COM vs. BLNDX
Compare and contrast key facts about Direxion Auspice Broad Commodity Strategy ETF (COM) and Standpoint Multi-Asset Fund Institutional (BLNDX).
COM is a passively managed fund by Direxion that tracks the performance of the Auspice Broad Commodity ER Index. It was launched on Mar 30, 2017. BLNDX is managed by Ultimus Fund. It was launched on Dec 30, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COM or BLNDX.
Performance
COM vs. BLNDX - Performance Comparison
Returns By Period
In the year-to-date period, COM achieves a 6.15% return, which is significantly lower than BLNDX's 12.34% return.
COM
6.15%
-1.41%
-3.04%
3.67%
9.55%
N/A
BLNDX
12.34%
-2.28%
-2.72%
13.31%
N/A
N/A
Key characteristics
| COM | BLNDX | |
|---|---|---|
| Sharpe Ratio | 0.41 | 1.10 |
| Sortino Ratio | 0.63 | 1.55 |
| Omega Ratio | 1.08 | 1.20 |
| Calmar Ratio | 0.22 | 1.34 |
| Martin Ratio | 0.96 | 4.52 |
| Ulcer Index | 3.13% | 2.91% |
| Daily Std Dev | 7.37% | 11.97% |
| Max Drawdown | -15.95% | -9.84% |
| Current Drawdown | -7.55% | -5.89% |
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COM vs. BLNDX - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is lower than BLNDX's 1.27% expense ratio.
Correlation
The correlation between COM and BLNDX 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.
Risk-Adjusted Performance
COM vs. BLNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and Standpoint Multi-Asset Fund Institutional (BLNDX). 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.
Dividends
COM vs. BLNDX - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 3.97%, more than BLNDX's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 3.97% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
BLNDX Standpoint Multi-Asset Fund Institutional | 0.78% | 0.88% | 0.53% | 4.70% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
COM vs. BLNDX - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, which is greater than BLNDX's maximum drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for COM and BLNDX. For additional features, visit the drawdowns tool.
Volatility
COM vs. BLNDX - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 1.58%, while Standpoint Multi-Asset Fund Institutional (BLNDX) has a volatility of 3.50%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than BLNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.