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LFSC vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFSC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Life Sciences Innovation ETF (LFSC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LFSC having a 29.56% return and COMT slightly lower at 29.49%.


LFSC

1D
0.78%
1M
2.27%
6M
33.88%
YTD
29.56%
1Y
88.87%
3Y*
5Y*
10Y*
ALL TIME*
43.82%

COMT

1D
0.65%
1M
5.25%
6M
19.23%
YTD
29.49%
1Y
33.46%
3Y*
10.63%
5Y*
11.85%
10Y*
8.63%
ALL TIME*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.13M$10.19M$11.89M
$177.99K$291.81K$193.93K

LFSC vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024
LFSC
F/m Emerald Life Sciences Innovation ETF
29.56%56.54%-6.51%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
29.49%6.07%2.17%

Correlation

The correlation between LFSC and COMT is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2024

-0.10

The correlation between LFSC and COMT shifts across timeframes, from -0.23 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LFSC vs. COMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LFSC
LFSC Risk / Return Rank: 9494
Overall Rank
LFSC Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LFSC Sortino Ratio Rank: 9595
Sortino Ratio Rank
LFSC Omega Ratio Rank: 9393
Omega Ratio Rank
LFSC Calmar Ratio Rank: 9595
Calmar Ratio Rank
LFSC Martin Ratio Rank: 9090
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5151
Overall Rank
COMT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMT Omega Ratio Rank: 5353
Omega Ratio Rank
COMT Calmar Ratio Rank: 4646
Calmar Ratio Rank
COMT Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LFSC vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Life Sciences Innovation ETF (LFSC) 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.


LFSCCOMTDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.50

1.27

+0.22

Calmar ratioReturn relative to maximum drawdown

5.50

1.91

+3.59

Martin ratioReturn relative to average drawdown

15.48

5.84

+9.64

LFSC vs. COMT - Sharpe Ratio Comparison

The current LFSC Sharpe Ratio is 3.27, which is higher than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LFSC and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LFSC vs. COMT - Drawdown Comparison

The maximum LFSC drawdown since its inception was -29.74%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LFSC and COMT.


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Drawdown Indicators


LFSCCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-29.74%

-51.89%

+22.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-17.57%

+1.32%

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 Drawdown

Current decline from peak

0.00%

-11.75%

+11.75%

Average Drawdown

Average peak-to-trough decline

-7.22%

-23.89%

+16.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

5.75%

+0.01%

Volatility

LFSC vs. COMT - Volatility Comparison

F/m Emerald Life Sciences Innovation ETF (LFSC) has a higher volatility of 9.41% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.13%. This indicates that LFSC's price experiences larger fluctuations and is considered to be riskier 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


LFSCCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

5.13%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.97%

18.95%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

27.35%

21.64%

+5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.88%

21.09%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

18.86%

+10.02%

LFSC vs. COMT - Expense Ratio Comparison

LFSC has a 0.54% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

LFSC vs. COMT - Dividend Comparison

LFSC has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.98%.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.98%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
LFSC
F/m Emerald Life Sciences Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LFSC and COMT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFSC has higher volatility (9.41%) compared to COMT (5.13%). In terms of maximum drawdown, LFSC dropped -29.74% vs COMT's -51.89%.

On 1-year performance, LFSC leads with 88.87% vs 33.46% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LFSC has performed better with a 88.87% return vs 33.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMT is cheaper with a 0.48% expense ratio, compared with 0.54% for LFSC.

COMT has the higher dividend yield at 5.98%, compared with 0.00% for LFSC.

LFSC is categorized as Health & Biotech Equities, while COMT is Commodities. They also come from different issuers: F/m and iShares. Their fees differ too: 0.54% for LFSC and 0.48% for COMT.

LFSC currently has the higher Sharpe Ratio (3.27 vs 1.55), 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.

Portfolio Optimizer

Find the right allocation for LFSC and COMT

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