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

Key characteristics


FSGGXFFGCX
YTD Return9.59%8.23%
1Y Return24.77%13.66%
3Y Return (Ann)1.99%8.34%
5Y Return (Ann)5.85%12.08%
10Y Return (Ann)4.89%6.23%
Sharpe Ratio2.030.75
Sortino Ratio2.861.11
Omega Ratio1.361.14
Calmar Ratio1.430.53
Martin Ratio12.392.51
Ulcer Index2.00%5.03%
Daily Std Dev12.18%16.83%
Max Drawdown-34.76%-55.11%
Current Drawdown-4.69%-9.80%

Correlation

-0.50.00.51.00.8

The correlation between FSGGX and FFGCX is 0.77, 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.

Performance

FSGGX vs. FFGCX - Performance Comparison

In the year-to-date period, FSGGX achieves a 9.59% return, which is significantly higher than FFGCX's 8.23% return. Over the past 10 years, FSGGX has underperformed FFGCX with an annualized return of 4.89%, while FFGCX has yielded a comparatively higher 6.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctober
5.69%
0.94%
FSGGX
FFGCX

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FSGGX vs. FFGCX - Expense Ratio Comparison

FSGGX has a 0.06% 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 FSGGX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FSGGX vs. FFGCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global ex U.S. Index Fund (FSGGX) 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.


FSGGX
Sharpe ratio
The chart of Sharpe ratio for FSGGX, currently valued at 2.03, compared to the broader market-2.000.002.004.002.03
Sortino ratio
The chart of Sortino ratio for FSGGX, currently valued at 2.86, compared to the broader market0.005.0010.002.86
Omega ratio
The chart of Omega ratio for FSGGX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FSGGX, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.001.43
Martin ratio
The chart of Martin ratio for FSGGX, currently valued at 12.39, compared to the broader market0.0020.0040.0060.0080.0012.39
FFGCX
Sharpe ratio
The chart of Sharpe ratio for FFGCX, currently valued at 0.75, compared to the broader market-2.000.002.004.000.75
Sortino ratio
The chart of Sortino ratio for FFGCX, currently valued at 1.11, compared to the broader market0.005.0010.001.11
Omega ratio
The chart of Omega ratio for FFGCX, currently valued at 1.14, compared to the broader market1.002.003.004.001.14
Calmar ratio
The chart of Calmar ratio for FFGCX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.53
Martin ratio
The chart of Martin ratio for FFGCX, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.002.51

FSGGX vs. FFGCX - Sharpe Ratio Comparison

The current FSGGX Sharpe Ratio is 2.03, which is higher than the FFGCX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FSGGX 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctober
2.03
0.75
FSGGX
FFGCX

Dividends

FSGGX vs. FFGCX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.70%, more than FFGCX's 1.86% yield.


TTM20232022202120202019201820172016201520142013
FSGGX
Fidelity Global ex U.S. Index Fund
2.70%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%3.42%
FFGCX
Fidelity Global Commodity Stock Fund
1.86%2.01%1.84%3.39%1.61%2.98%2.22%1.35%1.53%2.86%3.07%2.75%

Drawdowns

FSGGX vs. FFGCX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, smaller than the maximum FFGCX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FSGGX and FFGCX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-4.69%
-9.80%
FSGGX
FFGCX

Volatility

FSGGX vs. FFGCX - Volatility Comparison

The current volatility for Fidelity Global ex U.S. Index Fund (FSGGX) is 2.96%, while Fidelity Global Commodity Stock Fund (FFGCX) has a volatility of 3.67%. This indicates that FSGGX experiences smaller price fluctuations and is considered to be less risky than FFGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
2.96%
3.67%
FSGGX
FFGCX