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FFGTX vs. SDCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGTX vs. SDCI - 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 USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

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FFGTX vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-15.21%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
23.65%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Returns By Period

The year-to-date returns for both investments are quite close, with FFGTX having a 22.70% return and SDCI slightly higher at 23.65%.


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%

SDCI

1D
-0.29%
1M
11.64%
YTD
23.65%
6M
22.77%
1Y
33.07%
3Y*
21.44%
5Y*
22.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFGTX vs. SDCI - Expense Ratio Comparison

FFGTX has a 1.52% expense ratio, which is higher than SDCI's 0.70% expense ratio.


Return for Risk

FFGTX vs. SDCI — 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

SDCI
SDCI Risk / Return Rank: 8686
Overall Rank
SDCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDCI Omega Ratio Rank: 8282
Omega Ratio Rank
SDCI Calmar Ratio Rank: 8989
Calmar Ratio Rank
SDCI Martin Ratio Rank: 8585
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. SDCI - 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 USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.


FFGTXSDCIDifference

Sharpe ratio

Return per unit of total volatility

2.52

1.81

+0.71

Sortino ratio

Return per unit of downside risk

3.03

2.34

+0.69

Omega ratio

Gain probability vs. loss probability

1.48

1.31

+0.17

Calmar ratio

Return relative to maximum drawdown

3.39

2.81

+0.59

Martin ratio

Return relative to average drawdown

17.47

9.53

+7.94

FFGTX vs. SDCI - Sharpe Ratio Comparison

The current FFGTX Sharpe Ratio is 2.52, which is higher than the SDCI Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FFGTX and SDCI, 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


FFGTXSDCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.81

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.23

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.66

-0.33

Correlation

The correlation between FFGTX and SDCI is 0.54, 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. SDCI - Dividend Comparison

FFGTX's dividend yield for the trailing twelve months is around 1.64%, less than SDCI's 2.98% 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%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
2.98%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%0.00%0.00%0.00%

Drawdowns

FFGTX vs. SDCI - Drawdown Comparison

The maximum FFGTX drawdown since its inception was -58.53%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for FFGTX and SDCI.


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Drawdown Indicators


FFGTXSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-58.53%

-45.79%

-12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-11.96%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-18.55%

-8.76%

Max Drawdown (10Y)

Largest decline over 10 years

-48.88%

Current Drawdown

Current decline from peak

-2.37%

-0.29%

-2.08%

Average Drawdown

Average peak-to-trough decline

-20.56%

-11.81%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.52%

-0.67%

Volatility

FFGTX vs. SDCI - Volatility Comparison

The current volatility for Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) is 6.12%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 7.00%. This indicates that FFGTX experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFGTXSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

7.00%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.90%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

18.32%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

18.45%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

17.11%

+5.43%