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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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
-1.57%
7.07%
FSGGX
VCMDX

Key characteristics

Sharpe Ratio

FSGGX:

0.89

VCMDX:

1.17

Sortino Ratio

FSGGX:

1.29

VCMDX:

1.70

Omega Ratio

FSGGX:

1.16

VCMDX:

1.20

Calmar Ratio

FSGGX:

1.11

VCMDX:

0.50

Martin Ratio

FSGGX:

2.92

VCMDX:

2.77

Ulcer Index

FSGGX:

3.69%

VCMDX:

4.61%

Daily Std Dev

FSGGX:

12.08%

VCMDX:

10.93%

Max Drawdown

FSGGX:

-34.76%

VCMDX:

-26.67%

Current Drawdown

FSGGX:

-7.34%

VCMDX:

-14.98%

Returns By Period

In the year-to-date period, FSGGX achieves a 1.18% return, which is significantly lower than VCMDX's 4.76% return.


FSGGX

YTD

1.18%

1M

1.32%

6M

-1.57%

1Y

9.42%

5Y*

4.14%

10Y*

4.85%

VCMDX

YTD

4.76%

1M

6.52%

6M

7.37%

1Y

12.05%

5Y*

10.71%

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 4545
Overall Rank
The Sharpe Ratio Rank of FSGGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 3838
Martin Ratio Rank

VCMDX
The Risk-Adjusted Performance Rank of VCMDX is 4848
Overall Rank
The Sharpe Ratio Rank of VCMDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VCMDX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VCMDX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VCMDX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VCMDX is 3636
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 0.89, compared to the broader market-1.000.001.002.003.004.000.891.17
The chart of Sortino ratio for FSGGX, currently valued at 1.29, compared to the broader market0.005.0010.001.291.70
The chart of Omega ratio for FSGGX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.20
The chart of Calmar ratio for FSGGX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.110.50
The chart of Martin ratio for FSGGX, currently valued at 2.92, compared to the broader market0.0020.0040.0060.0080.002.922.77
FSGGX
VCMDX

The current FSGGX Sharpe Ratio is 0.89, which is comparable to the VCMDX Sharpe Ratio of 1.17. 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.89
1.17
FSGGX
VCMDX

Dividends

FSGGX vs. VCMDX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.88%, more than VCMDX's 2.09% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.88%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%5.14%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
2.09%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%AugustSeptemberOctoberNovemberDecember2025
-7.34%
-14.98%
FSGGX
VCMDX

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 3.60% and 3.47%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.60%
3.47%
FSGGX
VCMDX
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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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