PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSGGX vs. VCMDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSGGX and VCMDX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FSGGX vs. VCMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.02%
13.21%
FSGGX
VCMDX

Key characteristics

Sharpe Ratio

FSGGX:

1.05

VCMDX:

1.71

Sortino Ratio

FSGGX:

1.51

VCMDX:

2.44

Omega Ratio

FSGGX:

1.19

VCMDX:

1.30

Calmar Ratio

FSGGX:

1.32

VCMDX:

0.74

Martin Ratio

FSGGX:

3.30

VCMDX:

4.12

Ulcer Index

FSGGX:

3.90%

VCMDX:

4.55%

Daily Std Dev

FSGGX:

12.23%

VCMDX:

10.96%

Max Drawdown

FSGGX:

-34.76%

VCMDX:

-26.67%

Current Drawdown

FSGGX:

-1.37%

VCMDX:

-10.70%

Returns By Period

In the year-to-date period, FSGGX achieves a 7.70% return, which is significantly lower than VCMDX's 10.03% return.


FSGGX

YTD

7.70%

1M

4.72%

6M

3.62%

1Y

12.45%

5Y*

6.02%

10Y*

5.12%

VCMDX

YTD

10.03%

1M

5.03%

6M

14.85%

1Y

18.27%

5Y*

12.74%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSGGX vs. VCMDX - Expense Ratio Comparison

FSGGX has a 0.06% expense ratio, which is lower than VCMDX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
Expense ratio chart for VCMDX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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. VCMDX — 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 5656
Overall Rank
The Sharpe Ratio Rank of FSGGX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 4949
Martin Ratio Rank

VCMDX
The Risk-Adjusted Performance Rank of VCMDX is 7171
Overall Rank
The Sharpe Ratio Rank of VCMDX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VCMDX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VCMDX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VCMDX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VCMDX is 5757
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. VCMDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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 FSGGX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.001.051.71
The chart of Sortino ratio for FSGGX, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.001.512.44
The chart of Omega ratio for FSGGX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.30
The chart of Calmar ratio for FSGGX, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.320.74
The chart of Martin ratio for FSGGX, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.003.304.12
FSGGX
VCMDX

The current FSGGX Sharpe Ratio is 1.05, which is lower than the VCMDX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FSGGX and VCMDX, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.05
1.71
FSGGX
VCMDX

Dividends

FSGGX vs. VCMDX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.70%, more than VCMDX's 1.99% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.70%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
1.99%2.19%2.50%14.21%30.56%0.50%0.61%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSGGX vs. VCMDX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for FSGGX and VCMDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.37%
-10.70%
FSGGX
VCMDX

Volatility

FSGGX vs. VCMDX - Volatility Comparison

Fidelity Global ex U.S. Index Fund (FSGGX) has a higher volatility of 3.00% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 2.61%. This indicates that FSGGX's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
3.00%
2.61%
FSGGX
VCMDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab