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BRCAX vs. FYHTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BRCAX vs. FYHTX

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) and Fidelity Commodity Strategy Fund (FYHTX).

BRCAX is managed by Invesco. It was launched on Nov 30, 2010. FYHTX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Commodity Total Return Index. It was launched on May 30, 2017.

Performance

BRCAX vs. FYHTX - 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 Commodity Strategy Fund (FYHTX). The values are adjusted to include any dividend payments, if applicable.

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BRCAX vs. FYHTX - 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%9.06%
FYHTX
Fidelity Commodity Strategy Fund		16.29%14.72%4.73%-8.62%15.32%26.43%-3.84%6.91%-11.71%6.00%

Returns By Period

In the year-to-date period, BRCAX achieves a 27.94% return, which is significantly higher than FYHTX's 16.29% 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%

FYHTX

1D
-0.03%
1M
5.22%
YTD
16.29%
6M
22.41%
1Y
22.79%
3Y*
10.62%
5Y*
11.79%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco Balanced-Risk Commodity Strategy Fund Class A

Fidelity Commodity Strategy Fund

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Often compared with FYHTX:
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BRCAX vs. FYHTX - Expense Ratio Comparison

BRCAX has a 1.40% expense ratio, which is higher than FYHTX's 0.63% expense ratio.

BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
FYHTX
Fidelity Commodity Strategy Fund

Return for Risk

BRCAX vs. FYHTX — 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
FYHTX
FYHTX Risk / Return Rank: 8181
Overall Rank
FYHTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FYHTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FYHTX Omega Ratio Rank: 7575
Omega Ratio Rank
FYHTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FYHTX Martin Ratio Rank: 7777
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. FYHTX - 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 Commodity Strategy Fund (FYHTX). 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.

BRCAXFYHTXDifference

Sharpe ratio

Return per unit of total volatility

2.58

1.56

+1.02

Sortino ratio

Return per unit of downside risk

3.11

2.07

+1.03

Omega ratio

Gain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratio

Return relative to maximum drawdown

4.74

2.66

+2.08

Martin ratio

Return relative to average drawdown

15.98

7.40

+8.58

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. FYHTX - Sharpe Ratio Comparison

The current BRCAX Sharpe Ratio is 2.58, which is higher than the FYHTX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BRCAX and FYHTX, 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

BRCAXFYHTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.56

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.75

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.47

-0.31

Correlation

The correlation between BRCAX and FYHTX is 0.84, 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

BRCAX vs. FYHTX - Dividend Comparison

BRCAX's dividend yield for the trailing twelve months is around 10.95%, more than FYHTX's 2.52% yield.

TTM2025202420232022202120202019201820172016
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%
FYHTX
Fidelity Commodity Strategy Fund		2.52%2.93%3.78%4.10%57.34%15.05%0.00%7.00%12.49%0.36%0.00%

Drawdowns

BRCAX vs. FYHTX - Drawdown Comparison

The maximum BRCAX drawdown since its inception was -60.98%, which is greater than FYHTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for BRCAX and FYHTX.

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Drawdown Indicators

BRCAXFYHTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.98%

-33.22%

-27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-9.18%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.66%

-25.47%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-38.44%

—

—

Current Drawdown

Current decline from peak

-0.12%

-1.96%

+1.84%

Average Drawdown

Average peak-to-trough decline

-28.81%

-12.15%

-16.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.30%

-0.56%

Volatility

BRCAX vs. FYHTX - Volatility Comparison

Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a higher volatility of 7.20% compared to Fidelity Commodity Strategy Fund (FYHTX) at 5.38%. This indicates that BRCAX's price experiences larger fluctuations and is considered to be riskier than FYHTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRCAXFYHTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

5.38%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

11.45%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

15.30%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

15.87%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

14.52%

-0.25%