FFGIX vs. EIPCX
Compare and contrast key facts about Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) and Parametric Commodity Strategy Fund Class I (EIPCX).
FFGIX is managed by Fidelity. It was launched on Mar 25, 2009. EIPCX is managed by Eaton Vance. It was launched on May 25, 2011.
Performance
FFGIX vs. EIPCX - Performance Comparison
Loading graphics...
FFGIX vs. EIPCX - 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 16.44% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
Returns By Period
In the year-to-date period, FFGIX achieves a 22.84% return, which is significantly higher than EIPCX's 16.44% return. Over the past 10 years, FFGIX has outperformed EIPCX with an annualized return of 13.87%, while EIPCX has yielded a comparatively lower 11.37% 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%
EIPCX
- 1D
- 0.52%
- 1M
- 5.61%
- YTD
- 16.44%
- 6M
- 25.65%
- 1Y
- 32.48%
- 3Y*
- 15.11%
- 5Y*
- 16.28%
- 10Y*
- 11.37%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FFGIX vs. EIPCX - Expense Ratio Comparison
FFGIX has a 0.93% expense ratio, which is higher than EIPCX's 0.66% expense ratio.
Return for Risk
FFGIX vs. EIPCX — Risk / Return Rank
FFGIX
EIPCX
FFGIX vs. EIPCX - 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 Parametric Commodity Strategy Fund Class I (EIPCX). 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 | EIPCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.56 | 2.24 | +0.31 |
Sortino ratioReturn per unit of downside risk | 3.07 | 2.82 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.40 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.60 | -0.15 |
Martin ratioReturn relative to average drawdown | 17.82 | 12.73 | +5.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FFGIX | EIPCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 2.24 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 1.12 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.86 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.24 | +0.11 |
Correlation
The correlation between FFGIX and EIPCX is 0.60, 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. EIPCX - Dividend Comparison
FFGIX's dividend yield for the trailing twelve months is around 1.98%, less than EIPCX's 11.45% 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% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
Drawdowns
FFGIX vs. EIPCX - Drawdown Comparison
The maximum FFGIX drawdown since its inception was -57.17%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for FFGIX and EIPCX.
Loading graphics...
Drawdown Indicators
| FFGIX | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.17% | -54.05% | -3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -9.15% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -18.00% | -9.23% |
Max Drawdown (10Y)Largest decline over 10 years | -48.29% | -28.53% | -19.76% |
Current DrawdownCurrent decline from peak | -2.33% | -1.15% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -19.41% | -24.51% | +5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.58% | +0.26% |
Volatility
FFGIX vs. EIPCX - Volatility Comparison
Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) has a higher volatility of 6.10% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 4.42%. This indicates that FFGIX's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FFGIX | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 4.42% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 11.76% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.50% | 14.84% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 14.64% | +6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 13.30% | +9.24% |