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PQCMX vs. FFGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQCMX vs. FFGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX). The values are adjusted to include any dividend payments, if applicable.

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PQCMX vs. FFGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQCMX
PGIM Quant Solutions Commodity Strategies Fund
26.66%13.62%5.09%-8.67%19.10%27.81%-1.13%8.78%-12.07%2.96%
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
22.84%28.57%2.97%-5.17%20.69%26.14%6.12%18.02%-13.14%15.95%

Returns By Period

In the year-to-date period, PQCMX achieves a 26.66% return, which is significantly higher than FFGIX's 22.84% return.


PQCMX

1D
0.57%
1M
12.26%
YTD
26.66%
6M
32.84%
1Y
32.65%
3Y*
13.54%
5Y*
14.09%
10Y*

FFGIX

1D
0.25%
1M
-1.60%
YTD
22.84%
6M
31.17%
1Y
52.34%
3Y*
17.70%
5Y*
15.77%
10Y*
13.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PQCMX vs. FFGIX - Expense Ratio Comparison

PQCMX has a 0.62% expense ratio, which is lower than FFGIX's 0.93% expense ratio.


Return for Risk

PQCMX vs. FFGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PQCMX
PQCMX Risk / Return Rank: 9090
Overall Rank
PQCMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PQCMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PQCMX Omega Ratio Rank: 8686
Omega Ratio Rank
PQCMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PQCMX Martin Ratio Rank: 8989
Martin Ratio Rank

FFGIX
FFGIX Risk / Return Rank: 9696
Overall Rank
FFGIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FFGIX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGIX 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.

PQCMX vs. FFGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX). 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.


PQCMXFFGIXDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.56

-0.60

Sortino ratio

Return per unit of downside risk

2.54

3.07

-0.53

Omega ratio

Gain probability vs. loss probability

1.36

1.49

-0.13

Calmar ratio

Return relative to maximum drawdown

3.64

3.45

+0.20

Martin ratio

Return relative to average drawdown

9.72

17.82

-8.11

PQCMX vs. FFGIX - Sharpe Ratio Comparison

The current PQCMX Sharpe Ratio is 1.96, which is comparable to the FFGIX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of PQCMX and FFGIX, 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


PQCMXFFGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.56

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.74

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.35

+0.19

Correlation

The correlation between PQCMX and FFGIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PQCMX vs. FFGIX - Dividend Comparison

PQCMX's dividend yield for the trailing twelve months is around 6.38%, more than FFGIX's 1.98% yield.


TTM20252024202320222021202020192018201720162015
PQCMX
PGIM Quant Solutions Commodity Strategies Fund
6.38%8.09%4.14%3.93%31.36%47.61%0.00%1.02%3.02%1.42%0.00%0.00%
FFGIX
Fidelity Advisor Global Commodity Stock Fund Class I
1.98%2.44%2.61%2.08%1.90%3.43%1.53%3.21%2.41%0.36%1.65%2.96%

Drawdowns

PQCMX vs. FFGIX - Drawdown Comparison

The maximum PQCMX drawdown since its inception was -33.00%, smaller than the maximum FFGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for PQCMX and FFGIX.


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Drawdown Indicators


PQCMXFFGIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-57.17%

+24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-14.66%

+5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.78%

-27.23%

+0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-48.29%

Current Drawdown

Current decline from peak

0.00%

-2.33%

+2.33%

Average Drawdown

Average peak-to-trough decline

-12.01%

-19.41%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.84%

+0.66%

Volatility

PQCMX vs. FFGIX - Volatility Comparison

PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.32% compared to Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX) at 6.10%. This indicates that PQCMX's price experiences larger fluctuations and is considered to be riskier than FFGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQCMXFFGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

6.10%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

13.76%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

20.50%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

21.53%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

22.54%

-7.44%