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CCSZX vs. FFGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCSZX vs. FFGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Commodity Strategy Fund (CCSZX) and Fidelity Global Commodity Stock Fund (FFGCX). The values are adjusted to include any dividend payments, if applicable.

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CCSZX vs. FFGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCSZX
Columbia Commodity Strategy Fund
24.29%15.36%7.11%-6.90%-39.43%31.34%-1.17%7.45%-14.09%1.71%
FFGCX
Fidelity Global Commodity Stock Fund
22.87%28.66%2.98%-5.18%20.69%26.08%6.04%17.82%-13.21%17.18%

Returns By Period

In the year-to-date period, CCSZX achieves a 24.29% return, which is significantly higher than FFGCX's 22.87% return. Over the past 10 years, CCSZX has underperformed FFGCX with an annualized return of 1.73%, while FFGCX has yielded a comparatively higher 13.82% annualized return.


CCSZX

1D
0.49%
1M
11.23%
YTD
24.29%
6M
30.24%
1Y
32.15%
3Y*
14.50%
5Y*
1.10%
10Y*
1.73%

FFGCX

1D
0.25%
1M
-1.60%
YTD
22.87%
6M
31.25%
1Y
52.48%
3Y*
17.71%
5Y*
15.78%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCSZX vs. FFGCX - Expense Ratio Comparison

CCSZX has a 0.86% expense ratio, which is lower than FFGCX's 0.94% expense ratio.


Return for Risk

CCSZX vs. FFGCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCSZX
CCSZX Risk / Return Rank: 9090
Overall Rank
CCSZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CCSZX Sortino Ratio Rank: 8989
Sortino Ratio Rank
CCSZX Omega Ratio Rank: 8686
Omega Ratio Rank
CCSZX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CCSZX Martin Ratio Rank: 8989
Martin Ratio Rank

FFGCX
FFGCX Risk / Return Rank: 9696
Overall Rank
FFGCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FFGCX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGCX 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.

CCSZX vs. FFGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) and Fidelity Global Commodity Stock Fund (FFGCX). 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.


CCSZXFFGCXDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.57

-0.60

Sortino ratio

Return per unit of downside risk

2.49

3.09

-0.60

Omega ratio

Gain probability vs. loss probability

1.36

1.49

-0.13

Calmar ratio

Return relative to maximum drawdown

3.17

3.46

-0.29

Martin ratio

Return relative to average drawdown

9.92

17.89

-7.97

CCSZX vs. FFGCX - Sharpe Ratio Comparison

The current CCSZX Sharpe Ratio is 1.97, which is comparable to the FFGCX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of CCSZX and FFGCX, 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


CCSZXFFGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.57

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.74

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.62

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.35

-0.48

Correlation

The correlation between CCSZX and FFGCX 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

CCSZX vs. FFGCX - Dividend Comparison

CCSZX's dividend yield for the trailing twelve months is around 2.41%, more than FFGCX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
CCSZX
Columbia Commodity Strategy Fund
2.41%3.00%8.84%4.42%0.00%36.39%0.13%1.09%18.52%0.09%0.00%0.00%
FFGCX
Fidelity Global Commodity Stock Fund
2.06%2.53%2.62%2.01%1.84%3.39%1.61%2.98%2.22%0.36%1.53%2.86%

Drawdowns

CCSZX vs. FFGCX - Drawdown Comparison

The maximum CCSZX drawdown since its inception was -63.75%, which is greater than FFGCX's maximum drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for CCSZX and FFGCX.


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Drawdown Indicators


CCSZXFFGCXDifference

Max Drawdown

Largest peak-to-trough decline

-63.75%

-57.23%

-6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-14.64%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-62.27%

-27.22%

-35.05%

Max Drawdown (10Y)

Largest decline over 10 years

-62.27%

-48.43%

-13.84%

Current Drawdown

Current decline from peak

-41.35%

-2.30%

-39.05%

Average Drawdown

Average peak-to-trough decline

-40.83%

-19.54%

-21.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.83%

+0.51%

Volatility

CCSZX vs. FFGCX - Volatility Comparison

Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 7.73% compared to Fidelity Global Commodity Stock Fund (FFGCX) at 6.10%. This indicates that CCSZX's price experiences larger fluctuations and is considered to be riskier than FFGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCSZXFFGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

6.10%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

13.74%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

20.49%

-3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.07%

21.53%

+6.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.75%

22.54%

-0.79%