GCCIX vs. FYHTX
GCCIX (Goldman Sachs Commodity Strategy Fund) and FYHTX (Fidelity Commodity Strategy Fund) are both Commodities funds. Over the past 5 years, GCCIX returned 9.36%/yr vs 8.69%/yr for FYHTX. Their correlation of 0.88 means they have usually moved in the same direction. GCCIX charges 0.59%/yr vs 0.63%/yr for FYHTX.
Performance
GCCIX vs. FYHTX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GCCIX having a 16.87% return and FYHTX slightly lower at 16.43%.
GCCIX
- 1D
- -0.10%
- 1M
- 7.07%
- 6M
- 9.10%
- YTD
- 16.87%
- 1Y
- 29.14%
- 3Y*
- 10.41%
- 5Y*
- 9.36%
- 10Y*
- 6.18%
- ALL TIME*
- -3.39%
FYHTX
- 1D
- -0.24%
- 1M
- 5.38%
- 6M
- 7.21%
- YTD
- 16.43%
- 1Y
- 28.32%
- 3Y*
- 9.46%
- 5Y*
- 8.69%
- 10Y*
- —
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GCCIX vs. FYHTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCCIX Goldman Sachs Commodity Strategy Fund | 16.87% | 15.45% | 5.92% | -9.65% | 15.70% | 33.42% | -23.01% | 16.75% | -14.89% | 12.00% |
FYHTX Fidelity Commodity Strategy Fund | 16.43% | 14.72% | 4.73% | -8.62% | 15.32% | 26.43% | -3.84% | 6.91% | -11.71% | 6.00% |
Correlation
The correlation between GCCIX and FYHTX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 30, 2017 | 0.88 |
The correlation between GCCIX and FYHTX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
GCCIX vs. FYHTX — Risk / Return Rank
GCCIX
FYHTX
GCCIX vs. FYHTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Commodity Strategy Fund (GCCIX) and Fidelity Commodity Strategy Fund (FYHTX). 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.
| GCCIX | FYHTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.18 | -0.03 |
| Martin ratioReturn relative to average drawdown | 7.09 | 7.07 | +0.02 |
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Drawdowns
GCCIX vs. FYHTX - Drawdown Comparison
The maximum GCCIX drawdown since its inception was -90.80%, which is greater than FYHTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for GCCIX and FYHTX.
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Drawdown Indicators
| GCCIX | FYHTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -33.22% | -57.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -12.55% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -12.55% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -25.47% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -57.76% | — | — |
Current DrawdownCurrent decline from peak | -71.04% | -6.78% | -64.26% |
Average DrawdownAverage peak-to-trough decline | -69.43% | -11.87% | -57.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.95% | -0.10% |
Volatility
GCCIX vs. FYHTX - Volatility Comparison
Goldman Sachs Commodity Strategy Fund (GCCIX) has a higher volatility of 5.00% compared to Fidelity Commodity Strategy Fund (FYHTX) at 4.00%. This indicates that GCCIX's price experiences larger fluctuations and is considered to be riskier than FYHTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCCIX | FYHTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.00% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 11.80% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 14.41% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 15.80% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 14.47% | +5.42% |
GCCIX vs. FYHTX - Expense Ratio Comparison
GCCIX has a 0.59% expense ratio, which is lower than FYHTX's 0.63% expense ratio.
Dividends
GCCIX vs. FYHTX - Dividend Comparison
GCCIX's dividend yield for the trailing twelve months is around 14.11%, more than FYHTX's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GCCIX Goldman Sachs Commodity Strategy Fund | 14.11% | 16.09% | 4.08% | 4.20% | 10.41% | 16.46% | 0.36% | 10.81% | 1.47% | 5.88% | 0.84% | 0.36% |
Frequently Asked Questions
With a correlation of 0.94, GCCIX and FYHTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GCCIX has higher volatility (5.00%) compared to FYHTX (4.00%). In terms of maximum drawdown, GCCIX dropped -90.80% vs FYHTX's -33.22%.
FYHTX currently has the higher Sharpe Ratio (1.92 vs 1.79), 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.
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