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FFGAX vs. FFGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGAX vs. FFGCX - 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 Fidelity Global Commodity Stock Fund (FFGCX). The values are adjusted to include any dividend payments, if applicable.

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FFGAX vs. FFGCX - 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%
FFGCX
Fidelity Global Commodity Stock Fund
22.87%28.66%2.98%-5.18%20.69%26.08%6.04%17.82%-13.21%17.18%

Returns By Period

The year-to-date returns for both investments are quite close, with FFGAX having a 22.77% return and FFGCX slightly higher at 22.87%. Both investments have delivered pretty close results over the past 10 years, with FFGAX having a 13.56% annualized return and FFGCX not far ahead at 13.82%.


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%

FFGCX

1D
0.25%
1M
-1.60%
YTD
22.87%
6M
31.25%
1Y
52.48%
3Y*
17.71%
5Y*
15.78%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFGAX vs. FFGCX - Expense Ratio Comparison

FFGAX has a 1.23% expense ratio, which is higher than FFGCX's 0.94% expense ratio.


Return for Risk

FFGAX vs. FFGCX — 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

FFGCX
FFGCX Risk / Return Rank: 9696
Overall Rank
FFGCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FFGCX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGCX Martin Ratio Rank: 9797
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. FFGCX - 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 Fidelity Global Commodity Stock Fund (FFGCX). 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.


FFGAXFFGCXDifference

Sharpe ratio

Return per unit of total volatility

2.54

2.57

-0.03

Sortino ratio

Return per unit of downside risk

3.06

3.09

-0.03

Omega ratio

Gain probability vs. loss probability

1.48

1.49

-0.01

Calmar ratio

Return relative to maximum drawdown

3.42

3.46

-0.04

Martin ratio

Return relative to average drawdown

17.67

17.89

-0.22

FFGAX vs. FFGCX - Sharpe Ratio Comparison

The current FFGAX Sharpe Ratio is 2.54, which is comparable to the FFGCX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FFGAX and FFGCX, 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


FFGAXFFGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

2.57

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.74

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.62

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.35

-0.01

Correlation

The correlation between FFGAX and FFGCX is 1.00, 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

FFGAX vs. FFGCX - Dividend Comparison

FFGAX's dividend yield for the trailing twelve months is around 1.83%, less than FFGCX's 2.06% 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%
FFGCX
Fidelity Global Commodity Stock Fund
2.06%2.53%2.62%2.01%1.84%3.39%1.61%2.98%2.22%0.36%1.53%2.86%

Drawdowns

FFGAX vs. FFGCX - Drawdown Comparison

The maximum FFGAX drawdown since its inception was -57.71%, roughly equal to the maximum FFGCX drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for FFGAX and FFGCX.


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Drawdown Indicators


FFGAXFFGCXDifference

Max Drawdown

Largest peak-to-trough decline

-57.71%

-57.23%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-14.64%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-27.22%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-48.61%

-48.43%

-0.18%

Current Drawdown

Current decline from peak

-2.33%

-2.30%

-0.03%

Average Drawdown

Average peak-to-trough decline

-20.00%

-19.54%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.83%

+0.01%

Volatility

FFGAX vs. FFGCX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) and Fidelity Global Commodity Stock Fund (FFGCX) have volatilities of 6.11% and 6.10%, 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


FFGAXFFGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

6.10%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.74%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

20.49%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

21.53%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

22.54%

+0.02%