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

Correlation

The correlation between FIQRX and FFGIX 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. FFGIX - 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 Advisor Global Commodity Stock Fund Class I (FFGIX). 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
-7.84%
-7.78%
FIQRX
FFGIX

Key characteristics

Sharpe Ratio

FIQRX:

-0.12

FFGIX:

-0.12

Sortino Ratio

FIQRX:

-0.05

FFGIX:

-0.06

Omega Ratio

FIQRX:

0.99

FFGIX:

0.99

Calmar Ratio

FIQRX:

-0.09

FFGIX:

-0.09

Martin Ratio

FIQRX:

-0.37

FFGIX:

-0.37

Ulcer Index

FIQRX:

5.42%

FFGIX:

5.45%

Daily Std Dev

FIQRX:

16.45%

FFGIX:

16.39%

Max Drawdown

FIQRX:

-46.32%

FFGIX:

-54.95%

Current Drawdown

FIQRX:

-18.32%

FFGIX:

-18.52%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FIQRX at -2.30% and FFGIX at -2.30%.


FIQRX

YTD

-2.30%

1M

-9.89%

6M

-7.83%

1Y

-0.34%

5Y*

8.81%

10Y*

N/A

FFGIX

YTD

-2.30%

1M

-9.78%

6M

-7.77%

1Y

-0.34%

5Y*

8.70%

10Y*

5.61%

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. FFGIX - Expense Ratio Comparison

FIQRX has a 0.80% expense ratio, which is lower than FFGIX's 0.93% expense ratio.


FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
Expense ratio chart for FFGIX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
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. FFGIX - 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 Advisor Global Commodity Stock Fund Class I (FFGIX). 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 -0.12, compared to the broader market-1.000.001.002.003.004.00-0.12-0.12
The chart of Sortino ratio for FIQRX, currently valued at -0.05, compared to the broader market-2.000.002.004.006.008.0010.00-0.05-0.06
The chart of Omega ratio for FIQRX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.990.99
The chart of Calmar ratio for FIQRX, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.09-0.09
The chart of Martin ratio for FIQRX, currently valued at -0.37, compared to the broader market0.0020.0040.0060.00-0.37-0.37
FIQRX
FFGIX

The current FIQRX Sharpe Ratio is -0.12, which is comparable to the FFGIX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of FIQRX and FFGIX, 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 Ratio-0.200.000.200.400.600.801.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
-0.12
FIQRX
FFGIX

Dividends

FIQRX vs. FFGIX - Dividend Comparison

Neither FIQRX nor FFGIX 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%
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
0.00%2.08%1.90%3.43%1.53%3.21%2.25%1.05%1.05%2.96%3.20%2.75%

Drawdowns

FIQRX vs. FFGIX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -46.32%, smaller than the maximum FFGIX drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for FIQRX and FFGIX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-18.32%
-18.52%
FIQRX
FFGIX

Volatility

FIQRX vs. FFGIX - Volatility Comparison

Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) have volatilities of 5.92% and 5.85%, 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
5.92%
5.85%
FIQRX
FFGIX
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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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