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FFGTX vs. CCRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGTX vs. CCRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). The values are adjusted to include any dividend payments, if applicable.

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FFGTX vs. CCRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M
22.70%27.96%2.37%-5.62%20.06%25.38%5.41%17.23%-13.73%17.38%
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
22.65%15.37%4.86%-8.88%15.71%28.00%-1.49%6.69%-11.63%-7.99%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFGTX having a 22.70% return and CCRSX slightly lower at 22.65%. Over the past 10 years, FFGTX has outperformed CCRSX with an annualized return of 13.28%, while CCRSX has yielded a comparatively lower 6.75% annualized return.


FFGTX

1D
0.22%
1M
-1.64%
YTD
22.70%
6M
30.84%
1Y
51.60%
3Y*
17.10%
5Y*
15.16%
10Y*
13.28%

CCRSX

1D
0.64%
1M
10.19%
YTD
22.65%
6M
29.48%
1Y
29.55%
3Y*
4.60%
5Y*
13.39%
10Y*
6.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFGTX vs. CCRSX - Expense Ratio Comparison

FFGTX has a 1.52% expense ratio, which is higher than CCRSX's 1.05% expense ratio.


Return for Risk

FFGTX vs. CCRSX — Risk / Return Rank

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

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

CCRSX
CCRSX Risk / Return Rank: 8888
Overall Rank
CCRSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CCRSX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CCRSX Omega Ratio Rank: 8383
Omega Ratio Rank
CCRSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CCRSX Martin Ratio Rank: 8686
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.

FFGTX vs. CCRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) and Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX). 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.


FFGTXCCRSXDifference

Sharpe ratio

Return per unit of total volatility

2.52

1.83

+0.69

Sortino ratio

Return per unit of downside risk

3.03

2.36

+0.68

Omega ratio

Gain probability vs. loss probability

1.48

1.33

+0.15

Calmar ratio

Return relative to maximum drawdown

3.39

3.35

+0.04

Martin ratio

Return relative to average drawdown

17.47

9.09

+8.38

FFGTX vs. CCRSX - Sharpe Ratio Comparison

The current FFGTX Sharpe Ratio is 2.52, which is higher than the CCRSX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FFGTX and CCRSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFGTXCCRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.83

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.06

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.04

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.00

+0.33

Correlation

The correlation between FFGTX and CCRSX is 0.59, 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

FFGTX vs. CCRSX - Dividend Comparison

FFGTX's dividend yield for the trailing twelve months is around 1.64%, less than CCRSX's 11.30% yield.


TTM20252024202320222021202020192018201720162015
FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M
1.64%2.02%1.93%1.47%1.47%2.91%1.03%2.51%1.57%0.36%1.05%2.07%
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
11.30%3.98%2.95%26.59%18.97%4.82%5.51%0.86%2.91%0.00%0.00%0.00%

Drawdowns

FFGTX vs. CCRSX - Drawdown Comparison

The maximum FFGTX drawdown since its inception was -58.53%, smaller than the maximum CCRSX drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for FFGTX and CCRSX.


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Drawdown Indicators


FFGTXCCRSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.53%

-93.56%

+35.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-9.12%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-83.30%

+55.99%

Max Drawdown (10Y)

Largest decline over 10 years

-48.88%

-83.30%

+34.42%

Current Drawdown

Current decline from peak

-2.37%

-42.13%

+39.76%

Average Drawdown

Average peak-to-trough decline

-20.56%

-51.17%

+30.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.37%

-0.52%

Volatility

FFGTX vs. CCRSX - Volatility Comparison

The current volatility for Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) is 6.12%, while Credit Suisse Trust Commodity Return Strategy Portfolio (CCRSX) has a volatility of 7.10%. This indicates that FFGTX experiences smaller price fluctuations and is considered to be less risky than CCRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFGTXCCRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

7.10%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.40%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

16.64%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

225.84%

-204.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

159.86%

-137.32%