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FFGIX's Sharpe Ratio of 2.04 indicates that for each unit of volatility, it generates 2.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FFGIX Sharpe Ratio Rank


FFGIX Sharpe Ratio Rank: 56.657
Average

FFGIX ranks above 56.6% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

FFGIX Sharpe Ratio Market Positioning

The chart shows FFGIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.


  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.32+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity Advisor Global Commodity Stock Fund Class I's Sharpe Ratio with other mutual funds in the Commodities category across multiple time periods, showing how FFGIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FIQRXFidelity Advisor Global Commodity Stock Fund Class Z2.05
FFGCXFidelity Global Commodity Stock Fund2.04
FFGIXFidelity Advisor Global Commodity Stock Fund Class I2.04
JCRAXALPS/CoreCommodity Management CompleteCommoditiesSM Strategy Fund2.03
EIPCXParametric Commodity Strategy Fund Class I2.02
FFGAXFidelity Advisor Global Commodity Stock Fund Class A2.01
FFGTXFidelity Advisor Global Commodity Stock Fund Class M1.99
EAPCXParametric Commodity Strategy Fund Class A1.99
FCGCXFidelity Advisor Global Commodity Stock Fund Class C1.96
BRCYXInvesco Balanced-Risk Commodity Strategy Fund1.94

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FFGIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FFGIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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Sharpe Ratio Calculator

How does FFGIX fit in your portfolio?

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