FGKFX vs. PCLIX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Growth Company K6 Fund (FGKFX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX).

FGKFX is managed by Fidelity. It was launched on Jun 13, 2019. PCLIX is managed by PIMCO. It was launched on May 27, 2010.

Performance

FGKFX vs. PCLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Company K6 Fund (FGKFX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX). The values are adjusted to include any dividend payments, if applicable.

FGKFX vs. PCLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FGKFX Fidelity Growth Company K6 Fund	-6.49%	21.67%	35.46%	46.02%	-32.62%	22.06%	68.76%	15.07%
PCLIX PIMCO CommoditiesPLUS Strategy Fund	30.80%	5.76%	8.53%	0.69%	23.32%	43.83%	-9.18%	9.69%

Returns By Period

In the year-to-date period, FGKFX achieves a -6.49% return, which is significantly lower than PCLIX's 30.80% return.

FGKFX

• 1D: -1.20%
• 1M: -8.32%
• YTD: -6.49%
• 6M: -5.49%
• 1Y: 30.08%
• 3Y*: 24.91%
• 5Y*: 12.57%
• 10Y*: —

PCLIX

• 1D: 0.79%
• 1M: 19.14%
• YTD: 30.80%
• 6M: 31.76%
• 1Y: 32.96%
• 3Y*: 15.28%
• 5Y*: 18.66%
• 10Y*: 13.29%

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

FGKFX vs. PCLIX - Expense Ratio Comparison

FGKFX has a 0.45% expense ratio, which is lower than PCLIX's 0.98% expense ratio.

PCLIX

PIMCO CommoditiesPLUS Strategy Fund

FGKFX

Fidelity Growth Company K6 Fund

Return for Risk

FGKFX vs. PCLIX — Risk / Return Rank

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

FGKFX

FGKFX Risk / Return Rank: 72
FGKFX Sharpe Ratio Rank: 70
FGKFX Sortino Ratio Rank: 72
FGKFX Omega Ratio Rank: 68
FGKFX Calmar Ratio Rank: 75
FGKFX Martin Ratio Rank: 74

PCLIX

PCLIX Risk / Return Rank: 88
PCLIX Sharpe Ratio Rank: 89
PCLIX Sortino Ratio Rank: 88
PCLIX Omega Ratio Rank: 84
PCLIX Calmar Ratio Rank: 94
PCLIX Martin Ratio Rank: 84

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.

FGKFX vs. PCLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K6 Fund (FGKFX) and PIMCO CommoditiesPLUS Strategy Fund (PCLIX). 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.

	FGKFX	PCLIX	Difference
Sharpe ratio Return per unit of total volatility	1.21	1.83	-0.63
Sortino ratio Return per unit of downside risk	1.76	2.38	-0.62
Omega ratio Gain probability vs. loss probability	1.25	1.34	-0.09
Calmar ratio Return relative to maximum drawdown	1.72	3.13	-1.41
Martin ratio Return relative to average drawdown	7.03	8.68	-1.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGKFX vs. PCLIX - Sharpe Ratio Comparison

The current FGKFX Sharpe Ratio is 1.21, which is lower than the PCLIX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FGKFX and PCLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FGKFX	PCLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.83	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.98	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.17	+0.64

Correlation

The correlation between FGKFX and PCLIX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FGKFX vs. PCLIX - Dividend Comparison

FGKFX has not paid dividends to shareholders, while PCLIX's dividend yield for the trailing twelve months is around 1.43%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGKFX Fidelity Growth Company K6 Fund	0.00%	0.00%	0.00%	0.10%	0.18%	2.64%	0.93%	0.06%	0.00%	0.00%	0.00%	0.00%
PCLIX PIMCO CommoditiesPLUS Strategy Fund	1.43%	2.45%	7.50%	5.06%	42.60%	73.41%	0.77%	2.46%	18.58%	12.63%	0.16%	2.22%

Drawdowns

FGKFX vs. PCLIX - Drawdown Comparison

The maximum FGKFX drawdown since its inception was -40.14%, smaller than the maximum PCLIX drawdown of -66.60%. Use the drawdown chart below to compare losses from any high point for FGKFX and PCLIX.

Drawdown Indicators

	FGKFX	PCLIX	Difference
Max Drawdown Largest peak-to-trough decline	-40.14%	-66.60%	+26.46%
Max Drawdown (1Y) Largest decline over 1 year	-13.22%	-10.90%	-2.32%
Max Drawdown (5Y) Largest decline over 5 years	-40.14%	-21.59%	-18.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.78%	—
Current Drawdown Current decline from peak	-11.40%	0.00%	-11.40%
Average Drawdown Average peak-to-trough decline	-10.25%	-24.39%	+14.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	3.93%	-0.39%

Volatility

FGKFX vs. PCLIX - Volatility Comparison

The current volatility for Fidelity Growth Company K6 Fund (FGKFX) is 6.79%, while PIMCO CommoditiesPLUS Strategy Fund (PCLIX) has a volatility of 10.48%. This indicates that FGKFX experiences smaller price fluctuations and is considered to be less risky than PCLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGKFX	PCLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	10.48%	-3.69%
Volatility (6M) Calculated over the trailing 6-month period	14.66%	14.76%	-0.10%
Volatility (1Y) Calculated over the trailing 1-year period	24.70%	18.95%	+5.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.10%	19.13%	+4.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.87%	40.53%	-14.66%