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FYHTX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYHTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Commodity Strategy Fund (FYHTX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FYHTX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%12.24%

Returns By Period

In the year-to-date period, FYHTX achieves a 16.29% return, which is significantly higher than VOO's -4.42% return.


FYHTX

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

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYHTX vs. VOO - Expense Ratio Comparison

FYHTX has a 0.63% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FYHTX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Commodity Strategy Fund (FYHTX) and Vanguard S&P 500 ETF (VOO). 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.


FYHTXVOODifference

Sharpe ratio

Return per unit of total volatility

1.56

0.98

+0.58

Sortino ratio

Return per unit of downside risk

2.07

1.50

+0.57

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

2.66

1.53

+1.13

Martin ratio

Return relative to average drawdown

7.40

7.29

+0.11

FYHTX vs. VOO - Sharpe Ratio Comparison

The current FYHTX Sharpe Ratio is 1.56, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FYHTX and VOO, 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


FYHTXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.98

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.83

-0.36

Correlation

The correlation between FYHTX and VOO is 0.24, 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.


Dividends

FYHTX vs. VOO - Dividend Comparison

FYHTX's dividend yield for the trailing twelve months is around 2.52%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FYHTX vs. VOO - Drawdown Comparison

The maximum FYHTX drawdown since its inception was -33.22%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FYHTX and VOO.


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Drawdown Indicators


FYHTXVOODifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-33.99%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-11.98%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-24.52%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-1.96%

-6.29%

+4.33%

Average Drawdown

Average peak-to-trough decline

-12.15%

-3.72%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.52%

+0.78%

Volatility

FYHTX vs. VOO - Volatility Comparison

Fidelity Commodity Strategy Fund (FYHTX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.38% and 5.29%, 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


FYHTXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.29%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

9.44%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

18.10%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

16.82%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

17.99%

-3.47%