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

Correlation

The correlation between FFGCX and VOO is 0.67, 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.


-0.50.00.51.00.7

Performance

FFGCX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Commodity Stock Fund (FFGCX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.98%
8.46%
FFGCX
VOO

Key characteristics

Sharpe Ratio

FFGCX:

0.94

VOO:

2.21

Sortino Ratio

FFGCX:

1.29

VOO:

2.92

Omega Ratio

FFGCX:

1.17

VOO:

1.41

Calmar Ratio

FFGCX:

0.62

VOO:

3.34

Martin Ratio

FFGCX:

2.78

VOO:

14.07

Ulcer Index

FFGCX:

5.31%

VOO:

2.01%

Daily Std Dev

FFGCX:

15.74%

VOO:

12.80%

Max Drawdown

FFGCX:

-53.41%

VOO:

-33.99%

Current Drawdown

FFGCX:

-10.73%

VOO:

-1.36%

Returns By Period

In the year-to-date period, FFGCX achieves a 4.01% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, FFGCX has underperformed VOO with an annualized return of 6.75%, while VOO has yielded a comparatively higher 13.37% annualized return.


FFGCX

YTD

4.01%

1M

5.90%

6M

-0.98%

1Y

14.48%

5Y*

10.85%

10Y*

6.75%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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. VOO - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FFGCX vs. VOO — 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 4141
Overall Rank
The Sharpe Ratio Rank of FFGCX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGCX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FFGCX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FFGCX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FFGCX is 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) and Vanguard S&P 500 ETF (VOO). 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 0.94, compared to the broader market-1.000.001.002.003.004.000.942.21
The chart of Sortino ratio for FFGCX, currently valued at 1.29, compared to the broader market0.005.0010.001.292.92
The chart of Omega ratio for FFGCX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.41
The chart of Calmar ratio for FFGCX, currently valued at 0.62, compared to the broader market0.005.0010.0015.0020.000.623.34
The chart of Martin ratio for FFGCX, currently valued at 2.78, compared to the broader market0.0020.0040.0060.0080.002.7814.07
FFGCX
VOO

The current FFGCX Sharpe Ratio is 0.94, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FFGCX and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.94
2.21
FFGCX
VOO

Dividends

FFGCX vs. VOO - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.52%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FFGCX
Fidelity Global Commodity Stock Fund
2.52%2.62%2.01%1.84%3.39%1.61%2.98%2.06%0.99%0.93%5.60%3.07%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FFGCX vs. VOO - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -53.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFGCX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.73%
-1.36%
FFGCX
VOO

Volatility

FFGCX vs. VOO - Volatility Comparison

The current volatility for Fidelity Global Commodity Stock Fund (FFGCX) is 4.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that FFGCX experiences smaller price fluctuations and is considered to be less risky than VOO 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%AugustSeptemberOctoberNovemberDecember2025
4.33%
5.05%
FFGCX
VOO
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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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