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FFGAX vs. DBCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGAX vs. DBCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) and DoubleLine Strategic Commodity Fund (DBCMX). The values are adjusted to include any dividend payments, if applicable.

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FFGAX vs. DBCMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFGAX
Fidelity Advisor Global Commodity Stock Fund Class A
22.77%28.27%2.63%-5.35%20.37%25.70%5.78%17.54%-13.44%17.38%
DBCMX
DoubleLine Strategic Commodity Fund
23.68%6.10%0.45%-3.96%13.40%31.24%-6.07%4.78%-10.65%9.17%

Returns By Period

The year-to-date returns for both investments are quite close, with FFGAX having a 22.77% return and DBCMX slightly higher at 23.68%. Over the past 10 years, FFGAX has outperformed DBCMX with an annualized return of 13.56%, while DBCMX has yielded a comparatively lower 7.37% annualized return.


FFGAX

1D
0.22%
1M
-1.64%
YTD
22.77%
6M
31.02%
1Y
51.96%
3Y*
17.38%
5Y*
15.47%
10Y*
13.56%

DBCMX

1D
0.45%
1M
13.32%
YTD
23.68%
6M
26.71%
1Y
28.84%
3Y*
9.03%
5Y*
11.17%
10Y*
7.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFGAX vs. DBCMX - Expense Ratio Comparison

FFGAX has a 1.23% expense ratio, which is higher than DBCMX's 1.02% expense ratio.


Return for Risk

FFGAX vs. DBCMX — Risk / Return Rank

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

FFGAX
FFGAX Risk / Return Rank: 9696
Overall Rank
FFGAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FFGAX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGAX Martin Ratio Rank: 9797
Martin Ratio Rank

DBCMX
DBCMX Risk / Return Rank: 9494
Overall Rank
DBCMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DBCMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DBCMX Omega Ratio Rank: 9191
Omega Ratio Rank
DBCMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBCMX Martin Ratio Rank: 9696
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.

FFGAX vs. DBCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) and DoubleLine Strategic Commodity Fund (DBCMX). 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.


FFGAXDBCMXDifference

Sharpe ratio

Return per unit of total volatility

2.54

2.29

+0.25

Sortino ratio

Return per unit of downside risk

3.06

3.02

+0.03

Omega ratio

Gain probability vs. loss probability

1.48

1.42

+0.07

Calmar ratio

Return relative to maximum drawdown

3.42

3.64

-0.22

Martin ratio

Return relative to average drawdown

17.67

13.71

+3.96

FFGAX vs. DBCMX - Sharpe Ratio Comparison

The current FFGAX Sharpe Ratio is 2.54, which is comparable to the DBCMX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FFGAX and DBCMX, 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


FFGAXDBCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.29

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.69

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.51

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.51

-0.18

Correlation

The correlation between FFGAX and DBCMX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFGAX vs. DBCMX - Dividend Comparison

FFGAX's dividend yield for the trailing twelve months is around 1.83%, less than DBCMX's 2.45% yield.


TTM20252024202320222021202020192018201720162015
FFGAX
Fidelity Advisor Global Commodity Stock Fund Class A
1.83%2.24%2.32%1.79%1.68%3.16%1.30%2.84%1.93%0.36%1.29%2.51%
DBCMX
DoubleLine Strategic Commodity Fund
2.45%3.04%2.89%3.30%46.88%13.53%0.00%1.04%1.21%5.23%0.51%0.00%

Drawdowns

FFGAX vs. DBCMX - Drawdown Comparison

The maximum FFGAX drawdown since its inception was -57.71%, which is greater than DBCMX's maximum drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for FFGAX and DBCMX.


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Drawdown Indicators


FFGAXDBCMXDifference

Max Drawdown

Largest peak-to-trough decline

-57.71%

-37.62%

-20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-7.93%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-27.60%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-48.61%

-37.62%

-10.99%

Current Drawdown

Current decline from peak

-2.33%

0.00%

-2.33%

Average Drawdown

Average peak-to-trough decline

-20.00%

-13.47%

-6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.10%

+0.74%

Volatility

FFGAX vs. DBCMX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) and DoubleLine Strategic Commodity Fund (DBCMX) have volatilities of 6.11% and 6.16%, 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.


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Volatility by Period


FFGAXDBCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

6.16%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

9.94%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

12.77%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

16.16%

+5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

14.50%

+8.06%