RYMEX vs. FFGCX
Compare and contrast key facts about Rydex Commodities Strategy Fund (RYMEX) and Fidelity Global Commodity Stock Fund (FFGCX).
RYMEX is managed by Rydex Funds. It was launched on May 24, 2005. FFGCX is managed by Fidelity. It was launched on Mar 25, 2009.
Performance
RYMEX vs. FFGCX - Performance Comparison
Loading graphics...
RYMEX vs. FFGCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 40.07% | 4.70% | 8.24% | -6.14% | 23.72% | 39.03% | -64.08% | 15.48% | -14.96% | 4.67% |
FFGCX Fidelity Global Commodity Stock Fund | 22.87% | 28.66% | 2.98% | -5.18% | 20.69% | 26.08% | 6.04% | 17.82% | -13.21% | 17.18% |
Returns By Period
In the year-to-date period, RYMEX achieves a 40.07% return, which is significantly higher than FFGCX's 22.87% return. Over the past 10 years, RYMEX has underperformed FFGCX with an annualized return of 0.96%, while FFGCX has yielded a comparatively higher 13.82% annualized return.
RYMEX
- 1D
- 1.67%
- 1M
- 24.61%
- YTD
- 40.07%
- 6M
- 40.55%
- 1Y
- 40.95%
- 3Y*
- 16.42%
- 5Y*
- 17.74%
- 10Y*
- 0.96%
FFGCX
- 1D
- 0.25%
- 1M
- -1.60%
- YTD
- 22.87%
- 6M
- 31.25%
- 1Y
- 52.48%
- 3Y*
- 17.71%
- 5Y*
- 15.78%
- 10Y*
- 13.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RYMEX vs. FFGCX - Expense Ratio Comparison
RYMEX has a 1.60% expense ratio, which is higher than FFGCX's 0.94% expense ratio.
Return for Risk
RYMEX vs. FFGCX — Risk / Return Rank
RYMEX
FFGCX
RYMEX vs. FFGCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Commodities Strategy Fund (RYMEX) 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.
| RYMEX | FFGCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 2.57 | -0.53 |
Sortino ratioReturn per unit of downside risk | 2.70 | 3.09 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.49 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 3.46 | +0.14 |
Martin ratioReturn relative to average drawdown | 9.58 | 17.89 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RYMEX | FFGCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.57 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.74 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.62 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.35 | -0.61 |
Correlation
The correlation between RYMEX 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.
Dividends
RYMEX vs. FFGCX - Dividend Comparison
RYMEX's dividend yield for the trailing twelve months is around 1.70%, less than FFGCX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYMEX Rydex Commodities Strategy Fund | 1.70% | 2.38% | 0.00% | 4.98% | 17.15% | 2.97% | 0.00% | 0.74% | 44.23% | 1.49% | 0.00% | 0.00% |
FFGCX Fidelity Global Commodity Stock Fund | 2.06% | 2.53% | 2.62% | 2.01% | 1.84% | 3.39% | 1.61% | 2.98% | 2.22% | 0.36% | 1.53% | 2.86% |
Drawdowns
RYMEX vs. FFGCX - Drawdown Comparison
The maximum RYMEX drawdown since its inception was -93.96%, which is greater than FFGCX's maximum drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for RYMEX and FFGCX.
Loading graphics...
Drawdown Indicators
| RYMEX | FFGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.96% | -57.23% | -36.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -14.64% | +2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -27.22% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -69.87% | -48.43% | -21.44% |
Current DrawdownCurrent decline from peak | -84.04% | -2.30% | -81.74% |
Average DrawdownAverage peak-to-trough decline | -69.16% | -19.54% | -49.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.83% | +1.62% |
Volatility
RYMEX vs. FFGCX - Volatility Comparison
Rydex Commodities Strategy Fund (RYMEX) has a higher volatility of 11.73% compared to Fidelity Global Commodity Stock Fund (FFGCX) at 6.10%. This indicates that RYMEX'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 graphics...
Volatility by Period
| RYMEX | FFGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.73% | 6.10% | +5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 13.74% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 20.49% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 21.53% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.62% | 22.54% | +5.08% |