HGER vs. COM
Compare and contrast key facts about Harbor Commodity All-Weather Strategy ETF (HGER) and Direxion Auspice Broad Commodity Strategy ETF (COM).
HGER and COM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HGER is a passively managed fund by Harbor that tracks the performance of the Quantix Commodity Index - Benchmark TR Net. It was launched on Feb 9, 2022. COM is a passively managed fund by Direxion that tracks the performance of the Auspice Broad Commodity ER Index. It was launched on Mar 30, 2017. Both HGER and COM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HGER vs. COM - Performance Comparison
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HGER vs. COM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 24.94% | 20.08% | 9.25% | 1.93% | 9.77% |
COM Direxion Auspice Broad Commodity Strategy ETF | 14.18% | 7.72% | 5.81% | -2.09% | 3.19% |
Returns By Period
In the year-to-date period, HGER achieves a 24.94% return, which is significantly higher than COM's 14.18% return.
HGER
- 1D
- 0.16%
- 1M
- 9.58%
- YTD
- 24.94%
- 6M
- 28.72%
- 1Y
- 38.09%
- 3Y*
- 18.44%
- 5Y*
- —
- 10Y*
- —
COM
- 1D
- 0.21%
- 1M
- 5.67%
- YTD
- 14.18%
- 6M
- 18.01%
- 1Y
- 17.69%
- 3Y*
- 6.92%
- 5Y*
- 10.16%
- 10Y*
- —
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HGER vs. COM - Expense Ratio Comparison
HGER has a 0.68% expense ratio, which is lower than COM's 0.70% expense ratio.
Return for Risk
HGER vs. COM — Risk / Return Rank
HGER
COM
HGER vs. COM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.
| HGER | COM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.72 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.24 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 4.51 | 2.96 | +1.55 |
Martin ratioReturn relative to average drawdown | 15.96 | 6.37 | +9.58 |
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
| HGER | COM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.72 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.73 | +0.16 |
Correlation
The correlation between HGER and COM is 0.72, 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.
Dividends
HGER vs. COM - Dividend Comparison
HGER's dividend yield for the trailing twelve months is around 5.67%, more than COM's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 5.67% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COM Direxion Auspice Broad Commodity Strategy ETF | 2.48% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
Drawdowns
HGER vs. COM - Drawdown Comparison
The maximum HGER drawdown since its inception was -23.31%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for HGER and COM.
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Drawdown Indicators
| HGER | COM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -15.95% | -7.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -6.15% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.02% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.64% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -6.38% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.86% | -0.36% |
Volatility
HGER vs. COM - Volatility Comparison
Harbor Commodity All-Weather Strategy ETF (HGER) has a higher volatility of 7.42% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 3.77%. This indicates that HGER's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HGER | COM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 3.77% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 8.21% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 10.35% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 9.71% | +8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 9.76% | +8.03% |