LFAI vs. COMT
LFAI (LifeX 2050 Longevity Income ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - LFAI is a Government Bonds fund actively managed by Stone Ridge, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. LFAI is actively managed, while COMT is passively managed. Over the past year, LFAI returned 3.31% vs 33.20% for COMT. At a correlation of -0.27, they often move in opposite directions. LFAI charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
LFAI vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, LFAI achieves a -0.75% return, which is significantly lower than COMT's 30.19% return.
LFAI
- 1D
- -0.09%
- 1M
- -1.10%
- 6M
- -1.36%
- YTD
- -0.75%
- 1Y
- 3.31%
- 3Y*
- —
- 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%
LFAI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LFAI LifeX 2050 Longevity Income ETF | -0.75% | 6.06% | -7.12% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.08% |
Correlation
The correlation between LFAI and COMT is -0.38, 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 | -0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2024 | -0.27 |
The correlation between LFAI and COMT shifts across timeframes, from -0.38 (1 year) to -0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LFAI vs. COMT — Risk / Return Rank
LFAI
COMT
LFAI vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2050 Longevity Income ETF (LFAI) 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.
| LFAI | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.90 | -1.27 |
| Martin ratioReturn relative to average drawdown | 1.57 | 6.35 | -4.78 |
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Drawdowns
LFAI vs. COMT - Drawdown Comparison
The maximum LFAI drawdown since its inception was -8.64%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LFAI and COMT.
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Drawdown Indicators
| LFAI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.64% | -51.89% | +43.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.30% | -17.57% | +12.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -3.69% | -11.28% | +7.59% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -23.95% | +20.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 5.24% | -3.12% |
Volatility
LFAI vs. COMT - Volatility Comparison
The current volatility for LifeX 2050 Longevity Income ETF (LFAI) is 1.76%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that LFAI 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
| LFAI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 5.91% | -4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.67% | 19.67% | -15.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 21.54% | -15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.09% | 21.20% | -14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.09% | 18.85% | -11.76% |
LFAI vs. COMT - Expense Ratio Comparison
LFAI has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
LFAI vs. COMT - Dividend Comparison
LFAI's dividend yield for the trailing twelve months is around 13.50%, more 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% |
LFAI LifeX 2050 Longevity Income ETF | 13.50% | 16.48% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LFAI and COMT have a correlation of -0.38, 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 LFAI (1.76%). In terms of maximum drawdown, LFAI dropped -8.64% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.20% vs 3.31% for LFAI. On fees, LFAI is cheaper at 0.25% per year. On volatility, LFAI has been the lower-risk option at 1.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 33.20% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LFAI is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
LFAI has the higher dividend yield at 13.50%, compared with 5.95% for COMT.
LFAI is categorized as Government Bonds, while COMT is Commodities. They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LFAI and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.54), 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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