PortfoliosLab logoPortfoliosLab logo
FFGIX vs. FIQRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGIX vs. FIQRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) and Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFGIX vs. FIQRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
24.09%28.57%2.97%-5.17%20.69%26.14%6.12%18.02%-13.07%
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
24.13%28.74%3.10%-5.03%20.90%26.24%6.27%18.10%-13.01%

Returns By Period

The year-to-date returns for both investments are quite close, with FFGIX having a 24.09% return and FIQRX slightly higher at 24.13%.


FFGIX

1D
1.01%
1M
-1.34%
YTD
24.09%
6M
33.24%
1Y
52.81%
3Y*
18.10%
5Y*
15.72%
10Y*
13.98%

FIQRX

1D
1.05%
1M
-1.31%
YTD
24.13%
6M
33.36%
1Y
53.05%
3Y*
18.25%
5Y*
15.87%
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.


FFGIX vs. FIQRX - Expense Ratio Comparison

FFGIX has a 0.93% expense ratio, which is higher than FIQRX's 0.80% expense ratio.


Return for Risk

FFGIX vs. FIQRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFGIX
FFGIX Risk / Return Rank: 9696
Overall Rank
FFGIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FFGIX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGIX Martin Ratio Rank: 9898
Martin Ratio Rank

FIQRX
FIQRX Risk / Return Rank: 9696
Overall Rank
FIQRX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIQRX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIQRX Omega Ratio Rank: 9494
Omega Ratio Rank
FIQRX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIQRX Martin Ratio Rank: 9898
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.

FFGIX vs. FIQRX - 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 Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX). 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.


FFGIXFIQRXDifference

Sharpe ratio

Return per unit of total volatility

2.65

2.65

-0.01

Sortino ratio

Return per unit of downside risk

3.15

3.16

-0.01

Omega ratio

Gain probability vs. loss probability

1.50

1.50

0.00

Calmar ratio

Return relative to maximum drawdown

3.66

3.67

-0.01

Martin ratio

Return relative to average drawdown

18.90

19.03

-0.13

FFGIX vs. FIQRX - Sharpe Ratio Comparison

The current FFGIX Sharpe Ratio is 2.65, which is comparable to the FIQRX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of FFGIX and FIQRX, 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


FFGIXFIQRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.65

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.74

-0.01

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

0.56

-0.21

Correlation

The correlation between FFGIX and FIQRX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FFGIX vs. FIQRX - Dividend Comparison

FFGIX's dividend yield for the trailing twelve months is around 1.96%, less than FIQRX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
1.96%2.44%2.61%2.08%1.90%3.43%1.53%3.21%2.41%0.36%1.65%2.96%
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
2.08%2.58%2.74%2.28%1.99%3.55%1.66%3.34%2.58%0.00%0.00%0.00%

Drawdowns

FFGIX vs. FIQRX - Drawdown Comparison

The maximum FFGIX drawdown since its inception was -57.17%, which is greater than FIQRX's maximum drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for FFGIX and FIQRX.


Loading graphics...

Drawdown Indicators


FFGIXFIQRXDifference

Max Drawdown

Largest peak-to-trough decline

-57.17%

-45.62%

-11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-14.68%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-27.18%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-48.29%

Current Drawdown

Current decline from peak

-1.34%

-1.31%

-0.03%

Average Drawdown

Average peak-to-trough decline

-19.40%

-9.58%

-9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.83%

+0.01%

Volatility

FFGIX vs. FIQRX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) and Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) have volatilities of 6.14% and 6.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFGIXFIQRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

6.16%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

13.74%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

20.50%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

21.55%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.55%

24.43%

-1.88%