COMB vs. VTI
COMB (GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - COMB is a Commodities fund actively managed by GraniteShares, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. COMB is actively managed, while VTI is passively managed. Over the past 5 years, COMB returned 10.03%/yr vs 12.36%/yr for VTI. At a 0.24 correlation, their price movements are largely independent. COMB charges 0.25%/yr vs 0.03%/yr for VTI.
Performance
COMB vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, COMB achieves a 16.61% return, which is significantly higher than VTI's 10.35% return.
COMB
- 1D
- -0.50%
- 1M
- -8.62%
- YTD
- 16.61%
- 6M
- 16.39%
- 1Y
- 21.96%
- 3Y*
- 12.10%
- 5Y*
- 10.03%
- 10Y*
- —
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
COMB vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 16.61% | 15.12% | 5.24% | -7.75% | 14.56% | 26.34% | -2.95% | 7.02% | -11.41% | 4.98% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 12.92% |
Correlation
The correlation between COMB and VTI is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.24 |
The correlation between COMB and VTI shifts across timeframes, from -0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COMB vs. VTI — Risk / Return Rank
COMB
VTI
COMB vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and Vanguard Total Stock Market ETF (VTI). 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.
| COMB | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.06 | -1.23 |
| Martin ratioReturn relative to average drawdown | 6.76 | 13.68 | -6.92 |
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Drawdowns
COMB vs. VTI - Drawdown Comparison
The maximum COMB drawdown since its inception was -33.50%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for COMB and VTI.
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Drawdown Indicators
| COMB | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -55.45% | +21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -8.92% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.04% | -19.30% | +7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -25.36% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -12.04% | -1.48% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -12.04% | -8.01% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.99% | +1.57% |
Volatility
COMB vs. VTI - Volatility Comparison
The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 3.57%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that COMB experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMB | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.74% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 9.96% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 12.76% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.49% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 18.35% | -3.22% |
COMB vs. VTI - Expense Ratio Comparison
COMB has a 0.25% expense ratio, which is higher than VTI's 0.03% 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%.
Dividends
COMB vs. VTI - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 7.76%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.76% | 9.05% | 2.48% | 6.57% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
COMB and VTI have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.74%) compared to COMB (3.57%). In terms of maximum drawdown, COMB dropped -33.50% vs VTI's -55.45%.
On 5-year performance, VTI leads with 12.36% vs 10.03% for COMB. On fees, VTI is cheaper at 0.03% per year. On volatility, COMB has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VTI has performed better with a 12.36% return vs 10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.25% for COMB.
COMB has the higher dividend yield at 7.76%, compared with 1.02% for VTI.
COMB is categorized as Commodities, while VTI is Large Cap Blend Equities. They also come from different issuers: GraniteShares and Vanguard. Their fees differ too: 0.25% for COMB and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (2.14 vs 1.28), 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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