FSGGX vs. VCMDX
Compare and contrast key facts about Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).
FSGGX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Index. It was launched on Aug 9, 2011. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSGGX or VCMDX.
Key characteristics
| FSGGX | VCMDX | |
|---|---|---|
| YTD Return | 6.04% | 2.55% |
| 1Y Return | 13.34% | 1.29% |
| 3Y Return (Ann) | 0.43% | 1.56% |
| 5Y Return (Ann) | 5.05% | 9.70% |
| Sharpe Ratio | 1.07 | 0.00 |
| Sortino Ratio | 1.54 | 0.08 |
| Omega Ratio | 1.19 | 1.01 |
| Calmar Ratio | 1.09 | 0.00 |
| Martin Ratio | 5.50 | 0.00 |
| Ulcer Index | 2.36% | 4.60% |
| Daily Std Dev | 12.13% | 11.67% |
| Max Drawdown | -34.76% | -26.67% |
| Current Drawdown | -7.78% | -20.94% |
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.
Performance
FSGGX vs. VCMDX - Performance Comparison
In the year-to-date period, FSGGX achieves a 6.04% return, which is significantly higher than VCMDX's 2.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
FSGGX vs. VCMDX - Dividend Comparison
FSGGX's dividend yield for the trailing twelve months is around 2.79%, more than VCMDX's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSGGX Fidelity Global ex U.S. Index Fund | 2.79% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.09% | 2.06% | 2.44% | 2.61% | 3.42% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.44% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 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.
Volatility
FSGGX vs. VCMDX - Volatility Comparison
Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) have volatilities of 3.72% and 3.63%, 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.