COMB vs. VYMI
Compare and contrast key facts about GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and Vanguard International High Dividend Yield ETF (VYMI).
COMB and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Performance
COMB vs. VYMI - Performance Comparison
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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 | 24.42% | 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 | 5.51% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 8.71% |
Returns By Period
In the year-to-date period, COMB achieves a 24.42% return, which is significantly higher than VYMI's 5.51% return.
COMB
- 1D
- 0.02%
- 1M
- 11.58%
- YTD
- 24.42%
- 6M
- 31.07%
- 1Y
- 31.68%
- 3Y*
- 13.75%
- 5Y*
- 13.49%
- 10Y*
- —
VYMI
- 1D
- 2.75%
- 1M
- -6.07%
- YTD
- 5.51%
- 6M
- 13.32%
- 1Y
- 33.11%
- 3Y*
- 20.42%
- 5Y*
- 12.44%
- 10Y*
- 10.21%
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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%.
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 | 1.85 | 2.09 | -0.24 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.77 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.44 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.94 | +0.63 |
Martin ratioReturn relative to average drawdown | 9.81 | 12.19 | -2.37 |
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 | 1.85 | 2.09 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.85 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.62 | -0.10 |
Correlation
The correlation between COMB and VYMI 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.
Dividends
COMB vs. VYMI - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 7.27%, more than VYMI's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.27% | 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 | 3.63% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
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 | -9.19% | -11.08% | +1.89% |
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 | 0.00% | -6.54% | +6.54% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -6.39% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.67% | +0.67% |
Volatility
COMB vs. VYMI - Volatility Comparison
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a higher volatility of 7.51% compared to Vanguard International High Dividend Yield ETF (VYMI) at 7.02%. 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 | 7.51% | 7.02% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.80% | 9.88% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 15.90% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.75% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 16.89% | -1.84% |