PortfoliosLab logoPortfoliosLab logo
FFGAX vs. VCMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGAX vs. VCMDX - 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 Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFGAX vs. VCMDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FFGAX
Fidelity Advisor Global Commodity Stock Fund Class A
22.77%28.27%2.63%-5.35%20.37%25.70%5.78%4.82%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
18.30%18.20%5.27%-7.45%13.83%34.82%5.07%2.74%

Returns By Period

In the year-to-date period, FFGAX achieves a 22.77% return, which is significantly higher than VCMDX's 18.30% 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%

VCMDX

1D
0.39%
1M
6.43%
YTD
18.30%
6M
24.60%
1Y
26.59%
3Y*
12.12%
5Y*
14.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFGAX vs. VCMDX - Expense Ratio Comparison

FFGAX has a 1.23% expense ratio, which is higher than VCMDX's 0.20% expense ratio.


Return for Risk

FFGAX vs. VCMDX — 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

VCMDX
VCMDX Risk / Return Rank: 8888
Overall Rank
VCMDX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCMDX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VCMDX Omega Ratio Rank: 8383
Omega Ratio Rank
VCMDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCMDX Martin Ratio Rank: 8888
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. VCMDX - 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 Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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.


FFGAXVCMDXDifference

Sharpe ratio

Return per unit of total volatility

2.54

1.76

+0.78

Sortino ratio

Return per unit of downside risk

3.06

2.25

+0.80

Omega ratio

Gain probability vs. loss probability

1.48

1.33

+0.16

Calmar ratio

Return relative to maximum drawdown

3.42

3.10

+0.31

Martin ratio

Return relative to average drawdown

17.67

9.46

+8.21

FFGAX vs. VCMDX - Sharpe Ratio Comparison

The current FFGAX Sharpe Ratio is 2.54, which is higher than the VCMDX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FFGAX and VCMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFGAXVCMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

1.76

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.90

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.83

-0.50

Correlation

The correlation between FFGAX and VCMDX is 0.59, 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. VCMDX - Dividend Comparison

FFGAX's dividend yield for the trailing twelve months is around 1.83%, less than VCMDX's 12.86% 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%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
12.86%15.21%2.19%2.50%14.21%30.56%0.50%0.60%0.00%0.00%0.00%0.00%

Drawdowns

FFGAX vs. VCMDX - Drawdown Comparison

The maximum FFGAX drawdown since its inception was -57.71%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for FFGAX and VCMDX.


Loading graphics...

Drawdown Indicators


FFGAXVCMDXDifference

Max Drawdown

Largest peak-to-trough decline

-57.71%

-26.67%

-31.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-8.92%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-25.45%

-1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.61%

Current Drawdown

Current decline from peak

-2.33%

-1.31%

-1.02%

Average Drawdown

Average peak-to-trough decline

-20.00%

-11.10%

-8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.93%

-0.09%

Volatility

FFGAX vs. VCMDX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class A (FFGAX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) have volatilities of 6.11% and 5.98%, 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.


Loading graphics...

Volatility by Period


FFGAXVCMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

5.98%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

12.19%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

15.62%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

15.81%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

15.40%

+7.16%