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

Correlation

The correlation between FFGCX and FSGGX is 0.66, 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.


Performance

FFGCX vs. FSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity Global ex U.S. Index Fund (FSGGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFGCX:

-0.24

FSGGX:

0.67

Sortino Ratio

FFGCX:

-0.12

FSGGX:

1.06

Omega Ratio

FFGCX:

0.98

FSGGX:

1.14

Calmar Ratio

FFGCX:

-0.16

FSGGX:

0.84

Martin Ratio

FFGCX:

-0.54

FSGGX:

2.60

Ulcer Index

FFGCX:

7.11%

FSGGX:

4.28%

Daily Std Dev

FFGCX:

20.19%

FSGGX:

16.04%

Max Drawdown

FFGCX:

-55.11%

FSGGX:

-34.76%

Current Drawdown

FFGCX:

-11.97%

FSGGX:

-0.25%

Returns By Period

In the year-to-date period, FFGCX achieves a 2.56% return, which is significantly lower than FSGGX's 11.23% return. Over the past 10 years, FFGCX has outperformed FSGGX with an annualized return of 5.72%, while FSGGX has yielded a comparatively lower 5.06% annualized return.


FFGCX

YTD

2.56%

1M

7.35%

6M

-2.86%

1Y

-4.77%

5Y*

15.60%

10Y*

5.72%

FSGGX

YTD

11.23%

1M

9.94%

6M

7.23%

1Y

10.61%

5Y*

10.66%

10Y*

5.06%

*Annualized

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FFGCX vs. FSGGX - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is higher than FSGGX's 0.06% expense ratio.


Risk-Adjusted Performance

FFGCX vs. FSGGX — Risk-Adjusted Performance Rank

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

FFGCX
The Risk-Adjusted Performance Rank of FFGCX is 1111
Overall Rank
The Sharpe Ratio Rank of FFGCX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGCX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FFGCX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FFGCX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FFGCX is 1010
Martin Ratio Rank

FSGGX
The Risk-Adjusted Performance Rank of FSGGX is 7272
Overall Rank
The Sharpe Ratio Rank of FSGGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFGCX vs. FSGGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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.


The current FFGCX Sharpe Ratio is -0.24, which is lower than the FSGGX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FFGCX and FSGGX, 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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Dividends

FFGCX vs. FSGGX - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.55%, less than FSGGX's 2.62% yield.


TTM20242023202220212020201920182017201620152014
FFGCX
Fidelity Global Commodity Stock Fund
2.55%2.62%2.01%1.84%3.39%1.61%2.98%2.06%0.99%0.93%2.86%3.07%
FSGGX
Fidelity Global ex U.S. Index Fund
2.62%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%

Drawdowns

FFGCX vs. FSGGX - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -55.11%, which is greater than FSGGX's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for FFGCX and FSGGX. For additional features, visit the drawdowns tool.


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Volatility

FFGCX vs. FSGGX - Volatility Comparison


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