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FYHTX vs. BRCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FYHTX vs. BRCAX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Commodity Strategy Fund (FYHTX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).

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. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.

Performance

FYHTX vs. BRCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Commodity Strategy Fund (FYHTX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). The values are adjusted to include any dividend payments, if applicable.

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FYHTX vs. BRCAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A		27.94%18.41%5.47%-3.44%7.77%19.18%7.75%4.20%-12.18%9.06%

Returns By Period

In the year-to-date period, FYHTX achieves a 16.29% return, which is significantly lower than BRCAX's 27.94% return.

FYHTX

1D
-0.03%
1M
5.22%
YTD
16.29%
6M
22.41%
1Y
22.79%
3Y*
10.62%
5Y*
11.79%
10Y*
—

BRCAX

1D
0.84%
1M
11.88%
YTD
27.94%
6M
36.77%
1Y
42.90%
3Y*
16.42%
5Y*
13.17%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Fidelity Commodity Strategy Fund

Invesco Balanced-Risk Commodity Strategy Fund Class A

Often compared with FYHTX:
FYHTX vs. CMDYFYHTX vs. BCSKXFYHTX vs. PCLPXFYHTX vs. GCCIXFYHTX vs. HGERFYHTX vs. VOOFYHTX vs. FFGCX
Often compared with BRCAX:
BRCAX vs. HARDBRCAX vs. LCSIXBRCAX vs. VTIBRCAX vs. FCNVXBRCAX vs. FADMXBRCAX vs. SRUUFBRCAX vs. BCSKX

FYHTX vs. BRCAX - Expense Ratio Comparison

FYHTX has a 0.63% expense ratio, which is lower than BRCAX's 1.40% expense ratio.

BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A
FYHTX
Fidelity Commodity Strategy Fund

Return for Risk

FYHTX vs. BRCAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FYHTX
FYHTX Risk / Return Rank: 8181
Overall Rank
FYHTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FYHTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FYHTX Omega Ratio Rank: 7575
Omega Ratio Rank
FYHTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FYHTX Martin Ratio Rank: 7777
Martin Ratio Rank
BRCAX
BRCAX Risk / Return Rank: 9696
Overall Rank
BRCAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BRCAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BRCAX Omega Ratio Rank: 9494
Omega Ratio Rank
BRCAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BRCAX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FYHTX vs. BRCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Commodity Strategy Fund (FYHTX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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.

FYHTXBRCAXDifference

Sharpe ratio

Return per unit of total volatility

1.56

2.58

-1.02

Sortino ratio

Return per unit of downside risk

2.07

3.11

-1.03

Omega ratio

Gain probability vs. loss probability

1.29

1.48

-0.19

Calmar ratio

Return relative to maximum drawdown

2.66

4.74

-2.08

Martin ratio

Return relative to average drawdown

7.40

15.98

-8.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FYHTX vs. BRCAX - Sharpe Ratio Comparison

The current FYHTX Sharpe Ratio is 1.56, which is lower than the BRCAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of FYHTX and BRCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FYHTXBRCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.58

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.85

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.16

+0.31

Correlation

The correlation between FYHTX and BRCAX is 0.84, 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. BRCAX - Dividend Comparison

FYHTX's dividend yield for the trailing twelve months is around 2.52%, less than BRCAX's 10.95% yield.

TTM2025202420232022202120202019201820172016
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%
BRCAX
Invesco Balanced-Risk Commodity Strategy Fund Class A		10.95%14.02%4.85%3.80%9.98%16.92%0.00%0.89%0.17%0.00%2.58%

Drawdowns

FYHTX vs. BRCAX - Drawdown Comparison

The maximum FYHTX drawdown since its inception was -33.22%, smaller than the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for FYHTX and BRCAX.

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Drawdown Indicators

FYHTXBRCAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-60.98%

+27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.22%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-20.66%

-4.81%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.44%

—

Current Drawdown

Current decline from peak

-1.96%

-0.12%

-1.84%

Average Drawdown

Average peak-to-trough decline

-12.15%

-28.81%

+16.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.74%

+0.56%

Volatility

FYHTX vs. BRCAX - Volatility Comparison

The current volatility for Fidelity Commodity Strategy Fund (FYHTX) is 5.38%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.20%. This indicates that FYHTX experiences smaller price fluctuations and is considered to be less risky than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FYHTXBRCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

7.20%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

14.88%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

17.16%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

15.64%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

14.27%

+0.25%