COMB vs. VTI
Compare and contrast key facts about GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and Vanguard Total Stock Market ETF (VTI).
COMB and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMB is an actively managed fund by GraniteShares. It was launched on May 22, 2017. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMB or VTI.
Performance
COMB vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, COMB achieves a 3.40% return, which is significantly lower than VTI's 24.13% return.
COMB
3.40%
-0.48%
-6.61%
1.28%
6.81%
N/A
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| COMB | VTI | |
|---|---|---|
| Sharpe Ratio | 0.13 | 2.63 |
| Sortino Ratio | 0.27 | 3.51 |
| Omega Ratio | 1.03 | 1.48 |
| Calmar Ratio | 0.06 | 3.84 |
| Martin Ratio | 0.30 | 16.85 |
| Ulcer Index | 5.24% | 1.95% |
| Daily Std Dev | 11.93% | 12.54% |
| Max Drawdown | -33.50% | -55.45% |
| Current Drawdown | -20.71% | -2.03% |
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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%.
Correlation
The correlation between COMB and VTI is 0.29, 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
COMB vs. VTI - Risk-Adjusted Performance 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.
Dividends
COMB vs. VTI - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 5.63%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 5.63% | 5.83% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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. For additional features, visit the drawdowns tool.
Volatility
COMB vs. VTI - Volatility Comparison
The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 4.02%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. 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.