PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIQRX vs. FFGCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIQRX and FFGCX is 1.00, 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.


-0.50.00.51.01.0

Performance

FIQRX vs. FFGCX - 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 Fidelity Global Commodity Stock Fund (FFGCX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%AugustSeptemberOctoberNovemberDecember2025
-0.87%
-0.98%
FIQRX
FFGCX

Key characteristics

Sharpe Ratio

FIQRX:

0.95

FFGCX:

0.94

Sortino Ratio

FIQRX:

1.31

FFGCX:

1.29

Omega Ratio

FIQRX:

1.17

FFGCX:

1.17

Calmar Ratio

FIQRX:

0.63

FFGCX:

0.62

Martin Ratio

FIQRX:

2.82

FFGCX:

2.78

Ulcer Index

FIQRX:

5.29%

FFGCX:

5.31%

Daily Std Dev

FIQRX:

15.73%

FFGCX:

15.74%

Max Drawdown

FIQRX:

-46.41%

FFGCX:

-53.41%

Current Drawdown

FIQRX:

-10.33%

FFGCX:

-10.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIQRX having a 4.02% return and FFGCX slightly lower at 4.01%.


FIQRX

YTD

4.02%

1M

5.92%

6M

-0.87%

1Y

14.65%

5Y*

11.03%

10Y*

N/A

FFGCX

YTD

4.01%

1M

5.90%

6M

-0.98%

1Y

14.48%

5Y*

10.85%

10Y*

6.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIQRX vs. FFGCX - Expense Ratio Comparison

FIQRX has a 0.80% expense ratio, which is lower than FFGCX's 0.94% expense ratio.


FFGCX
Fidelity Global Commodity Stock Fund
Expense ratio chart for FFGCX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for FIQRX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

FIQRX vs. FFGCX — Risk-Adjusted Performance Rank

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

FIQRX
The Risk-Adjusted Performance Rank of FIQRX is 4242
Overall Rank
The Sharpe Ratio Rank of FIQRX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FIQRX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FIQRX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FIQRX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FIQRX is 3636
Martin Ratio Rank

FFGCX
The Risk-Adjusted Performance Rank of FFGCX is 4141
Overall Rank
The Sharpe Ratio Rank of FFGCX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGCX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FFGCX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FFGCX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FFGCX is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIQRX vs. FFGCX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FIQRX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.94
The chart of Sortino ratio for FIQRX, currently valued at 1.31, compared to the broader market0.005.0010.001.311.29
The chart of Omega ratio for FIQRX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.17
The chart of Calmar ratio for FIQRX, currently valued at 0.63, compared to the broader market0.005.0010.0015.0020.000.630.62
The chart of Martin ratio for FIQRX, currently valued at 2.82, compared to the broader market0.0020.0040.0060.0080.002.822.78
FIQRX
FFGCX

The current FIQRX Sharpe Ratio is 0.95, which is comparable to the FFGCX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FIQRX and FFGCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.00AugustSeptemberOctoberNovemberDecember2025
0.95
0.94
FIQRX
FFGCX

Dividends

FIQRX vs. FFGCX - Dividend Comparison

FIQRX's dividend yield for the trailing twelve months is around 2.64%, more than FFGCX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
2.64%2.74%2.28%1.99%3.55%1.66%3.34%2.42%0.00%0.00%0.00%0.00%
FFGCX
Fidelity Global Commodity Stock Fund
2.52%2.62%2.01%1.84%3.39%1.61%2.98%2.06%0.99%0.93%5.60%3.07%

Drawdowns

FIQRX vs. FFGCX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -46.41%, smaller than the maximum FFGCX drawdown of -53.41%. Use the drawdown chart below to compare losses from any high point for FIQRX and FFGCX. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%AugustSeptemberOctoberNovemberDecember2025
-10.33%
-10.73%
FIQRX
FFGCX

Volatility

FIQRX vs. FFGCX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) and Fidelity Global Commodity Stock Fund (FFGCX) have volatilities of 4.35% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%AugustSeptemberOctoberNovemberDecember2025
4.35%
4.33%
FIQRX
FFGCX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab