FFGIX vs. ARCIX
Compare and contrast key facts about Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX).
FFGIX is managed by Fidelity. It was launched on Mar 25, 2009. ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012.
Performance
FFGIX vs. ARCIX - Performance Comparison
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FFGIX vs. ARCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFGIX Fidelity Advisor Global Commodity Stock Fund Class I | 22.84% | 28.57% | 2.97% | -5.17% | 20.69% | 26.14% | 6.12% | 18.02% | -13.14% | 17.29% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.41% |
Returns By Period
In the year-to-date period, FFGIX achieves a 22.84% return, which is significantly higher than ARCIX's 17.04% return. Over the past 10 years, FFGIX has outperformed ARCIX with an annualized return of 13.87%, while ARCIX has yielded a comparatively lower 12.98% annualized return.
FFGIX
- 1D
- 0.25%
- 1M
- -1.60%
- YTD
- 22.84%
- 6M
- 31.17%
- 1Y
- 52.34%
- 3Y*
- 17.70%
- 5Y*
- 15.77%
- 10Y*
- 13.87%
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
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FFGIX vs. ARCIX - Expense Ratio Comparison
FFGIX has a 0.93% expense ratio, which is lower than ARCIX's 1.00% expense ratio.
Return for Risk
FFGIX vs. ARCIX — Risk / Return Rank
FFGIX
ARCIX
FFGIX vs. ARCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX). 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.
| FFGIX | ARCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.56 | 1.98 | +0.58 |
Sortino ratioReturn per unit of downside risk | 3.07 | 2.48 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.08 | +0.37 |
Martin ratioReturn relative to average drawdown | 17.82 | 9.79 | +8.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFGIX | ARCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 1.98 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.98 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.75 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.31 | +0.04 |
Correlation
The correlation between FFGIX and ARCIX is 0.56, 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
FFGIX vs. ARCIX - Dividend Comparison
FFGIX's dividend yield for the trailing twelve months is around 1.98%, less than ARCIX's 11.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFGIX Fidelity Advisor Global Commodity Stock Fund Class I | 1.98% | 2.44% | 2.61% | 2.08% | 1.90% | 3.43% | 1.53% | 3.21% | 2.41% | 0.36% | 1.65% | 2.96% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% | 0.00% |
Drawdowns
FFGIX vs. ARCIX - Drawdown Comparison
The maximum FFGIX drawdown since its inception was -57.17%, which is greater than ARCIX's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for FFGIX and ARCIX.
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Drawdown Indicators
| FFGIX | ARCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.17% | -54.25% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -10.19% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -20.29% | -6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -48.29% | -32.45% | -15.84% |
Current DrawdownCurrent decline from peak | -2.33% | -1.09% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -19.41% | -25.68% | +6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.21% | -0.37% |
Volatility
FFGIX vs. ARCIX - Volatility Comparison
Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) has a higher volatility of 6.10% compared to AQR Risk-Balanced Commodities Strategy Fund (ARCIX) at 5.41%. This indicates that FFGIX's price experiences larger fluctuations and is considered to be riskier than ARCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFGIX | ARCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.41% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 12.64% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.50% | 15.98% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 19.17% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 17.46% | +5.08% |