FSLVX vs. FFGCX

Last updated Aug 1, 2026

FSLVX (Fidelity Stock Selector Large Cap Value Fund) and FFGCX (Fidelity Global Commodity Stock Fund) are both mutual funds - FSLVX is a Large Cap Value Equities fund managed by Fidelity, while FFGCX is a Commodities fund managed by Fidelity. Over the past 10 years, FSLVX returned 11.62%/yr vs 12.44%/yr for FFGCX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. FSLVX charges 0.76%/yr vs 0.85%/yr for FFGCX.

Performance

FSLVX vs. FFGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Fidelity Global Commodity Stock Fund (FFGCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSLVX achieves a 13.81% return, which is significantly lower than FFGCX's 21.14% return. Over the past 10 years, FSLVX has underperformed FFGCX with an annualized return of 11.62%, while FFGCX has yielded a comparatively higher 12.44% annualized return.

FSLVX

• 1D: 0.44%
• 1M: 2.35%
• 6M: 10.33%
• YTD: 13.81%
• 1Y: 26.25%
• 3Y*: 17.32%
• 5Y*: 12.02%
• 10Y*: 11.62%
• ALL TIME*: 8.21%

FFGCX

• 1D: 1.15%
• 1M: 9.03%
• 6M: 7.74%
• YTD: 21.14%
• 1Y: 42.37%
• 3Y*: 15.53%
• 5Y*: 14.11%
• 10Y*: 12.44%
• ALL TIME*: 7.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFGCX Fidelity Global Commodity Stock Fund	$0.00	$0.00	$0.00
FSLVX Fidelity Stock Selector Large Cap Value Fund	$0.00	$0.00	$0.00

FSLVX vs. FFGCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSLVX Fidelity Stock Selector Large Cap Value Fund	13.81%	15.95%	17.29%	14.44%	-5.53%	25.72%	4.14%	24.63%	-9.29%	12.34%
FFGCX Fidelity Global Commodity Stock Fund	21.14%	28.66%	2.98%	-5.18%	20.69%	26.08%	6.04%	17.82%	-13.21%	17.18%

Correlation

The correlation between FSLVX and FFGCX is 0.34, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.34
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.63
Correlation (10Y) Provides a long-term view across more market conditions.	0.70
Correlation (All Time) Calculated using the full available price history since Mar 26, 2009	0.75

Over the past year, the correlation between FSLVX and FFGCX has dropped to 0.34 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

Return for Risk

FSLVX vs. FFGCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSLVX

FSLVX Risk / Return Rank: 89
FSLVX Sharpe Ratio Rank: 89
FSLVX Sortino Ratio Rank: 87
FSLVX Omega Ratio Rank: 83
FSLVX Calmar Ratio Rank: 90
FSLVX Martin Ratio Rank: 93

FFGCX

FFGCX Risk / Return Rank: 88
FFGCX Sharpe Ratio Rank: 93
FFGCX Sortino Ratio Rank: 85
FFGCX Omega Ratio Rank: 85
FFGCX Calmar Ratio Rank: 90
FFGCX Martin Ratio Rank: 88

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSLVX vs. FFGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Large Cap Value Fund (FSLVX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FSLVX	FFGCX	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.40	-0.21
Sortino ratio: Return per unit of downside risk	3.16	3.04	+0.12
Omega ratio: Gain probability vs. loss probability	1.39	1.41	-0.01
Calmar ratio: Return relative to maximum drawdown	3.39	3.34	+0.05
Martin ratio: Return relative to average drawdown	14.00	11.22	+2.78

FSLVX vs. FFGCX - Sharpe Ratio Comparison

The current FSLVX Sharpe Ratio is 2.20, which is comparable to the FFGCX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FSLVX and FFGCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSLVX vs. FFGCX - Drawdown Comparison

The maximum FSLVX drawdown since its inception was -60.89%, which is greater than FFGCX's maximum drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for FSLVX and FFGCX.

Drawdown Indicators

	FSLVX	FFGCX	Difference
Max Drawdown Largest peak-to-trough decline	-60.89%	-57.23%	-3.66%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	-12.27%	+5.26%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	-19.24%	+3.62%
Max Drawdown (5Y) Largest decline over 5 years	-19.33%	-27.22%	+7.89%
Max Drawdown (10Y) Largest decline over 10 years	-39.75%	-48.43%	+8.68%
Current Drawdown Current decline from peak	-0.77%	-4.35%	+3.58%
Average Drawdown Average peak-to-trough decline	-9.85%	-19.25%	+9.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	3.65%	-1.95%

Volatility

FSLVX vs. FFGCX - Volatility Comparison

The current volatility for Fidelity Stock Selector Large Cap Value Fund (FSLVX) is 3.08%, while Fidelity Global Commodity Stock Fund (FFGCX) has a volatility of 4.40%. This indicates that FSLVX 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.

Volatility by Period

	FSLVX	FFGCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	4.40%	-1.32%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	13.81%	-5.66%
Volatility (1Y) Calculated over the trailing 1-year period	10.83%	17.12%	-6.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.42%	21.26%	-5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	22.34%	-4.68%

FSLVX vs. FFGCX - Expense Ratio Comparison

FSLVX has a 0.76% expense ratio, which is lower than FFGCX's 0.85% expense ratio.

Dividends

FSLVX vs. FFGCX - Dividend Comparison

FSLVX's dividend yield for the trailing twelve months is around 8.73%, more than FFGCX's 2.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFGCX Fidelity Global Commodity Stock Fund	2.09%	2.53%	2.62%	2.01%	1.84%	3.39%	1.61%	2.98%	2.22%	0.36%	1.53%	2.86%
FSLVX Fidelity Stock Selector Large Cap Value Fund	8.73%	8.06%	10.40%	2.50%	8.31%	4.35%	2.18%	1.58%	7.55%	1.10%	1.29%	1.26%

Frequently Asked Questions

Can I hold both FSLVX and FFGCX in my portfolio?

FSLVX and FFGCX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSLVX or FFGCX?

FFGCX has higher volatility (4.40%) compared to FSLVX (3.08%). In terms of maximum drawdown, FSLVX dropped -60.89% vs FFGCX's -57.23%.

Which has better risk-adjusted returns?

FFGCX currently has the higher Sharpe Ratio (2.40 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.