FIFGX vs. RYMEX
FIFGX (Fidelity SAI Inflation-Focused) and RYMEX (Rydex Commodities Strategy Fund) are both Commodities funds. Over the past 5 years, FIFGX returned 73.98%/yr vs 13.09%/yr for RYMEX. Their correlation of 0.87 means they have usually moved in the same direction. FIFGX charges 0.39%/yr vs 1.60%/yr for RYMEX.
Performance
FIFGX vs. RYMEX - Performance Comparison
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Returns By Period
In the year-to-date period, FIFGX achieves a 37.42% return, which is significantly higher than RYMEX's 30.52% return.
FIFGX
- 1D
- -1.93%
- 1M
- 4.82%
- 6M
- 25.64%
- YTD
- 37.42%
- 1Y
- 42.70%
- 3Y*
- 143.41%
- 5Y*
- 73.98%
- 10Y*
- —
- ALL TIME*
- 49.88%
RYMEX
- 1D
- -2.43%
- 1M
- 5.27%
- 6M
- 20.14%
- YTD
- 30.52%
- 1Y
- 35.06%
- 3Y*
- 11.37%
- 5Y*
- 13.09%
- 10Y*
- 7.72%
- ALL TIME*
- -3.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIFGX vs. RYMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 37.42% | 7.44% | 6.34% | 781.04% | 9.30% | 32.92% | 1.48% | 9.32% | -2.00% |
RYMEX Rydex Commodities Strategy Fund | 30.52% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -22.99% | 15.48% | -3.76% |
Correlation
The correlation between FIFGX and RYMEX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.87 |
The correlation between FIFGX and RYMEX has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
FIFGX vs. RYMEX — Risk / Return Rank
FIFGX
RYMEX
FIFGX vs. RYMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) and Rydex Commodities Strategy Fund (RYMEX). 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.
| FIFGX | RYMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.85 | +0.72 |
| Martin ratioReturn relative to average drawdown | 8.61 | 5.78 | +2.83 |
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Drawdowns
FIFGX vs. RYMEX - Drawdown Comparison
The maximum FIFGX drawdown since its inception was -29.47%, smaller than the maximum RYMEX drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for FIFGX and RYMEX.
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Drawdown Indicators
| FIFGX | RYMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.47% | -91.81% | +62.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.42% | -18.68% | +2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -18.68% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.47% | -30.45% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.20% | — |
Current DrawdownCurrent decline from peak | -9.98% | -68.11% | +58.13% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -66.07% | +58.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 5.96% | -1.07% |
Volatility
FIFGX vs. RYMEX - Volatility Comparison
The current volatility for Fidelity SAI Inflation-Focused (FIFGX) is 7.75%, while Rydex Commodities Strategy Fund (RYMEX) has a volatility of 9.27%. This indicates that FIFGX experiences smaller price fluctuations and is considered to be less risky than RYMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIFGX | RYMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 9.27% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 18.96% | 23.06% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.27% | 25.38% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 406.32% | 23.14% | +383.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 329.12% | 22.39% | +306.73% |
FIFGX vs. RYMEX - Expense Ratio Comparison
FIFGX has a 0.39% expense ratio, which is lower than RYMEX's 1.60% expense ratio.
Dividends
FIFGX vs. RYMEX - Dividend Comparison
FIFGX's dividend yield for the trailing twelve months is around 3.96%, more than RYMEX's 1.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FIFGX Fidelity SAI Inflation-Focused | 3.96% | 5.44% | 4.73% | 1.54% | 12.64% | 35.77% | 3.10% | 1.59% | 0.00% | 0.00% |
RYMEX Rydex Commodities Strategy Fund | 1.82% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 109.50% | 0.74% | 44.23% | 1.49% |
Frequently Asked Questions
With a correlation of 0.95, FIFGX and RYMEX 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.
RYMEX has higher volatility (9.27%) compared to FIFGX (7.75%). In terms of maximum drawdown, FIFGX dropped -29.47% vs RYMEX's -91.81%.
FIFGX currently has the higher Sharpe Ratio (1.90 vs 1.36), 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.
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