PortfoliosLab logoPortfoliosLab logo
FFGCX vs. FFRHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGCX vs. FFRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity Floating Rate High Income Fund (FFRHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFGCX vs. FFRHX - 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%
FFRHX
Fidelity Floating Rate High Income Fund
-0.61%5.47%7.10%12.63%-1.55%5.01%1.69%8.63%0.10%3.91%

Returns By Period

In the year-to-date period, FFGCX achieves a 22.87% return, which is significantly higher than FFRHX's -0.61% return. Over the past 10 years, FFGCX has outperformed FFRHX with an annualized return of 13.82%, while FFRHX has yielded a comparatively lower 4.98% annualized return.


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%

FFRHX

1D
-0.11%
1M
0.11%
YTD
-0.61%
6M
0.66%
1Y
4.54%
3Y*
7.04%
5Y*
5.20%
10Y*
4.98%
*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.


FFGCX vs. FFRHX - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is higher than FFRHX's 0.67% expense ratio.


Return for Risk

FFGCX vs. FFRHX — 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

FFRHX
FFRHX Risk / Return Rank: 8484
Overall Rank
FFRHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FFRHX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFRHX Omega Ratio Rank: 9595
Omega Ratio Rank
FFRHX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FFRHX Martin Ratio Rank: 8383
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. FFRHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity Floating Rate High Income Fund (FFRHX). 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.


FFGCXFFRHXDifference

Sharpe ratio

Return per unit of total volatility

2.57

1.51

+1.06

Sortino ratio

Return per unit of downside risk

3.09

2.14

+0.95

Omega ratio

Gain probability vs. loss probability

1.49

1.50

-0.01

Calmar ratio

Return relative to maximum drawdown

3.46

1.71

+1.75

Martin ratio

Return relative to average drawdown

17.89

8.28

+9.61

FFGCX vs. FFRHX - Sharpe Ratio Comparison

The current FFGCX Sharpe Ratio is 2.57, which is higher than the FFRHX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FFGCX and FFRHX, 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


FFGCXFFRHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.51

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.84

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

1.21

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.13

-0.78

Correlation

The correlation between FFGCX and FFRHX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FFGCX vs. FFRHX - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.06%, less than FFRHX's 6.75% 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%
FFRHX
Fidelity Floating Rate High Income Fund
6.75%7.41%6.94%8.24%3.81%2.74%3.84%5.15%4.74%4.05%4.44%3.69%

Drawdowns

FFGCX vs. FFRHX - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -57.23%, which is greater than FFRHX's maximum drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for FFGCX and FFRHX.


Loading graphics...

Drawdown Indicators


FFGCXFFRHXDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-22.20%

-35.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-2.74%

-11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.22%

-5.90%

-21.32%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-22.20%

-26.23%

Current Drawdown

Current decline from peak

-2.30%

-0.83%

-1.47%

Average Drawdown

Average peak-to-trough decline

-19.54%

-1.16%

-18.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

0.59%

+2.24%

Volatility

FFGCX vs. FFRHX - Volatility Comparison

Fidelity Global Commodity Stock Fund (FFGCX) has a higher volatility of 6.10% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.66%. This indicates that FFGCX's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFGCXFFRHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

0.66%

+5.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

1.61%

+12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

3.32%

+17.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

2.84%

+18.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

4.13%

+18.41%