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

Performance

FFGCX vs. FZROX - Performance Comparison

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

Loading graphics...

FFGCX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFGCX
Fidelity Global Commodity Stock Fund
22.87%28.66%2.98%-5.18%20.69%26.08%6.04%17.82%-10.92%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, FFGCX achieves a 22.87% return, which is significantly higher than FZROX's -6.77% 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%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*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. FZROX - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FFGCX vs. FZROX — 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

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
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. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


FFGCXFZROXDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.84

+1.73

Sortino ratio

Return per unit of downside risk

3.09

1.30

+1.79

Omega ratio

Gain probability vs. loss probability

1.49

1.20

+0.29

Calmar ratio

Return relative to maximum drawdown

3.46

1.05

+2.41

Martin ratio

Return relative to average drawdown

17.89

5.11

+12.78

FFGCX vs. FZROX - Sharpe Ratio Comparison

The current FFGCX Sharpe Ratio is 2.57, which is higher than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FFGCX and FZROX, 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


FFGCXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

0.84

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.60

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.61

-0.26

Correlation

The correlation between FFGCX and FZROX is 0.62, 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.


Dividends

FFGCX vs. FZROX - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.06%, more than FZROX's 1.10% 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%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

FFGCX vs. FZROX - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -57.23%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FFGCX and FZROX.


Loading graphics...

Drawdown Indicators


FFGCXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-34.96%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-12.44%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.22%

-25.12%

-2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

Current Drawdown

Current decline from peak

-2.30%

-8.89%

+6.59%

Average Drawdown

Average peak-to-trough decline

-19.54%

-5.61%

-13.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.56%

+0.27%

Volatility

FFGCX vs. FZROX - Volatility Comparison

Fidelity Global Commodity Stock Fund (FFGCX) has a higher volatility of 6.10% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FFGCX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFGCXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

4.41%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

9.34%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

18.49%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

17.40%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

20.25%

+2.29%