COMB vs. VYMI
COMB (GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - COMB is a Commodities fund actively managed by GraniteShares, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. COMB is actively managed, while VYMI is passively managed. Over the past 5 years, COMB returned 11.27%/yr vs 11.95%/yr for VYMI. At a 0.37 correlation, their price movements are largely independent. COMB charges 0.25%/yr vs 0.07%/yr for VYMI.
Performance
COMB vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, COMB achieves a 26.81% return, which is significantly higher than VYMI's 11.31% return.
COMB
- 1D
- 0.03%
- 1M
- -2.98%
- YTD
- 26.81%
- 6M
- 25.89%
- 1Y
- 38.86%
- 3Y*
- 16.31%
- 5Y*
- 11.27%
- 10Y*
- —
VYMI
- 1D
- -1.01%
- 1M
- 2.05%
- YTD
- 11.31%
- 6M
- 14.77%
- 1Y
- 30.23%
- 3Y*
- 21.88%
- 5Y*
- 11.95%
- 10Y*
- 10.49%
COMB vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 26.81% | 15.12% | 5.24% | -7.75% | 14.56% | 26.34% | -2.95% | 7.02% | -11.41% | 4.98% |
VYMI Vanguard International High Dividend Yield ETF | 11.31% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 8.71% |
Correlation
The correlation between COMB and VYMI is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 25, 2017 | 0.37 |
Over the past year, the correlation between COMB and VYMI has dropped to 0.01 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
COMB vs. VYMI — Risk / Return Rank
COMB
VYMI
COMB vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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.
| COMB | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.08 | 2.99 | +2.08 |
| Martin ratioReturn relative to average drawdown | 13.24 | 11.80 | +1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMB | VYMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.35 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.81 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.65 | -0.13 |
Drawdowns
COMB vs. VYMI - Drawdown Comparison
The maximum COMB drawdown since its inception was -33.50%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for COMB and VYMI.
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Drawdown Indicators
| COMB | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -40.00% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -10.14% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -11.35% | -12.84% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -24.05% | -2.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -4.35% | -1.40% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -6.31% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.57% | +0.37% |
Volatility
COMB vs. VYMI - Volatility Comparison
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a higher volatility of 5.14% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.04%. This indicates that COMB's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMB | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.04% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.99% | 10.73% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 12.94% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 14.84% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 16.87% | -1.74% |
COMB vs. VYMI - Expense Ratio Comparison
COMB has a 0.25% expense ratio, which is higher than VYMI's 0.07% 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. VYMI - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 7.14%, more than VYMI's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.14% | 9.05% | 2.48% | 6.57% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.44% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
COMB and VYMI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMB has higher volatility (5.14%) compared to VYMI (4.04%). In terms of maximum drawdown, COMB dropped -33.50% vs VYMI's -40.00%.
On 5-year performance, VYMI leads with 11.95% vs 11.27% for COMB. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYMI has performed better with a 11.95% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.25% for COMB.
COMB has the higher dividend yield at 7.14%, compared with 3.44% for VYMI.
COMB is categorized as Commodities, while VYMI is Dividend. They also come from different issuers: GraniteShares and Vanguard. Their fees differ too: 0.25% for COMB and 0.07% for VYMI.
VYMI currently has the higher Sharpe Ratio (2.35 vs 2.29), 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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