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BRCAX vs. FFGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BRCAX vs. FFGTX

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX).

BRCAX is managed by Invesco. It was launched on Nov 30, 2010. FFGTX is managed by Fidelity. It was launched on Mar 25, 2009.

Performance

BRCAX vs. FFGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX). The values are adjusted to include any dividend payments, if applicable.

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BRCAX vs. FFGTX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A		27.94%18.41%5.47%-3.44%7.77%19.18%7.75%4.20%-12.18%4.49%
FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M		22.70%27.96%2.37%-5.62%20.06%25.38%5.41%17.23%-13.73%17.38%

Returns By Period

In the year-to-date period, BRCAX achieves a 27.94% return, which is significantly higher than FFGTX's 22.70% return. Over the past 10 years, BRCAX has underperformed FFGTX with an annualized return of 8.46%, while FFGTX has yielded a comparatively higher 13.28% annualized return.

BRCAX

1D
0.84%
1M
11.88%
YTD
27.94%
6M
36.77%
1Y
42.90%
3Y*
16.42%
5Y*
13.17%
10Y*
8.46%

FFGTX

1D
0.22%
1M
-1.64%
YTD
22.70%
6M
30.84%
1Y
51.60%
3Y*
17.10%
5Y*
15.16%
10Y*
13.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco Balanced-Risk Commodity Strategy Fund Class A

Fidelity Advisor Global Commodity Stock Fund Class M

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Often compared with FFGTX:
FFGTX vs. SDCIFFGTX vs. PQCMXFFGTX vs. BRCYXFFGTX vs. DCMSXFFGTX vs. EAPCXFFGTX vs. BCSKXFFGTX vs. BICSX

BRCAX vs. FFGTX - Expense Ratio Comparison

BRCAX has a 1.40% expense ratio, which is lower than FFGTX's 1.52% expense ratio.

FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A

Return for Risk

BRCAX vs. FFGTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX Martin Ratio Rank: 9797
Martin Ratio Rank
FFGTX
FFGTX Risk / Return Rank: 9696
Overall Rank
FFGTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FFGTX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FFGTX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRCAX vs. FFGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX). 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.

BRCAXFFGTXDifference

Sharpe ratio

Return per unit of total volatility

2.58

2.52

+0.06

Sortino ratio

Return per unit of downside risk

3.11

3.03

+0.07

Omega ratio

Gain probability vs. loss probability

1.48

1.48

0.00

Calmar ratio

Return relative to maximum drawdown

4.74

3.39

+1.35

Martin ratio

Return relative to average drawdown

15.98

17.47

-1.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRCAX vs. FFGTX - Sharpe Ratio Comparison

The current BRCAX Sharpe Ratio is 2.58, which is comparable to the FFGTX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BRCAX and FFGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

BRCAXFFGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.52

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.71

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.59

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.33

-0.16

Correlation

The correlation between BRCAX and FFGTX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BRCAX vs. FFGTX - Dividend Comparison

BRCAX's dividend yield for the trailing twelve months is around 10.95%, more than FFGTX's 1.64% yield.

TTM20252024202320222021202020192018201720162015
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A		10.95%14.02%4.85%3.80%9.98%16.92%0.00%0.89%0.17%0.00%2.58%0.00%
FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M		1.64%2.02%1.93%1.47%1.47%2.91%1.03%2.51%1.57%0.36%1.05%2.07%

Drawdowns

BRCAX vs. FFGTX - Drawdown Comparison

The maximum BRCAX drawdown since its inception was -60.98%, roughly equal to the maximum FFGTX drawdown of -58.53%. Use the drawdown chart below to compare losses from any high point for BRCAX and FFGTX.

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Drawdown Indicators

BRCAXFFGTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.98%

-58.53%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-14.66%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-27.31%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.44%

-48.88%

+10.44%

Current Drawdown

Current decline from peak

-0.12%

-2.37%

+2.25%

Average Drawdown

Average peak-to-trough decline

-28.81%

-20.56%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.85%

-0.11%

Volatility

BRCAX vs. FFGTX - Volatility Comparison

Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a higher volatility of 7.20% compared to Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) at 6.12%. This indicates that BRCAX's price experiences larger fluctuations and is considered to be riskier than FFGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRCAXFFGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.12%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

13.74%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

20.50%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

21.55%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

22.54%

-8.27%