ARCNX vs. FIFGX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Fidelity SAI Inflation-Focused (FIFGX).
ARCNX is managed by AQR. FIFGX is managed by Fidelity. It was launched on Dec 20, 2018.
Performance
ARCNX vs. FIFGX - Performance Comparison
Loading graphics...
ARCNX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | 0.36% |
FIFGX Fidelity SAI Inflation-Focused | 37.89% | 7.44% | 6.34% | -11.90% | 9.30% | 32.92% | 1.48% | 9.32% | -2.00% |
Returns By Period
In the year-to-date period, ARCNX achieves a 17.59% return, which is significantly lower than FIFGX's 37.89% return.
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
FIFGX
- 1D
- -1.80%
- 1M
- 16.46%
- YTD
- 37.89%
- 6M
- 37.47%
- 1Y
- 38.25%
- 3Y*
- 13.15%
- 5Y*
- 13.24%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARCNX vs. FIFGX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is higher than FIFGX's 0.39% expense ratio.
Return for Risk
ARCNX vs. FIFGX — Risk / Return Rank
ARCNX
FIFGX
ARCNX vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Fidelity SAI Inflation-Focused (FIFGX). 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.
| ARCNX | FIFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.79 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.38 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.26 | -0.13 |
Martin ratioReturn relative to average drawdown | 9.87 | 8.62 | +1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ARCNX | FIFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.79 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.03 | +0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.03 | +0.26 |
Correlation
The correlation between ARCNX and FIFGX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ARCNX vs. FIFGX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.54%, more than FIFGX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
FIFGX Fidelity SAI Inflation-Focused | 3.94% | 5.44% | 4.73% | 2.43% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% | 0.00% |
Drawdowns
ARCNX vs. FIFGX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, smaller than the maximum FIFGX drawdown of -92.38%. Use the drawdown chart below to compare losses from any high point for ARCNX and FIFGX.
Loading graphics...
Drawdown Indicators
| ARCNX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -92.38% | +37.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -12.22% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -92.38% | +72.08% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | -1.80% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -26.26% | -14.18% | -12.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.63% | -1.42% |
Volatility
ARCNX vs. FIFGX - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) is 5.33%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 10.75%. This indicates that ARCNX experiences smaller price fluctuations and is considered to be less risky than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ARCNX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 10.75% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 16.48% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 21.66% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 408.16% | -389.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 338.52% | -321.06% |