FFGTX vs. FFGCX
FFGTX (Fidelity Advisor Global Commodity Stock Fund Class M) and FFGCX (Fidelity Global Commodity Stock Fund) are both Commodities funds from Fidelity. Over the past 10 years, FFGTX returned 11.95%/yr vs 12.49%/yr for FFGCX. With a 1.00 correlation, they move nearly in lockstep. FFGTX charges 1.52%/yr vs 0.94%/yr for FFGCX.
Performance
FFGTX vs. FFGCX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FFGTX having a 15.68% return and FFGCX slightly higher at 15.94%. Both investments have delivered pretty close results over the past 10 years, with FFGTX having a 11.95% annualized return and FFGCX not far ahead at 12.49%.
FFGTX
- 1D
- 0.31%
- 1M
- -5.62%
- YTD
- 15.68%
- 6M
- 15.02%
- 1Y
- 35.84%
- 3Y*
- 16.94%
- 5Y*
- 12.36%
- 10Y*
- 11.95%
FFGCX
- 1D
- 0.31%
- 1M
- -5.60%
- YTD
- 15.94%
- 6M
- 15.33%
- 1Y
- 36.54%
- 3Y*
- 17.56%
- 5Y*
- 12.96%
- 10Y*
- 12.49%
FFGTX vs. FFGCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFGTX Fidelity Advisor Global Commodity Stock Fund Class M | 15.68% | 27.96% | 2.37% | -5.62% | 20.06% | 25.38% | 5.41% | 17.23% | -13.73% | 17.38% |
FFGCX Fidelity Global Commodity Stock Fund | 15.94% | 28.66% | 2.98% | -5.18% | 20.69% | 26.08% | 6.04% | 17.82% | -13.21% | 17.18% |
Correlation
The correlation between FFGTX and FFGCX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2009 | 1.00 |
The correlation between FFGTX and FFGCX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
FFGTX vs. FFGCX — Risk / Return Rank
FFGTX
FFGCX
FFGTX vs. FFGCX - 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 Fidelity Global Commodity Stock Fund (FFGCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFGTX | FFGCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 4.13 | -0.09 |
| Martin ratioReturn relative to average drawdown | 14.49 | 14.91 | -0.43 |
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Drawdowns
FFGTX vs. FFGCX - Drawdown Comparison
The maximum FFGTX drawdown since its inception was -58.53%, roughly equal to the maximum FFGCX drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for FFGTX and FFGCX.
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Drawdown Indicators
| FFGTX | FFGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.53% | -57.23% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -8.73% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -19.24% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -27.22% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -48.88% | -48.43% | -0.45% |
Current DrawdownCurrent decline from peak | -8.47% | -8.45% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -20.32% | -19.32% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.41% | +0.03% |
Volatility
FFGTX vs. FFGCX - Volatility Comparison
Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) and Fidelity Global Commodity Stock Fund (FFGCX) have volatilities of 5.36% and 5.37%, 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.
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Volatility by Period
| FFGTX | FFGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.37% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 13.86% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 17.01% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 21.37% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.45% | 22.44% | +0.01% |
FFGTX vs. FFGCX - Expense Ratio Comparison
FFGTX has a 1.52% expense ratio, which is higher than FFGCX's 0.94% expense ratio.
Dividends
FFGTX vs. FFGCX - Dividend Comparison
FFGTX's dividend yield for the trailing twelve months is around 1.74%, less than FFGCX's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFGCX Fidelity Global Commodity Stock Fund | 2.18% | 2.53% | 2.62% | 2.01% | 1.84% | 3.39% | 1.61% | 2.98% | 2.22% | 0.36% | 1.53% | 2.86% |
FFGTX Fidelity Advisor Global Commodity Stock Fund Class M | 1.74% | 2.02% | 1.93% | 1.47% | 1.47% | 2.91% | 1.03% | 2.51% | 1.57% | 0.36% | 1.05% | 2.07% |
Frequently Asked Questions
With a correlation of 1.00, FFGTX and FFGCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FFGCX has higher volatility (5.37%) compared to FFGTX (5.36%). In terms of maximum drawdown, FFGTX dropped -58.53% vs FFGCX's -57.23%.
FFGCX currently has the higher Sharpe Ratio (2.12 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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