded a comparatively higher 3.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
SWASX vs. EAPCX - Risk-Adjusted Performance 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.
Dividends
SWASX vs. EAPCX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 3.19%, which matches EAPCX's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | 3.19% | 3.32% | 3.00% | 3.70% | 1.11% | 6.80% | 4.22% | 4.16% | 4.69% | 3.01% | 4.81% | 4.01% |
EAPCX Parametric Commodity Strategy Fund Class A | 3.18% | 3.43% | 14.80% | 13.74% | 2.92% | 1.12% | 0.41% | 4.98% | 6.50% | 0.00% | 1.52% | 0.00% |
Drawdowns
SWASX vs. EAPCX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.48%, which is greater than EAPCX's maximum drawdown of -50.10%. Use the drawdown chart below to compare losses from any high point for SWASX and EAPCX. For additional features, visit the drawdowns tool.
Volatility
SWASX vs. EAPCX - Volatility Comparison
Schwab Global Real Estate Fund™ (SWASX) and Parametric Commodity Strategy Fund Class A (EAPCX) have volatilities of 4.05% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.