FFGAX vs. FIFGX
FFGAX (Fidelity Advisor Global Commodity Stock Fund Class A) and FIFGX (Fidelity SAI Inflation-Focused) are both Commodities funds from Fidelity. Over the past 5 years, FFGAX returned 13.53%/yr vs 75.01%/yr for FIFGX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. FFGAX charges 1.23%/yr vs 0.39%/yr for FIFGX.
Performance
FFGAX vs. FIFGX - Performance Comparison
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Returns By Period
In the year-to-date period, FFGAX achieves a 19.52% return, which is significantly lower than FIFGX's 43.27% return.
FFGAX
- 1D
- -1.18%
- 1M
- 6.20%
- 6M
- 6.84%
- YTD
- 19.52%
- 1Y
- 41.33%
- 3Y*
- 15.20%
- 5Y*
- 13.53%
- 10Y*
- 12.04%
- ALL TIME*
- 7.31%
FIFGX
- 1D
- 0.23%
- 1M
- 11.29%
- 6M
- 34.90%
- YTD
- 43.27%
- 1Y
- 47.28%
- 3Y*
- 146.47%
- 5Y*
- 75.01%
- 10Y*
- —
- ALL TIME*
- 50.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FFGAX vs. FIFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FFGAX Fidelity Advisor Global Commodity Stock Fund Class A | 19.52% | 28.27% | 2.63% | -5.35% | 20.37% | 25.70% | 5.78% | 17.54% | 0.54% |
FIFGX Fidelity SAI Inflation-Focused | 43.27% | 7.44% | 6.34% | 781.04% | 9.30% | 32.92% | 1.48% | 9.32% | -2.00% |
Correlation
The correlation between FFGAX and FIFGX is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.58 |
The correlation between FFGAX and FIFGX has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
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Return for Risk
FFGAX vs. FIFGX — Risk / Return Rank
FFGAX
FIFGX
FFGAX vs. FIFGX - 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 SAI Inflation-Focused (FIFGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFGAX | FIFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 2.77 | +0.53 |
| Martin ratioReturn relative to average drawdown | 11.00 | 9.38 | +1.63 |
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Drawdowns
FFGAX vs. FIFGX - Drawdown Comparison
The maximum FFGAX drawdown since its inception was -57.71%, which is greater than FIFGX's maximum drawdown of -29.47%. Use the drawdown chart below to compare losses from any high point for FFGAX and FIFGX.
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Drawdown Indicators
| FFGAX | FIFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.71% | -29.47% | -28.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -16.42% | +4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -16.42% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -29.47% | +2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -48.61% | — | — |
Current DrawdownCurrent decline from peak | -5.52% | -6.15% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -19.70% | -7.72% | -11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 4.90% | -1.23% |
Volatility
FFGAX vs. FIFGX - Volatility Comparison
The current volatility for Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) is 4.49%, while Fidelity SAI Inflation-Focused (FIFGX) has a volatility of 7.04%. This indicates that FFGAX experiences smaller price fluctuations and is considered to be less risky than FIFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFGAX | FIFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 7.04% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 19.39% | -5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 22.14% | -5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.28% | 406.16% | -384.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 329.29% | -306.92% |
FFGAX vs. FIFGX - Expense Ratio Comparison
FFGAX has a 1.23% expense ratio, which is higher than FIFGX's 0.39% expense ratio.
Dividends
FFGAX vs. FIFGX - Dividend Comparison
FFGAX's dividend yield for the trailing twelve months is around 1.87%, less than FIFGX's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFGAX Fidelity Advisor Global Commodity Stock Fund Class A | 1.88% | 2.24% | 2.32% | 1.79% | 1.68% | 3.16% | 1.30% | 2.84% | 1.93% | 0.36% | 1.29% | 2.51% |
FIFGX Fidelity SAI Inflation-Focused | 3.80% | 5.44% | 4.73% | 1.54% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FFGAX and FIFGX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIFGX has higher volatility (7.04%) compared to FFGAX (4.49%). In terms of maximum drawdown, FFGAX dropped -57.71% vs FIFGX's -29.47%.
FFGAX currently has the higher Sharpe Ratio (2.37 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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