COMT vs. VCMDX
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).
COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMT or VCMDX.
Performance
COMT vs. VCMDX - Performance Comparison
Returns By Period
In the year-to-date period, COMT achieves a 4.99% return, which is significantly lower than VCMDX's 5.35% return.
COMT
4.99%
-0.57%
-2.91%
0.81%
6.49%
0.61%
VCMDX
5.35%
-1.25%
-2.88%
3.53%
10.39%
N/A
Key characteristics
| COMT | VCMDX | |
|---|---|---|
| Sharpe Ratio | -0.01 | 0.23 |
| Sortino Ratio | 0.08 | 0.41 |
| Omega Ratio | 1.01 | 1.05 |
| Calmar Ratio | -0.01 | 0.11 |
| Martin Ratio | -0.04 | 0.59 |
| Ulcer Index | 4.57% | 4.64% |
| Daily Std Dev | 14.82% | 11.70% |
| Max Drawdown | -51.89% | -26.67% |
| Current Drawdown | -21.53% | -18.79% |
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COMT vs. VCMDX - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than VCMDX's 0.20% expense ratio.
Correlation
The correlation between COMT and VCMDX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
COMT vs. VCMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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
COMT vs. VCMDX - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 4.95%, more than VCMDX's 2.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 4.95% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% | 0.56% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.37% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COMT vs. VCMDX - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for COMT and VCMDX. For additional features, visit the drawdowns tool.
Volatility
COMT vs. VCMDX - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 5.33% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 3.81%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.