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FIQRX vs. EAPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FIQRX vs. EAPCX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) and Parametric Commodity Strategy Fund Class A (EAPCX).

FIQRX is managed by Fidelity. It was launched on Oct 2, 2018. EAPCX is managed by Eaton Vance. It was launched on May 25, 2011.

Performance

FIQRX vs. EAPCX - 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 Parametric Commodity Strategy Fund Class A (EAPCX). The values are adjusted to include any dividend payments, if applicable.

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FIQRX vs. EAPCX - 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%
EAPCX
Parametric Commodity Strategy Fund Class A		17.25%22.06%9.63%-4.87%17.26%29.92%7.77%9.19%-7.20%

Returns By Period

In the year-to-date period, FIQRX achieves a 24.13% return, which is significantly higher than EAPCX's 17.25% return.

FIQRX

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

EAPCX

1D
0.79%
1M
5.49%
YTD
17.25%
6M
25.77%
1Y
32.66%
3Y*
15.07%
5Y*
16.10%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Fidelity Advisor Global Commodity Stock Fund Class Z

Parametric Commodity Strategy Fund Class A

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Often compared with EAPCX:
EAPCX vs. FCSSXEAPCX vs. SWASXEAPCX vs. SWRSXEAPCX vs. RBESXEAPCX vs. KMLMEAPCX vs. SWAGXEAPCX vs. SWPPX

FIQRX vs. EAPCX - Expense Ratio Comparison

FIQRX has a 0.80% expense ratio, which is lower than EAPCX's 0.91% expense ratio.

EAPCX
Parametric Commodity Strategy Fund Class A
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z

Return for Risk

FIQRX vs. EAPCX — 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
EAPCX
EAPCX Risk / Return Rank: 9393
Overall Rank
EAPCX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EAPCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EAPCX Omega Ratio Rank: 9090
Omega Ratio Rank
EAPCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
EAPCX Martin Ratio Rank: 9494
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. EAPCX - 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 Parametric Commodity Strategy Fund Class A (EAPCX). 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.

FIQRXEAPCXDifference

Sharpe ratio

Return per unit of total volatility

2.65

2.25

+0.40

Sortino ratio

Return per unit of downside risk

3.16

2.83

+0.33

Omega ratio

Gain probability vs. loss probability

1.50

1.41

+0.10

Calmar ratio

Return relative to maximum drawdown

3.67

3.70

-0.04

Martin ratio

Return relative to average drawdown

19.03

12.97

+6.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIQRX vs. EAPCX - Sharpe Ratio Comparison

The current FIQRX Sharpe Ratio is 2.65, which is comparable to the EAPCX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FIQRX and EAPCX, 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

FIQRXEAPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.25

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.11

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.29

+0.28

Correlation

The correlation between FIQRX and EAPCX is 0.61, 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. EAPCX - Dividend Comparison

FIQRX's dividend yield for the trailing twelve months is around 2.08%, less than EAPCX's 11.28% yield.

TTM2025202420232022202120202019201820172016
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%
EAPCX
Parametric Commodity Strategy Fund Class A		11.28%13.23%5.46%3.43%14.80%13.74%3.01%1.11%0.41%4.98%6.49%

Drawdowns

FIQRX vs. EAPCX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -45.62%, smaller than the maximum EAPCX drawdown of -52.59%. Use the drawdown chart below to compare losses from any high point for FIQRX and EAPCX.

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Drawdown Indicators

FIQRXEAPCXDifference

Max Drawdown

Largest peak-to-trough decline

-45.62%

-52.59%

+6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-9.09%

-5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-18.05%

-9.13%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.81%

—

Current Drawdown

Current decline from peak

-1.31%

-0.39%

-0.92%

Average Drawdown

Average peak-to-trough decline

-9.58%

-23.03%

+13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.60%

+0.23%

Volatility

FIQRX vs. EAPCX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) has a higher volatility of 6.16% compared to Parametric Commodity Strategy Fund Class A (EAPCX) at 4.58%. This indicates that FIQRX's price experiences larger fluctuations and is considered to be riskier than EAPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FIQRXEAPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

4.58%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

11.78%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

14.85%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

14.64%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.43%

13.29%

+11.14%