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CMDT vs. COM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMDT vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

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CMDT vs. COM - Yearly Performance Comparison


2026 (YTD)202520242023
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
16.96%12.78%6.93%5.50%
COM
Direxion Auspice Broad Commodity Strategy ETF
14.18%7.72%5.81%-8.39%

Returns By Period

In the year-to-date period, CMDT achieves a 16.96% return, which is significantly higher than COM's 14.18% return.


CMDT

1D
-0.74%
1M
8.58%
YTD
16.96%
6M
19.62%
1Y
24.37%
3Y*
5Y*
10Y*

COM

1D
0.21%
1M
5.67%
YTD
14.18%
6M
18.01%
1Y
17.69%
3Y*
6.92%
5Y*
10.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMDT vs. COM - Expense Ratio Comparison

CMDT has a 0.65% expense ratio, which is lower than COM's 0.70% expense ratio.


Return for Risk

CMDT vs. COM — Risk / Return Rank

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

CMDT
CMDT Risk / Return Rank: 8787
Overall Rank
CMDT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 8989
Sortino Ratio Rank
CMDT Omega Ratio Rank: 8585
Omega Ratio Rank
CMDT Calmar Ratio Rank: 8787
Calmar Ratio Rank
CMDT Martin Ratio Rank: 8686
Martin Ratio Rank

COM
COM Risk / Return Rank: 8383
Overall Rank
COM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COM Sortino Ratio Rank: 8585
Sortino Ratio Rank
COM Omega Ratio Rank: 8787
Omega Ratio Rank
COM Calmar Ratio Rank: 9090
Calmar Ratio Rank
COM Martin Ratio Rank: 6767
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.

CMDT vs. COM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.


CMDTCOMDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.72

+0.13

Sortino ratio

Return per unit of downside risk

2.50

2.24

+0.26

Omega ratio

Gain probability vs. loss probability

1.34

1.34

-0.01

Calmar ratio

Return relative to maximum drawdown

2.72

2.96

-0.24

Martin ratio

Return relative to average drawdown

10.00

6.37

+3.63

CMDT vs. COM - Sharpe Ratio Comparison

The current CMDT Sharpe Ratio is 1.85, which is comparable to the COM Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of CMDT and COM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMDTCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.72

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.73

+0.49

Correlation

The correlation between CMDT and COM is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CMDT vs. COM - Dividend Comparison

CMDT's dividend yield for the trailing twelve months is around 2.60%, more than COM's 2.48% yield.


TTM202520242023202220212020201920182017
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.60%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%
COM
Direxion Auspice Broad Commodity Strategy ETF
2.48%2.99%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%

Drawdowns

CMDT vs. COM - Drawdown Comparison

The maximum CMDT drawdown since its inception was -9.69%, smaller than the maximum COM drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for CMDT and COM.


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Drawdown Indicators


CMDTCOMDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-15.95%

+6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-6.15%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

Current Drawdown

Current decline from peak

-0.74%

-0.64%

-0.10%

Average Drawdown

Average peak-to-trough decline

-2.79%

-6.38%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.86%

-0.35%

Volatility

CMDT vs. COM - Volatility Comparison

PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has a higher volatility of 5.26% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 3.77%. This indicates that CMDT's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMDTCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

3.77%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

8.21%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.23%

10.35%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.13%

9.71%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.13%

9.76%

+2.37%