SWRSX vs. EAPCX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Parametric Commodity Strategy Fund Class A (EAPCX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
SWRSX vs. EAPCX - Performance Comparison
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SWRSX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
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, SWRSX achieves a 0.39% return, which is significantly lower than EAPCX's 16.34% return. Over the past 10 years, SWRSX has underperformed EAPCX with an annualized return of 2.57%, while EAPCX has yielded a comparatively higher 11.09% annualized return.
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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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SWRSX vs. EAPCX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
Return for Risk
SWRSX vs. EAPCX — Risk / Return Rank
SWRSX
EAPCX
SWRSX vs. EAPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) 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.
| SWRSX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.21 | -1.37 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.79 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.57 | -2.13 |
Martin ratioReturn relative to average drawdown | 4.27 | 12.49 | -8.22 |
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
| SWRSX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.21 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.10 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.84 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.28 | +0.29 |
Correlation
The correlation between SWRSX and EAPCX is 0.07, 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
SWRSX vs. EAPCX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than EAPCX's 11.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
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
SWRSX vs. EAPCX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for SWRSX and EAPCX.
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Drawdown Indicators
| SWRSX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -52.59% | +38.30% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -9.09% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -18.05% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -28.81% | +14.52% |
Current DrawdownCurrent decline from peak | -1.33% | -1.17% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -23.03% | +19.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.60% | -1.70% |
Volatility
SWRSX vs. EAPCX - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.30%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 4.61%. This indicates that SWRSX 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
| SWRSX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 4.61% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 11.77% | -9.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 14.87% | -10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 14.64% | -8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 13.29% | -7.90% |