COMT vs. AGGA
COMT (iShares Commodities Select Strategy ETF) and AGGA (Astoria Dynamic Core US Fixed Income ETF) are both exchange-traded funds - COMT is a Commodities fund actively managed by iShares, while AGGA is a Multisector Bonds fund actively managed by Astoria. Both are actively managed. Over the past year, COMT returned 45.51% vs 4.62% for AGGA. At a correlation of -0.38, they often move in opposite directions. COMT charges 0.48%/yr vs 0.55%/yr for AGGA.
Performance
COMT vs. AGGA - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 37.50% return, which is significantly higher than AGGA's 0.89% return.
COMT
- 1D
- -1.55%
- 1M
- -5.00%
- YTD
- 37.50%
- 6M
- 36.36%
- 1Y
- 45.51%
- 3Y*
- 16.18%
- 5Y*
- 13.14%
- 10Y*
- 8.79%
AGGA
- 1D
- 0.12%
- 1M
- 0.28%
- YTD
- 0.89%
- 6M
- 0.97%
- 1Y
- 4.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT vs. AGGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COMT iShares Commodities Select Strategy ETF | 37.50% | 10.35% |
AGGA Astoria Dynamic Core US Fixed Income ETF | 0.89% | 4.36% |
Correlation
The correlation between COMT and AGGA is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.38 |
Correlation (All Time) Calculated using the full available price history since May 2, 2025 | -0.38 |
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Return for Risk
COMT vs. AGGA — Risk / Return Rank
COMT
AGGA
COMT vs. AGGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and Astoria Dynamic Core US Fixed Income ETF (AGGA). 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.
| COMT | AGGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.70 | 3.16 | +2.54 |
| Martin ratioReturn relative to average drawdown | 13.42 | 12.77 | +0.65 |
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
| COMT | AGGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.20 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 2.22 | -2.02 |
Drawdowns
COMT vs. AGGA - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than AGGA's maximum drawdown of -1.47%. Use the drawdown chart below to compare losses from any high point for COMT and AGGA.
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Drawdown Indicators
| COMT | AGGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -1.47% | -50.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.02% | -1.47% | -6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -6.30% | -0.13% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -24.06% | -0.22% | -23.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 0.36% | +3.04% |
Volatility
COMT vs. AGGA - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 7.46% compared to Astoria Dynamic Core US Fixed Income ETF (AGGA) at 0.73%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than AGGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | AGGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 0.73% | +6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.88% | 1.58% | +17.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.36% | 2.13% | +19.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 2.19% | +18.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 2.19% | +16.70% |
COMT vs. AGGA - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is lower than AGGA's 0.55% expense ratio.
Dividends
COMT vs. AGGA - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.63%, more than AGGA's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGA Astoria Dynamic Core US Fixed Income ETF | 4.26% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 5.63% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
COMT and AGGA have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.46%) compared to AGGA (0.73%). In terms of maximum drawdown, COMT dropped -51.89% vs AGGA's -1.47%.
On 1-year performance, COMT leads with 45.51% vs 4.62% for AGGA. On fees, COMT is cheaper at 0.48% per year. On volatility, AGGA has been the lower-risk option at 0.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 45.51% return vs 4.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.55% for AGGA.
COMT has the higher dividend yield at 5.63%, compared with 4.26% for AGGA.
COMT is categorized as Commodities, while AGGA is Multisector Bonds. They also come from different issuers: iShares and Astoria. Their fees differ too: 0.48% for COMT and 0.55% for AGGA.
AGGA currently has the higher Sharpe Ratio (2.20 vs 2.14), 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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