FFGAX vs. DCMSX
Compare and contrast key facts about Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) and DFA Commodity Strategy Portfolio (DCMSX).
FFGAX is managed by Fidelity. It was launched on Mar 25, 2009. DCMSX is managed by Dimensional. It was launched on Nov 8, 2010.
Performance
FFGAX vs. DCMSX - Performance Comparison
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FFGAX vs. DCMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DCMSX DFA Commodity Strategy Portfolio | 25.97% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -11.22% | 2.73% |
Returns By Period
In the year-to-date period, FFGAX achieves a 22.77% return, which is significantly lower than DCMSX's 25.97% return. Over the past 10 years, FFGAX has outperformed DCMSX with an annualized return of 13.56%, while DCMSX has yielded a comparatively lower 8.45% 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%
DCMSX
- 1D
- 0.47%
- 1M
- 9.69%
- YTD
- 25.97%
- 6M
- 32.29%
- 1Y
- 33.46%
- 3Y*
- 13.72%
- 5Y*
- 14.21%
- 10Y*
- 8.45%
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FFGAX vs. DCMSX - Expense Ratio Comparison
FFGAX has a 1.23% expense ratio, which is higher than DCMSX's 0.31% expense ratio.
Return for Risk
FFGAX vs. DCMSX — Risk / Return Rank
FFGAX
DCMSX
FFGAX vs. DCMSX - 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 DFA Commodity Strategy Portfolio (DCMSX). 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.
| FFGAX | DCMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 2.10 | +0.43 |
Sortino ratioReturn per unit of downside risk | 3.06 | 2.71 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.39 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.77 | -0.35 |
Martin ratioReturn relative to average drawdown | 17.67 | 10.61 | +7.06 |
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
| FFGAX | DCMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.10 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.88 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.59 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.10 | +0.24 |
Correlation
The correlation between FFGAX and DCMSX 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. DCMSX - Dividend Comparison
FFGAX's dividend yield for the trailing twelve months is around 1.83%, less than DCMSX's 8.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DCMSX DFA Commodity Strategy Portfolio | 8.36% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
Drawdowns
FFGAX vs. DCMSX - Drawdown Comparison
The maximum FFGAX drawdown since its inception was -57.71%, smaller than the maximum DCMSX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for FFGAX and DCMSX.
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Drawdown Indicators
| FFGAX | DCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.71% | -60.94% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.67% | -9.24% | -5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -27.93% | +0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -48.61% | -32.52% | -16.09% |
Current DrawdownCurrent decline from peak | -2.33% | -0.21% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -20.00% | -32.13% | +12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.28% | -0.44% |
Volatility
FFGAX vs. DCMSX - Volatility Comparison
The current volatility for Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) is 6.11%, while DFA Commodity Strategy Portfolio (DCMSX) has a volatility of 6.55%. This indicates that FFGAX experiences smaller price fluctuations and is considered to be less risky than DCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFGAX | DCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.55% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 13.13% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.51% | 16.48% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.55% | 16.17% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 14.44% | +8.12% |