DBCMX vs. FIFGX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and Fidelity SAI Inflation-Focused (FIFGX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. FIFGX is managed by Fidelity. It was launched on Dec 20, 2018.
Performance
DBCMX vs. FIFGX - Performance Comparison
Loading graphics...
DBCMX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 23.68% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -1.02% |
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, DBCMX achieves a 23.68% return, which is significantly lower than FIFGX's 40.42% 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%
FIFGX
- 1D
- 1.03%
- 1M
- 22.58%
- YTD
- 40.42%
- 6M
- 39.86%
- 1Y
- 40.86%
- 3Y*
- 13.84%
- 5Y*
- 13.85%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBCMX vs. FIFGX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than FIFGX's 0.39% expense ratio.
Return for Risk
DBCMX vs. FIFGX — Risk / Return Rank
DBCMX
FIFGX
DBCMX vs. FIFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) 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.
| DBCMX | FIFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 2.00 | +0.28 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.62 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.50 | +0.14 |
Martin ratioReturn relative to average drawdown | 13.71 | 9.26 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DBCMX | FIFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.00 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.03 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.03 | +0.48 |
Correlation
The correlation between DBCMX and FIFGX is 0.76, 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
DBCMX vs. FIFGX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.45%, less than FIFGX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
DBCMX vs. FIFGX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum FIFGX drawdown of -92.38%. Use the drawdown chart below to compare losses from any high point for DBCMX and FIFGX.
Loading graphics...
Drawdown Indicators
| DBCMX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -92.38% | +54.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -12.22% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -92.38% | +64.78% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -14.19% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 4.63% | -2.53% |
Volatility
DBCMX vs. FIFGX - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 6.16%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 10.69%. This indicates that DBCMX 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.
Loading graphics...
Volatility by Period
| DBCMX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 10.69% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 16.35% | -6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 21.61% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 408.16% | -392.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 338.61% | -324.11% |