FCSSX vs. EAPCX
Compare and contrast key facts about Fidelity Series Commodity Strategy Fund (FCSSX) and Parametric Commodity Strategy Fund Class A (EAPCX).
FCSSX is managed by Fidelity. It was launched on Sep 30, 2009. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCSSX or EAPCX.
Key characteristics
| FCSSX | EAPCX | |
|---|---|---|
| YTD Return | 3.96% | 10.75% |
| 1Y Return | 1.32% | 9.48% |
| 3Y Return (Ann) | 189.69% | 7.32% |
| 5Y Return (Ann) | 110.91% | 11.92% |
| 10Y Return (Ann) | 59.75% | 3.92% |
| Sharpe Ratio | 0.08 | 0.79 |
| Sortino Ratio | 0.19 | 1.18 |
| Omega Ratio | 1.02 | 1.14 |
| Calmar Ratio | 0.07 | 0.52 |
| Martin Ratio | 0.17 | 2.09 |
| Ulcer Index | 5.35% | 4.37% |
| Daily Std Dev | 11.64% | 11.53% |
| Max Drawdown | -66.67% | -50.10% |
| Current Drawdown | -7.34% | -5.68% |
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.
Performance
FCSSX vs. EAPCX - Performance Comparison
In the year-to-date period, FCSSX achieves a 3.96% return, which is significantly lower than EAPCX's 10.75% return. Over the past 10 years, FCSSX has outperformed EAPCX with an annualized return of 59.75%, while EAPCX has yielded a comparatively lower 3.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FCSSX vs. EAPCX - Expense Ratio Comparison
FCSSX has a 0.00% expense ratio, which is lower than EAPCX's 0.91% expense ratio.
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.
Dividends
FCSSX vs. EAPCX - Dividend Comparison
FCSSX's dividend yield for the trailing twelve months is around 12.54%, more than EAPCX's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCSSX Fidelity Series Commodity Strategy Fund | 12.54% | 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 | 3.10% | 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.
Volatility
FCSSX vs. EAPCX - Volatility Comparison
Fidelity Series Commodity Strategy Fund (FCSSX) and Parametric Commodity Strategy Fund Class A (EAPCX) have volatilities of 3.79% and 3.72%, 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.