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FIFGX vs. BRCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIFGX vs. BRCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Focused (FIFGX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). The values are adjusted to include any dividend payments, if applicable.

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FIFGX vs. BRCAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIFGX
Fidelity SAI Inflation-Focused
40.42%7.44%6.34%-11.90%9.30%32.92%1.48%9.32%-2.00%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
27.94%18.41%5.47%-3.44%7.77%19.18%7.75%4.20%-1.13%

Returns By Period

In the year-to-date period, FIFGX achieves a 40.42% return, which is significantly higher than BRCAX's 27.94% return.


FIFGX

1D
1.03%
1M
22.58%
YTD
40.42%
6M
39.86%
1Y
40.86%
3Y*
13.84%
5Y*
13.85%
10Y*

BRCAX

1D
0.84%
1M
11.88%
YTD
27.94%
6M
36.77%
1Y
42.90%
3Y*
16.42%
5Y*
13.17%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIFGX vs. BRCAX - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is lower than BRCAX's 1.40% expense ratio.


Return for Risk

FIFGX vs. BRCAX — Risk / Return Rank

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

FIFGX
FIFGX Risk / Return Rank: 9090
Overall Rank
FIFGX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIFGX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FIFGX Omega Ratio Rank: 8686
Omega Ratio Rank
FIFGX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIFGX Martin Ratio Rank: 8787
Martin Ratio Rank

BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX 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.

FIFGX vs. BRCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.


FIFGXBRCAXDifference

Sharpe ratio

Return per unit of total volatility

2.00

2.58

-0.58

Sortino ratio

Return per unit of downside risk

2.62

3.11

-0.48

Omega ratio

Gain probability vs. loss probability

1.36

1.48

-0.12

Calmar ratio

Return relative to maximum drawdown

3.50

4.74

-1.24

Martin ratio

Return relative to average drawdown

9.26

15.98

-6.72

FIFGX vs. BRCAX - Sharpe Ratio Comparison

The current FIFGX Sharpe Ratio is 2.00, which is comparable to the BRCAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of FIFGX and BRCAX, 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


FIFGXBRCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.58

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.85

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.16

-0.13

Correlation

The correlation between FIFGX and BRCAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIFGX vs. BRCAX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 3.87%, less than BRCAX's 10.95% yield.


TTM2025202420232022202120202019201820172016
FIFGX
Fidelity SAI Inflation-Focused
3.87%5.44%4.73%2.43%12.64%35.77%3.10%1.59%0.00%0.00%0.00%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
10.95%14.02%4.85%3.80%9.98%16.92%0.00%0.89%0.17%0.00%2.58%

Drawdowns

FIFGX vs. BRCAX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -92.38%, which is greater than BRCAX's maximum drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for FIFGX and BRCAX.


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Drawdown Indicators


FIFGXBRCAXDifference

Max Drawdown

Largest peak-to-trough decline

-92.38%

-60.98%

-31.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-9.22%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-92.38%

-20.66%

-71.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.44%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-14.19%

-28.81%

+14.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

2.74%

+1.89%

Volatility

FIFGX vs. BRCAX - Volatility Comparison

Fidelity SAI Inflation-Focused (FIFGX) has a higher volatility of 10.69% compared to Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) at 7.20%. This indicates that FIFGX's price experiences larger fluctuations and is considered to be riskier than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIFGXBRCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

7.20%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

14.88%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

17.16%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

408.16%

15.64%

+392.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

338.61%

14.27%

+324.34%