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FIQRX vs. FFGCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIQRX and FFGCX is 0.63, 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.


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.

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Key characteristics

Sharpe Ratio

FIQRX:

-0.12

FFGCX:

-0.13

Sortino Ratio

FIQRX:

-0.14

FFGCX:

-0.14

Omega Ratio

FIQRX:

0.98

FFGCX:

0.98

Calmar Ratio

FIQRX:

-0.18

FFGCX:

-0.18

Martin Ratio

FIQRX:

-0.76

FFGCX:

-0.78

Ulcer Index

FIQRX:

5.32%

FFGCX:

5.32%

Daily Std Dev

FIQRX:

20.05%

FFGCX:

20.04%

Max Drawdown

FIQRX:

-46.32%

FFGCX:

-56.58%

Current Drawdown

FIQRX:

-10.14%

FFGCX:

-10.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIQRX having a 4.25% return and FFGCX slightly lower at 4.23%.


FIQRX

YTD

4.25%

1M

4.54%

6M

-2.23%

1Y

-3.51%

3Y*

-1.69%

5Y*

15.36%

10Y*

N/A

FFGCX

YTD

4.23%

1M

4.53%

6M

-2.28%

1Y

-3.56%

3Y*

-1.82%

5Y*

15.21%

10Y*

6.26%

*Annualized

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FIQRX vs. FFGCX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 55
Overall Rank
The Sharpe Ratio Rank of FIQRX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FIQRX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FIQRX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FIQRX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FIQRX is 33
Martin Ratio Rank

FFGCX
The Risk-Adjusted Performance Rank of FFGCX is 55
Overall Rank
The Sharpe Ratio Rank of FFGCX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGCX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FFGCX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FFGCX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FFGCX is 33
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.


The current FIQRX Sharpe Ratio is -0.12, which is comparable to the FFGCX Sharpe Ratio of -0.13. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIQRX vs. FFGCX - Dividend Comparison

FIQRX's dividend yield for the trailing twelve months is around 2.63%, more than FFGCX's 2.51% yield.


TTM20242023202220212020201920182017201620152014
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
2.63%2.74%2.28%1.99%3.55%1.66%3.34%2.58%0.00%0.00%0.00%0.00%
FFGCX
Fidelity Global Commodity Stock Fund
2.51%2.62%2.01%1.84%3.39%1.61%2.98%2.22%1.35%1.53%5.71%3.28%

Drawdowns

FIQRX vs. FFGCX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -46.32%, smaller than the maximum FFGCX drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for FIQRX and FFGCX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 3.55% and 3.52%, 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.


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