FYHTX vs. ARCIX
Compare and contrast key facts about Fidelity Commodity Strategy Fund (FYHTX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX).
FYHTX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Commodity Total Return Index. It was launched on May 30, 2017. ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012.
Performance
FYHTX vs. ARCIX - Performance Comparison
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FYHTX vs. ARCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FYHTX Fidelity Commodity Strategy Fund | 16.29% | 14.72% | 4.73% | -8.62% | 15.32% | 26.43% | -3.84% | 6.91% | -11.71% | 6.00% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 12.21% |
Returns By Period
The year-to-date returns for both investments are quite close, with FYHTX having a 16.29% return and ARCIX slightly higher at 17.04%.
FYHTX
- 1D
- -0.03%
- 1M
- 5.22%
- YTD
- 16.29%
- 6M
- 22.41%
- 1Y
- 22.79%
- 3Y*
- 10.62%
- 5Y*
- 11.79%
- 10Y*
- —
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
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FYHTX vs. ARCIX - Expense Ratio Comparison
FYHTX has a 0.63% expense ratio, which is lower than ARCIX's 1.00% expense ratio.
Return for Risk
FYHTX vs. ARCIX — Risk / Return Rank
FYHTX
ARCIX
FYHTX vs. ARCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Commodity Strategy Fund (FYHTX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX). 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.
| FYHTX | ARCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.98 | -0.41 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.48 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.08 | -0.42 |
Martin ratioReturn relative to average drawdown | 7.40 | 9.79 | -2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FYHTX | ARCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.98 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.98 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.31 | +0.16 |
Correlation
The correlation between FYHTX and ARCIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FYHTX vs. ARCIX - Dividend Comparison
FYHTX's dividend yield for the trailing twelve months is around 2.52%, less than ARCIX's 11.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FYHTX Fidelity Commodity Strategy Fund | 2.52% | 2.93% | 3.78% | 4.10% | 57.34% | 15.05% | 0.00% | 7.00% | 12.49% | 0.36% | 0.00% |
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% |
Drawdowns
FYHTX vs. ARCIX - Drawdown Comparison
The maximum FYHTX drawdown since its inception was -33.22%, smaller than the maximum ARCIX drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for FYHTX and ARCIX.
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Drawdown Indicators
| FYHTX | ARCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -54.25% | +21.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -10.19% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -20.29% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.45% | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.09% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -25.68% | +13.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.21% | +0.09% |
Volatility
FYHTX vs. ARCIX - Volatility Comparison
Fidelity Commodity Strategy Fund (FYHTX) and AQR Risk-Balanced Commodities Strategy Fund (ARCIX) have volatilities of 5.38% and 5.41%, 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.
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Volatility by Period
| FYHTX | ARCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 5.41% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 12.64% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.98% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 19.17% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.52% | 17.46% | -2.94% |