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.
Performance
FCSSX vs. EAPCX - Performance Comparison
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FCSSX vs. EAPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCSSX Fidelity Series Commodity Strategy Fund | 16.55% | 15.43% | 5.36% | -8.25% | -47.85% | 27.59% | -3.11% | 7.41% | -12.10% | 0.92% |
EAPCX Parametric Commodity Strategy Fund Class A | 16.34% | 22.06% | 9.63% | -4.87% | 17.26% | 29.92% | 7.77% | 9.19% | -9.60% | 6.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FCSSX having a 16.55% return and EAPCX slightly lower at 16.34%. Over the past 10 years, FCSSX has underperformed EAPCX with an annualized return of -1.11%, while EAPCX has yielded a comparatively higher 11.09% annualized return.
FCSSX
- 1D
- -0.03%
- 1M
- 5.27%
- YTD
- 16.55%
- 6M
- 22.88%
- 1Y
- 23.54%
- 3Y*
- 11.27%
- 5Y*
- -4.11%
- 10Y*
- -1.11%
EAPCX
- 1D
- 0.40%
- 1M
- 5.69%
- YTD
- 16.34%
- 6M
- 25.33%
- 1Y
- 32.23%
- 3Y*
- 14.77%
- 5Y*
- 16.00%
- 10Y*
- 11.09%
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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.
Return for Risk
FCSSX vs. EAPCX — Risk / Return Rank
FCSSX
EAPCX
FCSSX vs. EAPCX - Risk-Adjusted Trends 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.
| FCSSX | EAPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 2.21 | -0.62 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.79 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 3.57 | -0.88 |
Martin ratioReturn relative to average drawdown | 7.54 | 12.49 | -4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCSSX | EAPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.21 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 1.10 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.84 | -0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.28 | -0.47 |
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.
Dividends
FCSSX vs. EAPCX - Dividend Comparison
FCSSX's dividend yield for the trailing twelve months is around 2.31%, less than EAPCX's 11.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCSSX Fidelity Series Commodity Strategy Fund | 2.31% | 2.69% | 12.74% | 4.53% | 1.27% | 41.74% | 0.44% | 1.49% | 6.76% | 0.53% | 0.00% |
EAPCX Parametric Commodity Strategy Fund Class A | 11.37% | 13.23% | 5.46% | 3.43% | 14.80% | 13.74% | 3.01% | 1.11% | 0.41% | 4.98% | 6.49% |
Drawdowns
FCSSX vs. EAPCX - Drawdown Comparison
The maximum FCSSX drawdown since its inception was -73.85%, which is greater than EAPCX's maximum drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for FCSSX and EAPCX.
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Drawdown Indicators
| FCSSX | EAPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.85% | -52.59% | -21.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -9.09% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -66.47% | -18.05% | -48.42% |
Max Drawdown (10Y)Largest decline over 10 years | -66.47% | -28.81% | -37.66% |
Current DrawdownCurrent decline from peak | -61.50% | -1.17% | -60.33% |
Average DrawdownAverage peak-to-trough decline | -44.50% | -23.03% | -21.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.60% | +0.68% |
Volatility
FCSSX vs. EAPCX - Volatility Comparison
Fidelity Series Commodity Strategy Fund (FCSSX) has a higher volatility of 5.41% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.61%. 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.
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Volatility by Period
| FCSSX | EAPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.61% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 11.77% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 14.87% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.81% | 14.64% | +14.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 13.29% | +8.93% |