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FIQRX vs. DCMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQRX vs. DCMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) and DFA Commodity Strategy Portfolio (DCMSX). The values are adjusted to include any dividend payments, if applicable.

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FIQRX vs. DCMSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
24.13%28.74%3.10%-5.03%20.90%26.24%6.27%18.10%-13.01%
DCMSX
DFA Commodity Strategy Portfolio
25.32%15.15%5.90%-9.14%11.36%33.54%-1.78%7.96%-10.71%

Returns By Period

The year-to-date returns for both investments are quite close, with FIQRX having a 24.13% return and DCMSX slightly higher at 25.32%.


FIQRX

1D
1.05%
1M
-1.31%
YTD
24.13%
6M
33.36%
1Y
53.05%
3Y*
18.25%
5Y*
15.87%
10Y*

DCMSX

1D
-0.51%
1M
7.52%
YTD
25.32%
6M
30.80%
1Y
32.50%
3Y*
13.52%
5Y*
13.93%
10Y*
8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIQRX vs. DCMSX - Expense Ratio Comparison

FIQRX has a 0.80% expense ratio, which is higher than DCMSX's 0.31% expense ratio.


Return for Risk

FIQRX vs. DCMSX — Risk / Return Rank

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

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

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

FIQRX vs. DCMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) and DFA Commodity Strategy Portfolio (DCMSX). 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.


FIQRXDCMSXDifference

Sharpe ratio

Return per unit of total volatility

2.65

2.01

+0.64

Sortino ratio

Return per unit of downside risk

3.16

2.61

+0.56

Omega ratio

Gain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratio

Return relative to maximum drawdown

3.67

3.66

+0.01

Martin ratio

Return relative to average drawdown

19.03

10.31

+8.71

FIQRX vs. DCMSX - Sharpe Ratio Comparison

The current FIQRX Sharpe Ratio is 2.65, which is higher than the DCMSX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of FIQRX and DCMSX, 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


FIQRXDCMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.01

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.87

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.09

+0.47

Correlation

The correlation between FIQRX and DCMSX is 0.56, 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

FIQRX vs. DCMSX - Dividend Comparison

FIQRX's dividend yield for the trailing twelve months is around 2.08%, less than DCMSX's 8.41% yield.


TTM20252024202320222021202020192018201720162015
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
2.08%2.58%2.74%2.28%1.99%3.55%1.66%3.34%2.58%0.00%0.00%0.00%
DCMSX
DFA Commodity Strategy Portfolio
8.41%10.75%2.83%2.52%7.46%49.44%0.37%1.51%1.63%3.09%0.47%0.15%

Drawdowns

FIQRX vs. DCMSX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -45.62%, smaller than the maximum DCMSX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for FIQRX and DCMSX.


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Drawdown Indicators


FIQRXDCMSXDifference

Max Drawdown

Largest peak-to-trough decline

-45.62%

-60.94%

+15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-9.24%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-27.93%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

Current Drawdown

Current decline from peak

-1.31%

-0.73%

-0.58%

Average Drawdown

Average peak-to-trough decline

-9.58%

-32.12%

+22.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.28%

-0.45%

Volatility

FIQRX vs. DCMSX - Volatility Comparison

The current volatility for Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) is 6.16%, while DFA Commodity Strategy Portfolio (DCMSX) has a volatility of 6.52%. This indicates that FIQRX experiences smaller price fluctuations and is considered to be less risky than DCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIQRXDCMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

6.52%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.15%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

16.46%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

16.17%

+5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.43%

14.44%

+9.99%