FLIN vs. COMT
FLIN (Franklin FTSE India ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - FLIN is a India Equities fund tracking the FTSE India RIC Capped Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, FLIN returned 4.54%/yr vs 11.75%/yr for COMT. At a 0.15 correlation, their price movements are largely independent. FLIN charges 0.19%/yr vs 0.48%/yr for COMT.
Performance
FLIN vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, FLIN achieves a -9.33% return, which is significantly lower than COMT's 30.19% return.
FLIN
- 1D
- -0.11%
- 1M
- -1.05%
- 6M
- -8.07%
- YTD
- -9.33%
- 1Y
- -11.33%
- 3Y*
- 4.51%
- 5Y*
- 4.54%
- 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%
FLIN vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | -9.33% | 2.40% | 10.33% | 20.58% | -7.96% | 24.96% | 14.50% | 4.77% | -7.13% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.51% |
Correlation
The correlation between FLIN and COMT is -0.32, 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 | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2018 | 0.15 |
The correlation between FLIN and COMT shifts across timeframes, from -0.32 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLIN vs. COMT — Risk / Return Rank
FLIN
COMT
FLIN vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) 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.
| FLIN | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.27 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 1.90 | -2.52 |
| Martin ratioReturn relative to average drawdown | -1.42 | 6.35 | -7.77 |
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Drawdowns
FLIN vs. COMT - Drawdown Comparison
The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for FLIN and COMT.
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Drawdown Indicators
| FLIN | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -51.89% | +9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -18.25% | -17.57% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -17.57% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | -29.00% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -16.52% | -11.28% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -23.95% | +15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.04% | 5.24% | +2.80% |
Volatility
FLIN vs. COMT - Volatility Comparison
The current volatility for Franklin FTSE India ETF (FLIN) is 3.91%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that FLIN 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
| FLIN | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 5.91% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 19.67% | -6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 21.54% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 21.20% | -5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 18.85% | +1.52% |
FLIN vs. COMT - Expense Ratio Comparison
FLIN has a 0.19% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
FLIN vs. COMT - Dividend Comparison
FLIN's dividend yield for the trailing twelve months is around 0.43%, 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% |
FLIN Franklin FTSE India ETF | 0.43% | 0.56% | 1.58% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLIN and COMT have a correlation of -0.32, 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 FLIN (3.91%). In terms of maximum drawdown, FLIN dropped -41.90% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.75% vs 4.54% for FLIN. On fees, FLIN is cheaper at 0.19% per year. On volatility, FLIN has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 11.75% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLIN is cheaper with a 0.19% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 0.43% for FLIN.
FLIN is categorized as India Equities, while COMT is Commodities. FLIN tracks FTSE India RIC Capped Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FLIN and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.75), 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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