PQCMX vs. FFGIX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and Fidelity Advisor Global Commodity Stock Fund Class I (FFGIX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. FFGIX is managed by Fidelity. It was launched on Mar 25, 2009.
Performance
PQCMX vs. FFGIX - Performance Comparison
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PQCMX vs. FFGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
PQCMX
FFGIX
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.
| PQCMX | FFGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.56 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.54 | 3.07 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.49 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.45 | +0.20 |
Martin ratioReturn relative to average drawdown | 9.72 | 17.82 | -8.11 |
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
| PQCMX | FFGIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PQCMX | FFGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -2.33% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -19.41% | +7.40% |
Ulcer IndexDepth 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
| PQCMX | FFGIX | Difference | |
|---|---|---|---|
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% |