PortfoliosLab logoPortfoliosLab logo
BNDC vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Core Select Bond Fund (BNDC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BNDC achieves a -0.18% return, which is significantly lower than COMT's 30.19% return.


BNDC

1D
-0.07%
1M
-0.58%
6M
-0.51%
YTD
-0.18%
1Y
3.76%
3Y*
3.62%
5Y*
-0.52%
10Y*

COMT

1D
-0.49%
1M
2.53%
6M
26.18%
YTD
30.19%
1Y
33.20%
3Y*
12.71%
5Y*
11.75%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDC vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDC
FlexShares Core Select Bond Fund
-0.18%7.29%0.86%5.36%-13.54%-2.01%8.66%9.57%-1.49%3.97%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
30.19%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Correlation

The correlation between BNDC and COMT is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.34

Correlation (3Y)
Calculated over the trailing 3-year period

-0.19

Correlation (5Y)
Calculated over the trailing 5-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2016

-0.11

Over the past year, the inverse relationship between BNDC and COMT has strengthened: their correlation has moved from -0.11 to -0.34, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

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


Return for Risk

BNDC vs. COMT — Risk / Return Rank

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

BNDC
BNDC Risk / Return Rank: 3232
Overall Rank
BNDC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BNDC Sortino Ratio Rank: 3333
Sortino Ratio Rank
BNDC Omega Ratio Rank: 3030
Omega Ratio Rank
BNDC Calmar Ratio Rank: 3232
Calmar Ratio Rank
BNDC Martin Ratio Rank: 3030
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5252
Overall Rank
COMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5454
Omega Ratio Rank
COMT Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMT Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNDC vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Core Select Bond Fund (BNDC) 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.


BNDCCOMTDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.32

1.90

-0.58

Martin ratioReturn relative to average drawdown

3.40

6.35

-2.94

BNDC vs. COMT - Sharpe Ratio Comparison

The current BNDC Sharpe Ratio is 1.00, which is lower than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BNDC and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BNDC vs. COMT - Drawdown Comparison

The maximum BNDC drawdown since its inception was -18.80%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BNDC and COMT.


Loading charts...

Drawdown Indicators


BNDCCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-51.89%

+33.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-17.57%

+14.70%

Max Drawdown (3Y)

Largest decline over 3 years

-6.30%

-17.57%

+11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-29.00%

+10.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-3.58%

-11.28%

+7.70%

Average Drawdown

Average peak-to-trough decline

-7.30%

-23.95%

+16.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

5.24%

-4.13%

Volatility

BNDC vs. COMT - Volatility Comparison

The current volatility for FlexShares Core Select Bond Fund (BNDC) is 0.97%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that BNDC 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.


Loading charts...

Volatility by Period


BNDCCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

5.91%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

19.67%

-16.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

21.54%

-17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

21.20%

-15.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.01%

18.85%

-10.84%

BNDC vs. COMT - Expense Ratio Comparison

BNDC has a 0.35% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

BNDC vs. COMT - Dividend Comparison

BNDC's dividend yield for the trailing twelve months is around 4.17%, less than COMT's 5.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDC
FlexShares Core Select Bond Fund
4.17%4.16%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%0.00%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.95%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


BNDC and COMT have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMT has higher volatility (5.91%) compared to BNDC (0.97%). In terms of maximum drawdown, BNDC dropped -18.80% vs COMT's -51.89%.

On 5-year performance, COMT leads with 11.75% vs -0.52% for BNDC. On fees, BNDC is cheaper at 0.35% per year. On volatility, BNDC has been the lower-risk option at 0.97%. 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 11.75% return vs -0.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDC is cheaper with a 0.35% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.95%, compared with 4.17% for BNDC.

BNDC is categorized as Intermediate Core Bond, while COMT is Commodities. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.35% for BNDC and 0.48% for COMT.

COMT currently has the higher Sharpe Ratio (1.55 vs 1.00), 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.

Portfolio Optimizer

Find the right allocation for BNDC and COMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer