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FFGIX vs. FIQRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

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.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
-7.53%
-7.60%
FFGIX
FIQRX

Key characteristics

Sharpe Ratio

FFGIX:

-0.12

FIQRX:

-0.12

Sortino Ratio

FFGIX:

-0.06

FIQRX:

-0.05

Omega Ratio

FFGIX:

0.99

FIQRX:

0.99

Calmar Ratio

FFGIX:

-0.09

FIQRX:

-0.09

Martin Ratio

FFGIX:

-0.37

FIQRX:

-0.37

Ulcer Index

FFGIX:

5.45%

FIQRX:

5.42%

Daily Std Dev

FFGIX:

16.39%

FIQRX:

16.45%

Max Drawdown

FFGIX:

-54.95%

FIQRX:

-46.32%

Current Drawdown

FFGIX:

-18.52%

FIQRX:

-18.32%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FFGIX at -2.30% and FIQRX at -2.30%.


FFGIX

YTD

-2.30%

1M

-9.78%

6M

-7.77%

1Y

-0.34%

5Y*

8.70%

10Y*

5.61%

FIQRX

YTD

-2.30%

1M

-9.89%

6M

-7.83%

1Y

-0.34%

5Y*

8.81%

10Y*

N/A

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.


FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
Expense ratio chart for FFGIX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for FIQRX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

FFGIX vs. FIQRX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FFGIX, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00-0.12-0.12
The chart of Sortino ratio for FFGIX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.06-0.05
The chart of Omega ratio for FFGIX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.990.99
The chart of Calmar ratio for FFGIX, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.09-0.09
The chart of Martin ratio for FFGIX, currently valued at -0.37, compared to the broader market0.0020.0040.0060.00-0.37-0.37
FFGIX
FIQRX

The current FFGIX Sharpe Ratio is -0.12, which is comparable to the FIQRX Sharpe Ratio of -0.12. 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.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.12
FFGIX
FIQRX

Dividends

FFGIX vs. FIQRX - Dividend Comparison

Neither FFGIX nor FIQRX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
0.00%2.08%1.90%3.43%1.53%3.21%2.25%1.05%1.05%2.96%3.20%2.75%
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
0.00%2.28%1.99%3.55%1.66%3.34%2.42%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFGIX vs. FIQRX - Drawdown Comparison

The maximum FFGIX drawdown since its inception was -54.95%, which is greater than FIQRX's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for FFGIX and FIQRX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-18.52%
-18.32%
FFGIX
FIQRX

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 5.85% and 5.92%, 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.


3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.85%
5.92%
FFGIX
FIQRX
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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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