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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%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-7.23%
FIQRX
FFGCX

Key characteristics

Sharpe Ratio

FIQRX:

0.04

FFGCX:

0.05

Sortino Ratio

FIQRX:

0.16

FFGCX:

0.17

Omega Ratio

FIQRX:

1.02

FFGCX:

1.02

Calmar Ratio

FIQRX:

0.03

FFGCX:

0.03

Martin Ratio

FIQRX:

0.13

FFGCX:

0.14

Ulcer Index

FIQRX:

5.35%

FFGCX:

5.37%

Daily Std Dev

FIQRX:

16.59%

FFGCX:

16.59%

Max Drawdown

FIQRX:

-46.32%

FFGCX:

-55.11%

Current Drawdown

FIQRX:

-17.90%

FFGCX:

-18.10%

Returns By Period

The year-to-date returns for both investments are quite close, with FIQRX having a -1.80% return and FFGCX slightly higher at -1.73%.


FIQRX

YTD

-1.80%

1M

-8.95%

6M

-6.27%

1Y

-1.52%

5Y*

8.93%

10Y*

N/A

FFGCX

YTD

-1.73%

1M

-8.83%

6M

-6.20%

1Y

-1.46%

5Y*

8.80%

10Y*

5.39%

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 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 0.04, compared to the broader market-1.000.001.002.003.004.000.040.05
The chart of Sortino ratio for FIQRX, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.000.160.17
The chart of Omega ratio for FIQRX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.02
The chart of Calmar ratio for FIQRX, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.030.03
The chart of Martin ratio for FIQRX, currently valued at 0.13, compared to the broader market0.0020.0040.0060.000.130.14
FIQRX
FFGCX

The current FIQRX Sharpe Ratio is 0.04, which is comparable to the FFGCX Sharpe Ratio of 0.05. 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 Ratio0.000.200.400.600.801.00JulyAugustSeptemberOctoberNovemberDecember
0.04
0.05
FIQRX
FFGCX

Dividends

FIQRX vs. FFGCX - Dividend Comparison

Neither FIQRX nor FFGCX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
0.00%2.28%1.99%3.55%1.66%3.34%2.42%0.00%0.00%0.00%0.00%0.00%
FFGCX
Fidelity Global Commodity Stock Fund
0.00%2.01%1.84%3.39%1.61%2.98%2.06%0.99%0.93%2.86%3.07%2.75%

Drawdowns

FIQRX vs. FFGCX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -46.32%, smaller than the maximum FFGCX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FIQRX and FFGCX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-17.90%
-18.10%
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 6.00% and 5.96%, 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.


3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
5.96%
FIQRX
FFGCX
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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.

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