FFGTX vs. SDCI

Last updated Aug 1, 2026

FFGTX (Fidelity Advisor Global Commodity Stock Fund Class M) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both Commodities funds. Over the past 5 years, FFGTX returned 13.51%/yr vs 20.86%/yr for SDCI. Their 0.54 correlation means they have sometimes moved together and sometimes differently. FFGTX charges 1.52%/yr vs 0.60%/yr for SDCI.

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.

Returns By Period

In the year-to-date period, FFGTX achieves a 20.79% return, which is significantly lower than SDCI's 31.41% return.

FFGTX

• 1D: 1.15%
• 1M: 7.47%
• 6M: 7.47%
• YTD: 20.79%
• 1Y: 42.71%
• 3Y*: 14.92%
• 5Y*: 13.51%
• 10Y*: 11.90%
• ALL TIME*: 7.13%

SDCI

• 1D: 0.63%
• 1M: 10.03%
• 6M: 20.73%
• YTD: 31.41%
• 1Y: 39.13%
• 3Y*: 20.52%
• 5Y*: 20.86%
• 10Y*: —
• ALL TIME*: 11.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFGTX Fidelity Advisor Global Commodity Stock Fund Class M	$0.00	$0.00	$0.00
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	$5.69M	$7.12M	$7.50M

FFGTX vs. SDCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FFGTX Fidelity Advisor Global Commodity Stock Fund Class M	20.79%	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	31.41%	17.60%	17.91%	-0.88%	33.23%	36.52%	-10.61%	-2.36%	-13.91%

Correlation

The correlation between FFGTX and SDCI is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.55
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.57
Correlation (All Time) Calculated using the full available price history since May 3, 2018	0.54

The correlation between FFGTX and SDCI has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

Return for Risk

FFGTX vs. SDCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFGTX

FFGTX Risk / Return Rank: 86
FFGTX Sharpe Ratio Rank: 92
FFGTX Sortino Ratio Rank: 84
FFGTX Omega Ratio Rank: 83
FFGTX Calmar Ratio Rank: 88
FFGTX Martin Ratio Rank: 85

SDCI

SDCI Risk / Return Rank: 85
SDCI Sharpe Ratio Rank: 88
SDCI Sortino Ratio Rank: 85
SDCI Omega Ratio Rank: 83
SDCI Calmar Ratio Rank: 86
SDCI Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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	SDCI	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.12	+0.24
Sortino ratio: Return per unit of downside risk	2.99	2.81	+0.19
Omega ratio: Gain probability vs. loss probability	1.40	1.36	+0.04
Calmar ratio: Return relative to maximum drawdown	3.27	3.33	-0.06
Martin ratio: Return relative to average drawdown	10.95	10.55	+0.39

FFGTX vs. SDCI - Sharpe Ratio Comparison

The current FFGTX Sharpe Ratio is 2.36, which is comparable to the SDCI Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FFGTX and SDCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	FFGTX	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-58.53%	-45.79%	-12.74%
Max Drawdown (1Y) Largest decline over 1 year	-12.30%	-11.03%	-1.27%
Max Drawdown (3Y) Largest decline over 3 years	-19.63%	-11.96%	-7.67%
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	-4.43%	-1.53%	-2.90%
Average Drawdown Average peak-to-trough decline	-20.25%	-11.47%	-8.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	3.48%	+0.19%

Volatility

FFGTX vs. SDCI - Volatility Comparison

The current volatility for Fidelity Advisor Global Commodity Stock Fund Class M (FFGTX) is 4.40%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 5.28%. 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.

Volatility by Period

	FFGTX	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	5.28%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	13.81%	14.48%	-0.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.13%	17.36%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.29%	18.44%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.35%	17.07%	+5.28%

FFGTX vs. SDCI - Expense Ratio Comparison

FFGTX has a 1.52% expense ratio, which is higher than SDCI's 0.60% expense ratio.

Dividends

FFGTX vs. SDCI - Dividend Comparison

FFGTX's dividend yield for the trailing twelve months is around 1.67%, less than SDCI's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFGTX Fidelity Advisor Global Commodity Stock Fund Class M	1.67%	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	2.80%	3.68%	5.92%	3.46%	33.49%	19.26%	0.20%	0.93%	0.68%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFGTX and SDCI in my portfolio?

FFGTX and SDCI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFGTX or SDCI?

SDCI has higher volatility (5.28%) compared to FFGTX (4.40%). In terms of maximum drawdown, FFGTX dropped -58.53% vs SDCI's -45.79%.

Which has better risk-adjusted returns?

FFGTX currently has the higher Sharpe Ratio (2.36 vs 2.12), 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.