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FCSSX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCSSX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Commodity Strategy Fund (FCSSX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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FCSSX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, FCSSX achieves a 16.55% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, FCSSX has underperformed SWPPX with an annualized return of -1.11%, while SWPPX has yielded a comparatively higher 13.71% 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%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCSSX vs. SWPPX - Expense Ratio Comparison

FCSSX has a 0.00% expense ratio, which is lower than SWPPX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCSSX vs. SWPPX — Risk / Return Rank

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

FCSSX
FCSSX Risk / Return Rank: 8383
Overall Rank
FCSSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FCSSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FCSSX Omega Ratio Rank: 7777
Omega Ratio Rank
FCSSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCSSX Martin Ratio Rank: 7878
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCSSX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Commodity Strategy Fund (FCSSX) and Schwab S&P 500 Index Fund (SWPPX). 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.


FCSSXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

1.59

0.84

+0.75

Sortino ratio

Return per unit of downside risk

2.10

1.30

+0.80

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

2.69

1.06

+1.63

Martin ratio

Return relative to average drawdown

7.54

5.14

+2.40

FCSSX vs. SWPPX - Sharpe Ratio Comparison

The current FCSSX Sharpe Ratio is 1.59, which is higher than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FCSSX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCSSXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.84

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.68

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.76

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.48

-0.67

Correlation

The correlation between FCSSX and SWPPX is 0.29, 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.


Dividends

FCSSX vs. SWPPX - Dividend Comparison

FCSSX's dividend yield for the trailing twelve months is around 2.31%, more than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

FCSSX vs. SWPPX - Drawdown Comparison

The maximum FCSSX drawdown since its inception was -73.85%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FCSSX and SWPPX.


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Drawdown Indicators


FCSSXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-73.85%

-55.06%

-18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-12.10%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-66.47%

-24.51%

-41.96%

Max Drawdown (10Y)

Largest decline over 10 years

-66.47%

-33.80%

-32.67%

Current Drawdown

Current decline from peak

-61.50%

-8.89%

-52.61%

Average Drawdown

Average peak-to-trough decline

-44.50%

-10.00%

-34.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.49%

+0.79%

Volatility

FCSSX vs. SWPPX - Volatility Comparison

Fidelity Series Commodity Strategy Fund (FCSSX) has a higher volatility of 5.41% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that FCSSX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSSXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

4.29%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

9.11%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

18.14%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.81%

16.89%

+11.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

18.19%

+4.03%