After taking Costco's Kirkland Signature fish oil for several years and buying their concentrated one-a-day fish oil as well, I found out that apparently the majority of fish oil really isn't. It turns out to make fish oil more concentrated and to do so cheaper, most of the time so-called molecular distillation is used and most of the time the end result is a substance that contains Omega-3 polyunsaturated fatty acids as Ethyl Esters, as opposed to the natural form of Omega-3 (Triglycerides).
As a result, you get a more concentrated version of fish oil, but it really isn't the same thing found in nature, so not all of it gets absorbed, a small amount of alcohol is released when it is absorbed and you have to pay more than if you paid for non-concentrated plain old triglyceride version of the fish oil.
Caveat: there are concentrated fish oils that are converted to triglyceride form after processing, but they cost even more. I am not willing to spend close to $50 for a bottle.
Because there is little awareness of this issue, people generally assume that all fish oil is the same. It is not. And it is sometimes difficult to find the natural type of fish oil, the one with triglyceride form of it. After due googling, I read conflicting reports about different brands and products. I was mostly interested in a cheap yet natural triglyceride form of the fish oil, even if it is not concentrated and I would have to take a lot of pills.
I was mostly interested to find out about Costco's Kirkland Signature fish oil (300 mg of Omega-3 in one pill) and in several online forums I saw that someone (otherwise very knowledgeable) claimed it was made with Ethyl Esters. Which would be a shame, after all I have been taking it for years. Except when I went home and pulled the bottle out of the fridge, I read right on it that the Omega-3 in it is in Triglyceride form (unlike the concentrated, enteric coated Costco pills, that are marked as containing Ethyl Esters).
So there you have it. The best quality fish oil (with low levels of contaminants to boot, as validated by Consumer Reports) is also the cheapest. At about 2 cents a pill, I get sufficient true (Triglyceride) natural Omega-3 for less than a quarter per day. And although the actual fish itself contains other important nutrients, fish pills let you avoid exposure to mercury and heavy metals as well as consume Omega-3 PUFAs in a convenient manner, every day.
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