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

Correlation

The correlation between FSGGX and FFGCX is 0.66, 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

FSGGX vs. FFGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global ex U.S. Index Fund (FSGGX) 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

FSGGX:

0.68

FFGCX:

-0.22

Sortino Ratio

FSGGX:

1.10

FFGCX:

-0.13

Omega Ratio

FSGGX:

1.15

FFGCX:

0.98

Calmar Ratio

FSGGX:

0.87

FFGCX:

-0.17

Martin Ratio

FSGGX:

2.71

FFGCX:

-0.55

Ulcer Index

FSGGX:

4.28%

FFGCX:

7.14%

Daily Std Dev

FSGGX:

16.05%

FFGCX:

20.26%

Max Drawdown

FSGGX:

-34.76%

FFGCX:

-55.11%

Current Drawdown

FSGGX:

-0.18%

FFGCX:

-11.26%

Returns By Period

In the year-to-date period, FSGGX achieves a 12.55% return, which is significantly higher than FFGCX's 3.40% return. Over the past 10 years, FSGGX has underperformed FFGCX with an annualized return of 5.00%, while FFGCX has yielded a comparatively higher 5.71% annualized return.


FSGGX

YTD

12.55%

1M

8.63%

6M

11.18%

1Y

10.81%

5Y*

11.50%

10Y*

5.00%

FFGCX

YTD

3.40%

1M

6.12%

6M

0.20%

1Y

-4.43%

5Y*

16.74%

10Y*

5.71%

*Annualized

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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.


Risk-Adjusted Performance

FSGGX vs. FFGCX — Risk-Adjusted Performance Rank

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

FSGGX
The Risk-Adjusted Performance Rank of FSGGX is 6969
Overall Rank
The Sharpe Ratio Rank of FSGGX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 6969
Martin Ratio Rank

FFGCX
The Risk-Adjusted Performance Rank of FFGCX is 88
Overall Rank
The Sharpe Ratio Rank of FFGCX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGCX is 99
Sortino Ratio Rank
The Omega Ratio Rank of FFGCX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FFGCX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FFGCX is 77
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.

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.


The current FSGGX Sharpe Ratio is 0.68, which is higher than the FFGCX Sharpe Ratio of -0.22. 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.


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Dividends

FSGGX vs. FFGCX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.59%, more than FFGCX's 2.53% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.59%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%
FFGCX
Fidelity Global Commodity Stock Fund
2.53%2.62%2.01%1.84%3.39%1.61%2.98%2.06%0.99%0.93%2.86%3.07%

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.


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Volatility

FSGGX vs. FFGCX - Volatility Comparison

The current volatility for Fidelity Global ex U.S. Index Fund (FSGGX) is 2.97%, while Fidelity Global Commodity Stock Fund (FFGCX) has a volatility of 4.08%. 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.


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