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FFGCX vs. FIQRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFGCX and FIQRX is 1.00, 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.


-0.50.00.51.01.0

Performance

FFGCX vs. FIQRX - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
-7.23%
-7.36%
FFGCX
FIQRX

Key characteristics

Sharpe Ratio

FFGCX:

0.05

FIQRX:

0.04

Sortino Ratio

FFGCX:

0.17

FIQRX:

0.16

Omega Ratio

FFGCX:

1.02

FIQRX:

1.02

Calmar Ratio

FFGCX:

0.03

FIQRX:

0.03

Martin Ratio

FFGCX:

0.14

FIQRX:

0.13

Ulcer Index

FFGCX:

5.37%

FIQRX:

5.35%

Daily Std Dev

FFGCX:

16.59%

FIQRX:

16.59%

Max Drawdown

FFGCX:

-55.11%

FIQRX:

-46.32%

Current Drawdown

FFGCX:

-18.10%

FIQRX:

-17.90%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFGCX having a -1.73% return and FIQRX slightly lower at -1.80%.


FFGCX

YTD

-1.73%

1M

-8.83%

6M

-6.20%

1Y

-1.46%

5Y*

8.80%

10Y*

5.39%

FIQRX

YTD

-1.80%

1M

-8.95%

6M

-6.27%

1Y

-1.52%

5Y*

8.93%

10Y*

N/A

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. FIQRX - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is higher than FIQRX's 0.80% expense ratio.


FFGCX
Fidelity Global Commodity Stock Fund
Expense ratio chart for FFGCX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for FIQRX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

FFGCX vs. FIQRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX). 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.


Sharpe ratio
The chart of Sharpe ratio for FFGCX, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.000.050.04
The chart of Sortino ratio for FFGCX, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.0010.000.170.16
The chart of Omega ratio for FFGCX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.02
The chart of Calmar ratio for FFGCX, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.030.03
The chart of Martin ratio for FFGCX, currently valued at 0.14, compared to the broader market0.0020.0040.0060.000.140.13
FFGCX
FIQRX

The current FFGCX Sharpe Ratio is 0.05, which is comparable to the FIQRX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FFGCX and FIQRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.00JulyAugustSeptemberOctoberNovemberDecember
0.05
0.04
FFGCX
FIQRX

Dividends

FFGCX vs. FIQRX - Dividend Comparison

Neither FFGCX nor FIQRX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FFGCX
Fidelity Global Commodity Stock Fund
0.00%2.01%1.84%3.39%1.61%2.98%2.06%0.99%0.93%2.86%3.07%2.75%
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
0.00%2.28%1.99%3.55%1.66%3.34%2.42%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFGCX vs. FIQRX - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -55.11%, which is greater than FIQRX's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for FFGCX and FIQRX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-18.10%
-17.90%
FFGCX
FIQRX

Volatility

FFGCX vs. FIQRX - Volatility Comparison

Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) have volatilities of 5.96% and 6.00%, 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.


3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.96%
6.00%
FFGCX
FIQRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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