AFMC vs. COMT
AFMC (First Trust Active Factor Mid Cap ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - AFMC is a Mid Cap Blend Equities fund actively managed by First Trust, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. AFMC is actively managed, while COMT is passively managed. Over the past 5 years, AFMC returned 11.14%/yr vs 11.85%/yr for COMT. Their 0.20 correlation means their historical movements had little consistent relationship. AFMC charges 0.65%/yr vs 0.48%/yr for COMT.
Performance
AFMC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, AFMC achieves a 20.81% return, which is significantly lower than COMT's 29.49% return.
AFMC
- 1D
- -0.77%
- 1M
- 2.63%
- 6M
- 13.59%
- YTD
- 20.81%
- 1Y
- 29.73%
- 3Y*
- 18.91%
- 5Y*
- 11.14%
- 10Y*
- —
- ALL TIME*
- 12.61%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.01M | $1.55M | $1.20M | |
| $6.13M | $10.19M | $11.89M |
AFMC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AFMC First Trust Active Factor Mid Cap ETF | 20.81% | 10.23% | 19.06% | 21.46% | -15.55% | 25.75% | 5.87% | 1.97% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 6.22% |
Correlation
The correlation between AFMC and COMT is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.20 |
The correlation between AFMC and COMT shifts across timeframes, from -0.18 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AFMC vs. COMT — Risk / Return Rank
AFMC
COMT
AFMC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Mid Cap ETF (AFMC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
| AFMC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 1.91 | +1.73 |
| Martin ratioReturn relative to average drawdown | 13.23 | 5.84 | +7.40 |
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Drawdowns
AFMC vs. COMT - Drawdown Comparison
The maximum AFMC drawdown since its inception was -42.14%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for AFMC and COMT.
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Drawdown Indicators
| AFMC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.14% | -51.89% | +9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -17.57% | +9.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -17.57% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -29.00% | +3.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.77% | -11.75% | +10.98% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -23.89% | +16.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 5.75% | -3.50% |
Volatility
AFMC vs. COMT - Volatility Comparison
The current volatility for First Trust Active Factor Mid Cap ETF (AFMC) is 3.46%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that AFMC experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFMC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.13% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 18.95% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 21.64% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 21.09% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 18.86% | +3.88% |
AFMC vs. COMT - Expense Ratio Comparison
AFMC has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
AFMC vs. COMT - Dividend Comparison
AFMC's dividend yield for the trailing twelve months is around 0.68%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFMC First Trust Active Factor Mid Cap ETF | 0.68% | 0.96% | 0.64% | 0.87% | 1.42% | 0.84% | 1.05% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
AFMC and COMT have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.13%) compared to AFMC (3.46%). In terms of maximum drawdown, AFMC dropped -42.14% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.85% vs 11.14% for AFMC. On fees, COMT is cheaper at 0.48% per year. On volatility, AFMC has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 11.85% return vs 11.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.65% for AFMC.
COMT has the higher dividend yield at 5.98%, compared with 0.68% for AFMC.
AFMC is categorized as Mid Cap Blend Equities, while COMT is Commodities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for AFMC and 0.48% for COMT.
AFMC currently has the higher Sharpe Ratio (1.98 vs 1.55), 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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