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

Correlation

The correlation between FFGCX and FTGC is 0.58, 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.


-0.50.00.51.00.6

Performance

FFGCX vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Commodity Stock Fund (FFGCX) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
57.75%
1.79%
FFGCX
FTGC

Key characteristics

Sharpe Ratio

FFGCX:

0.05

FTGC:

0.57

Sortino Ratio

FFGCX:

0.17

FTGC:

0.88

Omega Ratio

FFGCX:

1.02

FTGC:

1.10

Calmar Ratio

FFGCX:

0.03

FTGC:

0.33

Martin Ratio

FFGCX:

0.14

FTGC:

1.70

Ulcer Index

FFGCX:

5.37%

FTGC:

3.81%

Daily Std Dev

FFGCX:

16.59%

FTGC:

11.31%

Max Drawdown

FFGCX:

-55.11%

FTGC:

-59.47%

Current Drawdown

FFGCX:

-18.10%

FTGC:

-12.82%

Returns By Period

In the year-to-date period, FFGCX achieves a -1.73% return, which is significantly lower than FTGC's 7.67% return. Over the past 10 years, FFGCX has outperformed FTGC with an annualized return of 5.39%, while FTGC has yielded a comparatively lower 1.11% annualized return.


FFGCX

YTD

-1.73%

1M

-8.83%

6M

-6.20%

1Y

-1.46%

5Y*

8.80%

10Y*

5.39%

FTGC

YTD

7.67%

1M

-0.03%

6M

-1.30%

1Y

5.69%

5Y*

9.54%

10Y*

1.11%

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. FTGC - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is lower than FTGC's 0.95% expense ratio.


FTGC
First Trust Global Tactical Commodity Strategy Fund
Expense ratio chart for FTGC: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
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%

Risk-Adjusted Performance

FFGCX vs. FTGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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-1.000.001.002.003.004.000.050.57
The chart of Sortino ratio for FFGCX, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.0010.000.170.88
The chart of Omega ratio for FFGCX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.10
The chart of Calmar ratio for FFGCX, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.030.33
The chart of Martin ratio for FFGCX, currently valued at 0.14, compared to the broader market0.0020.0040.0060.000.141.70
FFGCX
FTGC

The current FFGCX Sharpe Ratio is 0.05, which is lower than the FTGC Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FFGCX and FTGC, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.05
0.57
FFGCX
FTGC

Dividends

FFGCX vs. FTGC - Dividend Comparison

FFGCX has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 3.12%.


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%
FTGC
First Trust Global Tactical Commodity Strategy Fund
3.12%3.34%10.35%7.21%0.00%0.81%0.80%1.21%0.00%0.00%0.00%0.00%

Drawdowns

FFGCX vs. FTGC - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -55.11%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for FFGCX and FTGC. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%JulyAugustSeptemberOctoberNovemberDecember
-18.10%
-12.82%
FFGCX
FTGC

Volatility

FFGCX vs. FTGC - Volatility Comparison

Fidelity Global Commodity Stock Fund (FFGCX) has a higher volatility of 5.96% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 2.48%. This indicates that FFGCX's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.96%
2.48%
FFGCX
FTGC
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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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