BRCYX vs. FIFGX
Compare and contrast key facts about Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) and Fidelity SAI Inflation-Focused (FIFGX).
BRCYX is managed by Invesco. It was launched on Nov 29, 2010. FIFGX is managed by Fidelity. It was launched on Dec 20, 2018.
Performance
BRCYX vs. FIFGX - Performance Comparison
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BRCYX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 27.96% | 18.82% | 5.70% | -3.15% | 7.94% | 19.54% | 7.89% | 4.49% | -1.11% |
FIFGX Fidelity SAI Inflation-Focused | 40.42% | 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, BRCYX achieves a 27.96% return, which is significantly lower than FIFGX's 40.42% return.
BRCYX
- 1D
- 0.81%
- 1M
- 11.91%
- YTD
- 27.96%
- 6M
- 36.80%
- 1Y
- 43.09%
- 3Y*
- 16.68%
- 5Y*
- 13.44%
- 10Y*
- 8.73%
FIFGX
- 1D
- 1.03%
- 1M
- 22.58%
- YTD
- 40.42%
- 6M
- 39.86%
- 1Y
- 40.86%
- 3Y*
- 13.84%
- 5Y*
- 13.85%
- 10Y*
- —
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BRCYX vs. FIFGX - Expense Ratio Comparison
BRCYX has a 1.06% expense ratio, which is higher than FIFGX's 0.39% expense ratio.
Return for Risk
BRCYX vs. FIFGX — Risk / Return Rank
BRCYX
FIFGX
BRCYX vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) 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.
| BRCYX | FIFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.60 | 2.00 | +0.60 |
Sortino ratioReturn per unit of downside risk | 3.14 | 2.62 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 4.85 | 3.50 | +1.35 |
Martin ratioReturn relative to average drawdown | 16.15 | 9.26 | +6.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRCYX | FIFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.00 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.03 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.03 | +0.15 |
Correlation
The correlation between BRCYX and FIFGX is 0.85, 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
BRCYX vs. FIFGX - Dividend Comparison
BRCYX's dividend yield for the trailing twelve months is around 10.72%, more than FIFGX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRCYX Invesco Balanced-Risk Commodity Strategy Fund | 10.72% | 13.71% | 4.95% | 3.71% | 9.93% | 16.64% | 0.00% | 0.91% | 0.25% | 0.01% | 2.74% |
FIFGX Fidelity SAI Inflation-Focused | 3.87% | 5.44% | 4.73% | 2.43% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRCYX vs. FIFGX - Drawdown Comparison
The maximum BRCYX drawdown since its inception was -60.05%, smaller than the maximum FIFGX drawdown of -92.38%. Use the drawdown chart below to compare losses from any high point for BRCYX and FIFGX.
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Drawdown Indicators
| BRCYX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -92.38% | +32.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -12.22% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -92.38% | +71.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -27.50% | -14.19% | -13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 4.63% | -1.90% |
Volatility
BRCYX vs. FIFGX - Volatility Comparison
The current volatility for Invesco Balanced-Risk Commodity Strategy Fund (BRCYX) is 7.14%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 10.69%. This indicates that BRCYX 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.
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Volatility by Period
| BRCYX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 10.69% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 16.35% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 21.61% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 408.16% | -392.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 338.61% | -324.40% |