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DBCMX vs. FCGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBCMX vs. FCGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Strategic Commodity Fund (DBCMX) and Fidelity Advisor Global Commodity Stock Fund Class C (FCGCX). The values are adjusted to include any dividend payments, if applicable.

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DBCMX vs. FCGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBCMX
DoubleLine Strategic Commodity Fund
23.68%6.10%0.45%-3.96%13.40%31.24%-6.07%4.78%-10.65%9.17%
FCGCX
Fidelity Advisor Global Commodity Stock Fund Class C
22.54%27.29%1.90%-6.06%19.45%24.85%4.96%16.74%-14.07%17.33%

Returns By Period

The year-to-date returns for both stocks are quite close, with DBCMX having a 23.68% return and FCGCX slightly lower at 22.54%. Over the past 10 years, DBCMX has underperformed FCGCX with an annualized return of 7.37%, while FCGCX has yielded a comparatively higher 12.80% annualized return.


DBCMX

1D
0.45%
1M
13.32%
YTD
23.68%
6M
26.71%
1Y
28.84%
3Y*
9.03%
5Y*
11.17%
10Y*
7.37%

FCGCX

1D
0.22%
1M
-1.71%
YTD
22.54%
6M
30.53%
1Y
50.84%
3Y*
16.51%
5Y*
14.61%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBCMX vs. FCGCX - Expense Ratio Comparison

DBCMX has a 1.02% expense ratio, which is lower than FCGCX's 1.97% expense ratio.


Return for Risk

DBCMX vs. FCGCX — Risk / Return Rank

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

DBCMX
DBCMX Risk / Return Rank: 9494
Overall Rank
DBCMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DBCMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DBCMX Omega Ratio Rank: 9191
Omega Ratio Rank
DBCMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBCMX Martin Ratio Rank: 9696
Martin Ratio Rank

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

DBCMX vs. FCGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and Fidelity Advisor Global Commodity Stock Fund Class C (FCGCX). 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.


DBCMXFCGCXDifference

Sharpe ratio

Return per unit of total volatility

2.29

2.48

-0.20

Sortino ratio

Return per unit of downside risk

3.02

2.99

+0.03

Omega ratio

Gain probability vs. loss probability

1.42

1.47

-0.06

Calmar ratio

Return relative to maximum drawdown

3.64

3.34

+0.30

Martin ratio

Return relative to average drawdown

13.71

17.14

-3.43

DBCMX vs. FCGCX - Sharpe Ratio Comparison

The current DBCMX Sharpe Ratio is 2.29, which is comparable to the FCGCX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of DBCMX and FCGCX, 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


DBCMXFCGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.48

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.68

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.57

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.31

+0.21

Correlation

The correlation between DBCMX and FCGCX is 0.56, 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

DBCMX vs. FCGCX - Dividend Comparison

DBCMX's dividend yield for the trailing twelve months is around 2.45%, more than FCGCX's 1.21% yield.


TTM20252024202320222021202020192018201720162015
DBCMX
DoubleLine Strategic Commodity Fund
2.45%3.04%2.89%3.30%46.88%13.53%0.00%1.04%1.21%5.23%0.51%0.00%
FCGCX
Fidelity Advisor Global Commodity Stock Fund Class C
1.21%1.48%1.38%0.80%1.09%2.41%0.59%1.94%1.11%0.36%0.71%1.49%

Drawdowns

DBCMX vs. FCGCX - Drawdown Comparison

The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum FCGCX drawdown of -59.67%. Use the drawdown chart below to compare losses from any high point for DBCMX and FCGCX.


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Drawdown Indicators


DBCMXFCGCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.62%

-59.67%

+22.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-14.67%

+6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.60%

-27.43%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-37.62%

-49.31%

+11.69%

Current Drawdown

Current decline from peak

0.00%

-2.41%

+2.41%

Average Drawdown

Average peak-to-trough decline

-13.47%

-21.40%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.86%

-0.76%

Volatility

DBCMX vs. FCGCX - Volatility Comparison

DoubleLine Strategic Commodity Fund (DBCMX) and Fidelity Advisor Global Commodity Stock Fund Class C (FCGCX) have volatilities of 6.16% and 6.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCMXFCGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

6.10%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

13.75%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

20.52%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

21.54%

-5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

22.54%

-8.04%