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FFGTX vs. FFGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFGTX vs. FFGIX - 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 Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FFGTX having a 24.08% return and FFGIX slightly higher at 24.36%. Both investments have delivered pretty close results over the past 10 years, with FFGTX having a 12.25% annualized return and FFGIX not far ahead at 12.84%.


FFGTX

1D
-0.29%
1M
0.22%
YTD
24.08%
6M
26.83%
1Y
50.63%
3Y*
19.63%
5Y*
12.84%
10Y*
12.25%

FFGIX

1D
-0.29%
1M
0.25%
YTD
24.36%
6M
27.19%
1Y
51.36%
3Y*
20.27%
5Y*
13.45%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFGTX vs. FFGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M
24.08%27.96%2.37%-5.62%20.06%25.38%5.41%17.23%-13.73%17.38%
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
24.36%28.57%2.97%-5.17%20.69%26.14%6.12%18.02%-13.14%17.29%

Correlation

The correlation between FFGTX and FFGIX 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 27, 2009

1.00

The correlation between FFGTX and FFGIX 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. FFGIX — Risk / Return Rank

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

FFGTX
FFGTX Risk / Return Rank: 9191
Overall Rank
FFGTX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FFGTX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FFGTX Omega Ratio Rank: 8282
Omega Ratio Rank
FFGTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FFGTX Martin Ratio Rank: 9797
Martin Ratio Rank

FFGIX
FFGIX Risk / Return Rank: 9191
Overall Rank
FFGIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FFGIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FFGIX Omega Ratio Rank: 8383
Omega Ratio Rank
FFGIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FFGIX Martin Ratio Rank: 9797
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. FFGIX - 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 Advisor Global Commodity Stock Fund Class I (FFGIX). 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.


FFGTXFFGIXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.53

1.54

-0.01

Calmar ratioReturn relative to maximum drawdown

6.93

7.07

-0.14

Martin ratioReturn relative to average drawdown

24.87

25.46

-0.59

FFGTX vs. FFGIX - Sharpe Ratio Comparison

The current FFGTX Sharpe Ratio is 3.15, which is comparable to the FFGIX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of FFGTX and FFGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FFGTXFFGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

3.20

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.63

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.57

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.35

-0.02

Drawdowns

FFGTX vs. FFGIX - Drawdown Comparison

The maximum FFGTX drawdown since its inception was -58.53%, roughly equal to the maximum FFGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for FFGTX and FFGIX.


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Drawdown Indicators


FFGTXFFGIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.53%

-57.17%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-7.39%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.63%

-19.27%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-27.23%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-48.88%

-48.29%

-0.59%

Current Drawdown

Current decline from peak

-1.83%

-1.79%

-0.04%

Average Drawdown

Average peak-to-trough decline

-20.36%

-19.22%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.05%

+0.01%

Volatility

FFGTX vs. FFGIX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) have volatilities of 4.20% and 4.18%, 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


FFGTXFFGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.18%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

13.25%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

16.32%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

21.36%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

22.43%

0.00%

FFGTX vs. FFGIX - Expense Ratio Comparison

FFGTX has a 1.52% expense ratio, which is higher than FFGIX's 0.93% expense ratio.


Dividends

FFGTX vs. FFGIX - Dividend Comparison

FFGTX's dividend yield for the trailing twelve months is around 1.63%, less than FFGIX's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FFGTX
Fidelity Advisor Global Commodity Stock Fund Class M
1.63%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 FFGIX 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.

FFGTX has higher volatility (4.20%) compared to FFGIX (4.18%). In terms of maximum drawdown, FFGTX dropped -58.53% vs FFGIX's -57.17%.

FFGIX currently has the higher Sharpe Ratio (3.20 vs 3.15), 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.

Portfolio Optimizer

Find the right allocation for FFGTX and FFGIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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