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

Correlation

The correlation between FCSSX and VOO 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.


-0.50.00.51.00.3

Performance

FCSSX vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.63%
9.97%
FCSSX
VOO

Key characteristics

Sharpe Ratio

FCSSX:

0.10

VOO:

2.22

Sortino Ratio

FCSSX:

0.22

VOO:

2.95

Omega Ratio

FCSSX:

1.03

VOO:

1.42

Calmar Ratio

FCSSX:

0.09

VOO:

3.27

Martin Ratio

FCSSX:

0.22

VOO:

14.57

Ulcer Index

FCSSX:

5.46%

VOO:

1.90%

Daily Std Dev

FCSSX:

11.57%

VOO:

12.47%

Max Drawdown

FCSSX:

-66.67%

VOO:

-33.99%

Current Drawdown

FCSSX:

-9.48%

VOO:

-1.77%

Returns By Period

In the year-to-date period, FCSSX achieves a 1.56% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, FCSSX has outperformed VOO with an annualized return of 60.99%, while VOO has yielded a comparatively lower 13.12% annualized return.


FCSSX

YTD

1.56%

1M

-3.31%

6M

-4.81%

1Y

0.99%

5Y*

93.98%

10Y*

60.99%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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. VOO - Expense Ratio Comparison

FCSSX has a 0.00% expense ratio, which is lower than VOO's 0.03% 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%.


VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Commodity Strategy Fund (FCSSX) and Vanguard S&P 500 ETF (VOO). 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 0.10, compared to the broader market-1.000.001.002.003.004.000.102.22
The chart of Sortino ratio for FCSSX, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.000.222.95
The chart of Omega ratio for FCSSX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.42
The chart of Calmar ratio for FCSSX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.0014.000.093.27
The chart of Martin ratio for FCSSX, currently valued at 0.22, compared to the broader market0.0020.0040.0060.000.2214.57
FCSSX
VOO

The current FCSSX Sharpe Ratio is 0.10, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FCSSX and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.10
2.22
FCSSX
VOO

Dividends

FCSSX vs. VOO - Dividend Comparison

FCSSX's dividend yield for the trailing twelve months is around 10.58%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
FCSSX
Fidelity Series Commodity Strategy Fund
10.58%4.53%6,349.76%2,086.80%21.79%74.58%103.33%26.65%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FCSSX vs. VOO - Drawdown Comparison

The maximum FCSSX drawdown since its inception was -66.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCSSX and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.48%
-1.77%
FCSSX
VOO

Volatility

FCSSX vs. VOO - Volatility Comparison

Fidelity Series Commodity Strategy Fund (FCSSX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.71% and 3.78%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.71%
3.78%
FCSSX
VOO
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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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