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IG vs. DCMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IG vs. DCMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Investment Grade Corporate Active ETF (IG) and DoubleLine Commodity Strategy ETF (DCMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IG

1D
-0.05%
1M
0.55%
YTD
6M
1Y
3Y*
5Y*
10Y*

DCMT

1D
0.40%
1M
-1.68%
YTD
33.65%
6M
33.01%
1Y
41.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IG vs. DCMT - Yearly Performance Comparison


Correlation

The correlation between IG and DCMT is -0.66, 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 (All Time)
Calculated using the full available price history since Apr 23, 2026

-0.66

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Return for Risk

IG vs. DCMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IG

DCMT
DCMT Risk / Return Rank: 7474
Overall Rank
DCMT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DCMT Sortino Ratio Rank: 6363
Sortino Ratio Rank
DCMT Omega Ratio Rank: 6666
Omega Ratio Rank
DCMT Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCMT Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IG vs. DCMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Investment Grade Corporate Active ETF (IG) and DoubleLine Commodity Strategy ETF (DCMT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IG vs. DCMT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGDCMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.19

-1.17

Drawdowns

IG vs. DCMT - Drawdown Comparison

The maximum IG drawdown since its inception was -1.75%, smaller than the maximum DCMT drawdown of -11.95%. Use the drawdown chart below to compare losses from any high point for IG and DCMT.


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Drawdown Indicators


IGDCMTDifference

Max Drawdown

Largest peak-to-trough decline

-1.75%

-11.95%

+10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

Current Drawdown

Current decline from peak

-0.09%

-4.07%

+3.98%

Average Drawdown

Average peak-to-trough decline

-0.54%

-3.13%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

Volatility

IG vs. DCMT - Volatility Comparison


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Volatility by Period


IGDCMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

18.31%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

15.78%

-10.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

15.78%

-10.84%

IG vs. DCMT - Expense Ratio Comparison

IG has a 0.26% expense ratio, which is lower than DCMT's 0.66% expense ratio.


Dividends

IG vs. DCMT - Dividend Comparison

IG's dividend yield for the trailing twelve months is around 0.84%, less than DCMT's 2.75% yield.


PositionTTM20252024
DCMT
DoubleLine Commodity Strategy ETF
2.75%3.67%1.59%
IG
Principal Investment Grade Corporate Active ETF
0.84%0.00%0.00%

Frequently Asked Questions


IG and DCMT have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IG is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IG is cheaper with a 0.26% expense ratio, compared with 0.66% for DCMT.

DCMT has the higher dividend yield at 2.75%, compared with 0.84% for IG.

IG is categorized as Corporate Bonds, while DCMT is Commodities. They also come from different issuers: Principal and DoubleLine. Their fees differ too: 0.26% for IG and 0.66% for DCMT.

Portfolio Optimizer

Find the right allocation for IG and DCMT

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