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

Correlation

The correlation between FCSSX and EAPCX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%December2025FebruaryMarchAprilMay
19,088.96%
29.19%
FCSSX
EAPCX

Key characteristics

Sharpe Ratio

FCSSX:

0.27

EAPCX:

0.35

Sortino Ratio

FCSSX:

0.60

EAPCX:

0.52

Omega Ratio

FCSSX:

1.07

EAPCX:

1.07

Calmar Ratio

FCSSX:

0.38

EAPCX:

0.33

Martin Ratio

FCSSX:

0.85

EAPCX:

0.87

Ulcer Index

FCSSX:

5.64%

EAPCX:

4.79%

Daily Std Dev

FCSSX:

13.32%

EAPCX:

12.54%

Max Drawdown

FCSSX:

-66.66%

EAPCX:

-50.10%

Current Drawdown

FCSSX:

-5.18%

EAPCX:

-4.09%

Returns By Period

The year-to-date returns for both stocks are quite close, with FCSSX having a 4.07% return and EAPCX slightly lower at 3.94%. Over the past 10 years, FCSSX has outperformed EAPCX with an annualized return of 75.28%, while EAPCX has yielded a comparatively lower 5.31% annualized return.


FCSSX

YTD

4.07%

1M

4.75%

6M

4.19%

1Y

4.04%

5Y*

107.57%

10Y*

75.28%

EAPCX

YTD

3.94%

1M

5.50%

6M

2.90%

1Y

4.34%

5Y*

16.97%

10Y*

5.31%

*Annualized

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.


Risk-Adjusted Performance

FCSSX vs. EAPCX — Risk-Adjusted Performance Rank

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

FCSSX
The Risk-Adjusted Performance Rank of FCSSX is 4242
Overall Rank
The Sharpe Ratio Rank of FCSSX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FCSSX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FCSSX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FCSSX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FCSSX is 3838
Martin Ratio Rank

EAPCX
The Risk-Adjusted Performance Rank of EAPCX is 4141
Overall Rank
The Sharpe Ratio Rank of EAPCX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of EAPCX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of EAPCX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EAPCX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of EAPCX is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FCSSX Sharpe Ratio is 0.27, which is comparable to the EAPCX Sharpe Ratio of 0.35. 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.31
0.35
FCSSX
EAPCX

Dividends

FCSSX vs. EAPCX - Dividend Comparison

FCSSX's dividend yield for the trailing twelve months is around 12.24%, more than EAPCX's 5.26% yield.


TTM20242023202220212020201920182017201620152014
FCSSX
Fidelity Series Commodity Strategy Fund
12.24%12.74%4.53%128.24%2,086.80%21.79%74.58%397.78%26.65%0.00%0.00%0.00%
EAPCX
Parametric Commodity Strategy Fund Class A
5.26%5.47%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 -66.66%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-5.18%
-4.09%
FCSSX
EAPCX

Volatility

FCSSX vs. EAPCX - Volatility Comparison

Fidelity Series Commodity Strategy Fund (FCSSX) has a higher volatility of 4.65% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 3.49%. This indicates that FCSSX's price experiences larger fluctuations and is considered to be riskier 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%December2025FebruaryMarchAprilMay
4.65%
3.49%
FCSSX
EAPCX