PortfoliosLab logo
RSNRX vs. FFGCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSNRX and FFGCX is 0.60, 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.


Performance

RSNRX vs. FFGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Global Energy Transition Fund (RSNRX) and Fidelity Global Commodity Stock Fund (FFGCX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

RSNRX:

0.46

FFGCX:

-0.13

Sortino Ratio

RSNRX:

0.76

FFGCX:

-0.14

Omega Ratio

RSNRX:

1.10

FFGCX:

0.98

Calmar Ratio

RSNRX:

0.36

FFGCX:

-0.18

Martin Ratio

RSNRX:

1.24

FFGCX:

-0.78

Ulcer Index

RSNRX:

9.23%

FFGCX:

5.32%

Daily Std Dev

RSNRX:

26.72%

FFGCX:

20.04%

Max Drawdown

RSNRX:

-89.73%

FFGCX:

-56.58%

Current Drawdown

RSNRX:

-6.85%

FFGCX:

-10.54%

Returns By Period

In the year-to-date period, RSNRX achieves a 12.39% return, which is significantly higher than FFGCX's 4.23% return. Over the past 10 years, RSNRX has underperformed FFGCX with an annualized return of 3.23%, while FFGCX has yielded a comparatively higher 6.26% annualized return.


RSNRX

YTD

12.39%

1M

14.51%

6M

2.15%

1Y

12.14%

3Y*

3.91%

5Y*

36.35%

10Y*

3.23%

FFGCX

YTD

4.23%

1M

4.23%

6M

-2.28%

1Y

-2.58%

3Y*

-1.82%

5Y*

15.21%

10Y*

6.26%

*Annualized

Compare stocks, funds, or ETFs

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


RSNRX vs. FFGCX - Expense Ratio Comparison

RSNRX has a 1.48% expense ratio, which is higher than FFGCX's 0.94% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RSNRX vs. FFGCX — Risk-Adjusted Performance Rank

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

RSNRX
The Risk-Adjusted Performance Rank of RSNRX is 3333
Overall Rank
The Sharpe Ratio Rank of RSNRX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of RSNRX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of RSNRX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of RSNRX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of RSNRX is 3131
Martin Ratio Rank

FFGCX
The Risk-Adjusted Performance Rank of FFGCX is 44
Overall Rank
The Sharpe Ratio Rank of FFGCX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FFGCX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FFGCX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FFGCX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FFGCX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RSNRX vs. FFGCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Global Energy Transition Fund (RSNRX) and Fidelity Global Commodity Stock Fund (FFGCX). 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.


The current RSNRX Sharpe Ratio is 0.46, which is higher than the FFGCX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of RSNRX and FFGCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RSNRX vs. FFGCX - Dividend Comparison

RSNRX's dividend yield for the trailing twelve months is around 1.47%, less than FFGCX's 2.51% yield.


TTM20242023202220212020201920182017201620152014
RSNRX
Victory Global Energy Transition Fund
1.47%1.65%2.36%0.78%0.00%0.05%0.00%0.00%0.00%0.00%0.00%8.87%
FFGCX
Fidelity Global Commodity Stock Fund
2.51%2.62%2.01%1.84%3.39%1.61%2.98%2.22%1.35%1.53%2.86%1.64%

Drawdowns

RSNRX vs. FFGCX - Drawdown Comparison

The maximum RSNRX drawdown since its inception was -89.73%, which is greater than FFGCX's maximum drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for RSNRX and FFGCX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RSNRX vs. FFGCX - Volatility Comparison

Victory Global Energy Transition Fund (RSNRX) has a higher volatility of 7.48% compared to Fidelity Global Commodity Stock Fund (FFGCX) at 3.52%. This indicates that RSNRX's price experiences larger fluctuations and is considered to be riskier than FFGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...