DFCF vs. COMT
DFCF (Dimensional Core Fixed Income ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - DFCF is a Intermediate Core Bond fund actively managed by Dimensional, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. DFCF is actively managed, while COMT is passively managed. Over the past 3 years, DFCF returned 4.70%/yr vs 12.71%/yr for COMT. At a correlation of -0.12, they often move in opposite directions. DFCF charges 0.17%/yr vs 0.48%/yr for COMT.
Performance
DFCF vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, DFCF achieves a 0.41% return, which is significantly lower than COMT's 30.19% return.
DFCF
- 1D
- 0.00%
- 1M
- -0.44%
- 6M
- 0.05%
- YTD
- 0.41%
- 1Y
- 4.68%
- 3Y*
- 4.70%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
DFCF vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFCF Dimensional Core Fixed Income ETF | 0.41% | 7.89% | 1.86% | 6.94% | -14.48% | 0.04% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | -2.52% |
Correlation
The correlation between DFCF and COMT is -0.36, 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 | -0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2021 | -0.12 |
Over the past year, the inverse relationship between DFCF and COMT has strengthened: their correlation has moved from -0.12 to -0.36, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
DFCF vs. COMT — Risk / Return Rank
DFCF
COMT
DFCF vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFCF | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.90 | -0.21 |
| Martin ratioReturn relative to average drawdown | 4.66 | 6.35 | -1.69 |
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Drawdowns
DFCF vs. COMT - Drawdown Comparison
The maximum DFCF drawdown since its inception was -19.56%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for DFCF and COMT.
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Drawdown Indicators
| DFCF | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -51.89% | +32.33% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -17.57% | +14.78% |
Max Drawdown (3Y)Largest decline over 3 years | -5.05% | -17.57% | +12.52% |
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 | -1.43% | -11.28% | +9.85% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -23.95% | +16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 5.24% | -4.23% |
Volatility
DFCF vs. COMT - Volatility Comparison
The current volatility for Dimensional Core Fixed Income ETF (DFCF) is 1.22%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that DFCF experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCF | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 5.91% | -4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 19.67% | -16.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 21.54% | -17.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 21.20% | -14.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.42% | 18.85% | -12.43% |
DFCF vs. COMT - Expense Ratio Comparison
DFCF has a 0.17% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
DFCF vs. COMT - Dividend Comparison
DFCF's dividend yield for the trailing twelve months is around 4.36%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
DFCF Dimensional Core Fixed Income ETF | 4.36% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFCF and COMT have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to DFCF (1.22%). In terms of maximum drawdown, DFCF dropped -19.56% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.71% vs 4.70% for DFCF. On fees, DFCF is cheaper at 0.17% per year. On volatility, DFCF has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMT has performed better with a 12.71% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFCF is cheaper with a 0.17% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 4.36% for DFCF.
DFCF is categorized as Intermediate Core Bond, while COMT is Commodities. They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.17% for DFCF and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 1.19), 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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