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VCMDX vs. FSGGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCMDX and FSGGX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

VCMDX vs. FSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and Fidelity Global ex U.S. Index Fund (FSGGX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
69.90%
35.25%
VCMDX
FSGGX

Key characteristics

Sharpe Ratio

VCMDX:

0.39

FSGGX:

0.25

Sortino Ratio

VCMDX:

0.60

FSGGX:

0.46

Omega Ratio

VCMDX:

1.08

FSGGX:

1.06

Calmar Ratio

VCMDX:

0.21

FSGGX:

0.31

Martin Ratio

VCMDX:

1.02

FSGGX:

0.96

Ulcer Index

VCMDX:

4.73%

FSGGX:

4.24%

Daily Std Dev

VCMDX:

12.38%

FSGGX:

16.06%

Max Drawdown

VCMDX:

-26.67%

FSGGX:

-34.76%

Current Drawdown

VCMDX:

-14.79%

FSGGX:

-6.75%

Returns By Period

In the year-to-date period, VCMDX achieves a 4.99% return, which is significantly higher than FSGGX's 2.50% return.


VCMDX

YTD

4.99%

1M

-2.55%

6M

2.75%

1Y

5.16%

5Y*

15.00%

10Y*

N/A

FSGGX

YTD

2.50%

1M

-4.27%

6M

-4.42%

1Y

3.80%

5Y*

9.50%

10Y*

4.28%

*Annualized

Compare stocks, funds, or ETFs

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VCMDX vs. FSGGX - Expense Ratio Comparison

VCMDX has a 0.20% expense ratio, which is higher than FSGGX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VCMDX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCMDX: 0.20%
Expense ratio chart for FSGGX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSGGX: 0.06%

Risk-Adjusted Performance

VCMDX vs. FSGGX — Risk-Adjusted Performance Rank

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

VCMDX
The Risk-Adjusted Performance Rank of VCMDX is 7373
Overall Rank
The Sharpe Ratio Rank of VCMDX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VCMDX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VCMDX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VCMDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VCMDX is 7070
Martin Ratio Rank

FSGGX
The Risk-Adjusted Performance Rank of FSGGX is 7373
Overall Rank
The Sharpe Ratio Rank of FSGGX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 7070
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.

VCMDX vs. FSGGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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 chart of Sharpe ratio for VCMDX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.00
VCMDX: 0.39
FSGGX: 0.25
The chart of Sortino ratio for VCMDX, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
VCMDX: 0.60
FSGGX: 0.46
The chart of Omega ratio for VCMDX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
VCMDX: 1.08
FSGGX: 1.06
The chart of Calmar ratio for VCMDX, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.00
VCMDX: 0.21
FSGGX: 0.31
The chart of Martin ratio for VCMDX, currently valued at 1.02, compared to the broader market0.0010.0020.0030.0040.0050.00
VCMDX: 1.02
FSGGX: 0.96

The current VCMDX Sharpe Ratio is 0.39, which is higher than the FSGGX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of VCMDX and FSGGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.39
0.25
VCMDX
FSGGX

Dividends

VCMDX vs. FSGGX - Dividend Comparison

VCMDX's dividend yield for the trailing twelve months is around 2.08%, less than FSGGX's 2.84% yield.


TTM20242023202220212020201920182017201620152014
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
2.08%2.19%2.50%14.21%30.56%0.50%0.61%0.00%0.00%0.00%0.00%0.00%
FSGGX
Fidelity Global ex U.S. Index Fund
2.84%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%

Drawdowns

VCMDX vs. FSGGX - Drawdown Comparison

The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum FSGGX drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for VCMDX and FSGGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.79%
-6.75%
VCMDX
FSGGX

Volatility

VCMDX vs. FSGGX - Volatility Comparison

The current volatility for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) is 6.29%, while Fidelity Global ex U.S. Index Fund (FSGGX) has a volatility of 10.33%. This indicates that VCMDX experiences smaller price fluctuations and is considered to be less risky than FSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
6.29%
10.33%
VCMDX
FSGGX