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FFGCX vs. ADM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFGCX vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Commodity Stock Fund (FFGCX) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFGCX achieves a 15.94% return, which is significantly lower than ADM's 33.79% return. Over the past 10 years, FFGCX has outperformed ADM with an annualized return of 12.49%, while ADM has yielded a comparatively lower 9.66% annualized return.


FFGCX

1D
0.31%
1M
-5.60%
YTD
15.94%
6M
15.33%
1Y
36.54%
3Y*
17.56%
5Y*
12.96%
10Y*
12.49%

ADM

1D
-0.59%
1M
-2.17%
YTD
33.79%
6M
33.84%
1Y
48.10%
3Y*
4.74%
5Y*
7.20%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFGCX vs. ADM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFGCX
Fidelity Global Commodity Stock Fund
15.94%28.66%2.98%-5.18%20.69%26.08%6.04%17.82%-13.21%17.18%
ADM
Archer-Daniels-Midland Company
33.79%18.24%-27.52%-20.42%39.98%37.33%12.44%17.10%5.28%-9.48%

Correlation

The correlation between FFGCX and ADM is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2009

0.56

The correlation between FFGCX and ADM has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

FFGCX vs. ADM — Risk / Return Rank

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

FFGCX
FFGCX Risk / Return Rank: 6868
Overall Rank
FFGCX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFGCX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FFGCX Omega Ratio Rank: 5252
Omega Ratio Rank
FFGCX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FFGCX Martin Ratio Rank: 8585
Martin Ratio Rank

ADM
ADM Risk / Return Rank: 8585
Overall Rank
ADM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ADM Sortino Ratio Rank: 8484
Sortino Ratio Rank
ADM Omega Ratio Rank: 8080
Omega Ratio Rank
ADM Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADM 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.

FFGCX vs. ADM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and Archer-Daniels-Midland Company (ADM). 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.


FFGCXADMDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

4.13

3.78

+0.34

Martin ratioReturn relative to average drawdown

14.91

10.04

+4.87

FFGCX vs. ADM - Sharpe Ratio Comparison

The current FFGCX Sharpe Ratio is 2.12, which is comparable to the ADM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FFGCX and ADM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFGCX vs. ADM - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -57.23%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for FFGCX and ADM.


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Drawdown Indicators


FFGCXADMDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-68.01%

+10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-12.79%

+4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.24%

-49.22%

+29.98%

Max Drawdown (5Y)

Largest decline over 5 years

-27.22%

-54.14%

+26.92%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-54.14%

+5.71%

Current Drawdown

Current decline from peak

-8.45%

-13.26%

+4.81%

Average Drawdown

Average peak-to-trough decline

-19.32%

-21.59%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

4.81%

-2.40%

Volatility

FFGCX vs. ADM - Volatility Comparison

The current volatility for Fidelity Global Commodity Stock Fund (FFGCX) is 5.37%, while Archer-Daniels-Midland Company (ADM) has a volatility of 7.89%. This indicates that FFGCX experiences smaller price fluctuations and is considered to be less risky than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFGCXADMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

7.89%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

19.38%

-5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

26.86%

-9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.37%

28.25%

-6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

26.94%

-4.50%

Dividends

FFGCX vs. ADM - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.18%, less than ADM's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
ADM
Archer-Daniels-Midland Company
2.72%3.55%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%
FFGCX
Fidelity Global Commodity Stock Fund
2.18%2.53%2.62%2.01%1.84%3.39%1.61%2.98%2.22%0.36%1.53%2.86%

Frequently Asked Questions


FFGCX and ADM have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADM has higher volatility (7.89%) compared to FFGCX (5.37%). In terms of maximum drawdown, FFGCX dropped -57.23% vs ADM's -68.01%.

FFGCX currently has the higher Sharpe Ratio (2.12 vs 1.80), 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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