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FFGCX vs. DNLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGCX vs. DNLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Commodity Stock Fund (FFGCX) and BNY Mellon Natural Resources Fund Class A (DNLAX). The values are adjusted to include any dividend payments, if applicable.

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FFGCX vs. DNLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DNLAX
BNY Mellon Natural Resources Fund Class A
22.63%14.75%0.86%1.33%33.83%38.00%6.30%16.33%-17.78%13.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFGCX having a 22.87% return and DNLAX slightly lower at 22.63%. Both investments have delivered pretty close results over the past 10 years, with FFGCX having a 13.82% annualized return and DNLAX not far ahead at 14.07%.


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%

DNLAX

1D
-0.55%
1M
-1.40%
YTD
22.63%
6M
31.46%
1Y
47.26%
3Y*
13.86%
5Y*
18.10%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFGCX vs. DNLAX - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is lower than DNLAX's 1.14% expense ratio.


Return for Risk

FFGCX vs. DNLAX — Risk / Return Rank

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

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

DNLAX
DNLAX Risk / Return Rank: 8686
Overall Rank
DNLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DNLAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DNLAX Omega Ratio Rank: 8686
Omega Ratio Rank
DNLAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DNLAX 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. DNLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and BNY Mellon Natural Resources Fund Class A (DNLAX). 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.


FFGCXDNLAXDifference

Sharpe ratio

Return per unit of total volatility

2.57

1.78

+0.79

Sortino ratio

Return per unit of downside risk

3.09

2.24

+0.85

Omega ratio

Gain probability vs. loss probability

1.49

1.36

+0.13

Calmar ratio

Return relative to maximum drawdown

3.46

2.10

+1.36

Martin ratio

Return relative to average drawdown

17.89

9.54

+8.36

FFGCX vs. DNLAX - Sharpe Ratio Comparison

The current FFGCX Sharpe Ratio is 2.57, which is higher than the DNLAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FFGCX and DNLAX, 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


FFGCXDNLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.78

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.55

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.36

-0.02

Correlation

The correlation between FFGCX and DNLAX is 0.93, 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

FFGCX vs. DNLAX - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.06%, more than DNLAX's 1.79% yield.


TTM20252024202320222021202020192018201720162015
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%
DNLAX
BNY Mellon Natural Resources Fund Class A
1.79%2.19%7.75%12.54%9.80%5.04%0.91%1.95%1.53%0.40%1.26%0.98%

Drawdowns

FFGCX vs. DNLAX - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -57.23%, smaller than the maximum DNLAX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for FFGCX and DNLAX.


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Drawdown Indicators


FFGCXDNLAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-69.14%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-20.87%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.22%

-32.37%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-54.45%

+6.02%

Current Drawdown

Current decline from peak

-2.30%

-2.30%

0.00%

Average Drawdown

Average peak-to-trough decline

-19.54%

-21.71%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.59%

-1.76%

Volatility

FFGCX vs. DNLAX - Volatility Comparison

Fidelity Global Commodity Stock Fund (FFGCX) and BNY Mellon Natural Resources Fund Class A (DNLAX) have volatilities of 6.10% and 6.09%, 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


FFGCXDNLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

6.09%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

15.21%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

26.61%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

25.94%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

25.58%

-3.04%