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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMB or VYMI.
Performance
COMB vs. VYMI - Performance Comparison
Returns By Period
In the year-to-date period, COMB achieves a 3.40% return, which is significantly lower than VYMI's 9.27% return.
COMB
3.40%
-0.48%
-6.61%
1.28%
6.81%
N/A
VYMI
9.27%
-3.47%
0.60%
15.40%
7.13%
N/A
Key characteristics
| COMB | VYMI | |
|---|---|---|
| Sharpe Ratio | 0.13 | 1.40 |
| Sortino Ratio | 0.27 | 1.92 |
| Omega Ratio | 1.03 | 1.24 |
| Calmar Ratio | 0.06 | 2.49 |
| Martin Ratio | 0.30 | 7.86 |
| Ulcer Index | 5.24% | 2.16% |
| Daily Std Dev | 11.93% | 12.07% |
| Max Drawdown | -33.50% | -40.00% |
| Current Drawdown | -20.71% | -5.13% |
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COMB vs. VYMI - Expense Ratio Comparison
COMB has a 0.25% expense ratio, which is higher than VYMI's 0.22% 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 VYMI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
COMB vs. VYMI - 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 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.
Dividends
COMB vs. VYMI - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 5.63%, more than VYMI's 4.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 4.53% | 4.58% | 4.71% | 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. For additional features, visit the drawdowns tool.
Volatility
COMB vs. VYMI - Volatility Comparison
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.02% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.