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FCSSX vs. EAPCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCSSX and EAPCX is 0.90, 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.


-0.50.00.51.00.9

Performance

FCSSX vs. EAPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Commodity Strategy Fund (FCSSX) and Parametric Commodity Strategy Fund Class A (EAPCX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
-2.68%
-4.99%
FCSSX
EAPCX

Key characteristics

Sharpe Ratio

FCSSX:

0.14

EAPCX:

0.26

Sortino Ratio

FCSSX:

0.28

EAPCX:

0.41

Omega Ratio

FCSSX:

1.03

EAPCX:

1.06

Calmar Ratio

FCSSX:

0.12

EAPCX:

0.20

Martin Ratio

FCSSX:

0.30

EAPCX:

0.70

Ulcer Index

FCSSX:

5.48%

EAPCX:

4.58%

Daily Std Dev

FCSSX:

11.56%

EAPCX:

12.61%

Max Drawdown

FCSSX:

-66.67%

EAPCX:

-50.10%

Current Drawdown

FCSSX:

-8.91%

EAPCX:

-11.50%

Returns By Period

In the year-to-date period, FCSSX achieves a 2.20% return, which is significantly lower than EAPCX's 3.92% return. Over the past 10 years, FCSSX has outperformed EAPCX with an annualized return of 61.07%, while EAPCX has yielded a comparatively lower 4.00% annualized return.


FCSSX

YTD

2.20%

1M

-2.70%

6M

-3.01%

1Y

1.63%

5Y*

93.98%

10Y*

61.07%

EAPCX

YTD

3.92%

1M

-5.87%

6M

-4.99%

1Y

3.22%

5Y*

10.13%

10Y*

4.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCSSX vs. EAPCX - Expense Ratio Comparison

FCSSX has a 0.00% expense ratio, which is lower than EAPCX's 0.91% expense ratio.


EAPCX
Parametric Commodity Strategy Fund Class A
Expense ratio chart for EAPCX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for FCSSX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FCSSX vs. EAPCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Commodity Strategy Fund (FCSSX) and Parametric Commodity Strategy Fund Class A (EAPCX). 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.


Sharpe ratio
The chart of Sharpe ratio for FCSSX, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.000.140.26
The chart of Sortino ratio for FCSSX, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.000.280.41
The chart of Omega ratio for FCSSX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.06
The chart of Calmar ratio for FCSSX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.000.120.20
The chart of Martin ratio for FCSSX, currently valued at 0.30, compared to the broader market0.0020.0040.0060.000.300.70
FCSSX
EAPCX

The current FCSSX Sharpe Ratio is 0.14, which is lower than the EAPCX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FCSSX and EAPCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.14
0.26
FCSSX
EAPCX

Dividends

FCSSX vs. EAPCX - Dividend Comparison

FCSSX's dividend yield for the trailing twelve months is around 10.52%, while EAPCX has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
FCSSX
Fidelity Series Commodity Strategy Fund
10.52%4.53%6,349.76%2,086.80%21.79%74.58%103.33%26.65%0.00%0.00%0.00%
EAPCX
Parametric Commodity Strategy Fund Class A
0.00%3.43%14.80%13.74%2.92%1.12%0.41%4.98%6.50%0.00%1.52%

Drawdowns

FCSSX vs. EAPCX - Drawdown Comparison

The maximum FCSSX drawdown since its inception was -66.67%, which is greater than EAPCX's maximum drawdown of -50.10%. Use the drawdown chart below to compare losses from any high point for FCSSX and EAPCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.91%
-11.50%
FCSSX
EAPCX

Volatility

FCSSX vs. EAPCX - Volatility Comparison

The current volatility for Fidelity Series Commodity Strategy Fund (FCSSX) is 3.79%, while Parametric Commodity Strategy Fund Class A (EAPCX) has a volatility of 6.69%. This indicates that FCSSX experiences smaller price fluctuations and is considered to be less risky than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.79%
6.69%
FCSSX
EAPCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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