SKIRX vs. FYHTX
SKIRX (DWS Enhanced Commodity Strategy Fund) and FYHTX (Fidelity Commodity Strategy Fund) are both Commodities funds. Over the past 5 years, SKIRX returned 6.81%/yr vs 8.16%/yr for FYHTX. Their correlation of 0.90 suggests significant overlap in exposure. SKIRX charges 0.89%/yr vs 0.63%/yr for FYHTX.
Performance
SKIRX vs. FYHTX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SKIRX having a 9.24% return and FYHTX slightly lower at 9.22%.
SKIRX
- 1D
- -1.56%
- 1M
- -8.85%
- YTD
- 9.24%
- 6M
- 7.97%
- 1Y
- 16.24%
- 3Y*
- 7.54%
- 5Y*
- 6.81%
- 10Y*
- 4.40%
FYHTX
- 1D
- -1.72%
- 1M
- -8.78%
- YTD
- 9.22%
- 6M
- 7.70%
- 1Y
- 18.96%
- 3Y*
- 9.04%
- 5Y*
- 8.16%
- 10Y*
- —
SKIRX vs. FYHTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKIRX DWS Enhanced Commodity Strategy Fund | 9.24% | 11.95% | 2.64% | -5.17% | 8.33% | 30.40% | -1.68% | 2.72% | -11.57% | 6.40% |
FYHTX Fidelity Commodity Strategy Fund | 9.22% | 14.72% | 4.73% | -8.62% | 15.32% | 26.43% | -3.84% | 6.91% | -11.71% | 6.00% |
Correlation
The correlation between SKIRX and FYHTX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 30, 2017 | 0.90 |
The correlation between SKIRX and FYHTX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
SKIRX vs. FYHTX — Risk / Return Rank
SKIRX
FYHTX
SKIRX vs. FYHTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Enhanced Commodity Strategy Fund (SKIRX) 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.
| SKIRX | FYHTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.49 | -0.24 |
| Martin ratioReturn relative to average drawdown | 5.15 | 6.25 | -1.10 |
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Drawdowns
SKIRX vs. FYHTX - Drawdown Comparison
The maximum SKIRX drawdown since its inception was -88.19%, which is greater than FYHTX's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for SKIRX and FYHTX.
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Drawdown Indicators
| SKIRX | FYHTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.19% | -33.22% | -54.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -12.55% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -12.55% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -25.47% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.33% | — | — |
Current DrawdownCurrent decline from peak | -74.97% | -12.55% | -62.42% |
Average DrawdownAverage peak-to-trough decline | -67.88% | -11.91% | -55.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.00% | +0.11% |
Volatility
SKIRX vs. FYHTX - Volatility Comparison
DWS Enhanced Commodity Strategy Fund (SKIRX) and Fidelity Commodity Strategy Fund (FYHTX) have volatilities of 3.49% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKIRX | FYHTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.47% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 11.87% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 14.12% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 15.83% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 14.47% | -1.15% |
SKIRX vs. FYHTX - Expense Ratio Comparison
SKIRX has a 0.89% expense ratio, which is higher than FYHTX's 0.63% expense ratio.
Dividends
SKIRX vs. FYHTX - Dividend Comparison
SKIRX's dividend yield for the trailing twelve months is around 6.55%, more than FYHTX's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYHTX Fidelity Commodity Strategy Fund | 2.68% | 2.93% | 3.78% | 4.10% | 57.34% | 15.05% | 0.00% | 7.00% | 12.49% | 0.36% | 0.00% | 0.00% |
SKIRX DWS Enhanced Commodity Strategy Fund | 6.55% | 5.39% | 3.03% | 1.93% | 50.74% | 43.89% | 1.53% | 1.74% | 12.16% | 0.41% | 7.04% | 0.40% |
Frequently Asked Questions
SKIRX and FYHTX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKIRX has higher volatility (3.49%) compared to FYHTX (3.47%). In terms of maximum drawdown, SKIRX dropped -88.19% vs FYHTX's -33.22%.
FYHTX currently has the higher Sharpe Ratio (1.34 vs 0.92), 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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