LGDX vs. COMT

Last updated Jun 4, 2026

LGDX (Intech S&P Large Cap Diversified Alpha ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - LGDX is a Large Cap Blend Equities fund actively managed by Intech, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, LGDX returned 23.04% vs 47.51% for COMT. At a correlation of -0.08, they often move in opposite directions. LGDX charges 0.25%/yr vs 0.48%/yr for COMT.

Performance

LGDX vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intech S&P Large Cap Diversified Alpha ETF (LGDX) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGDX achieves a 9.49% return, which is significantly lower than COMT's 39.67% return.

LGDX

• 1D: -0.77%
• 1M: 4.82%
• YTD: 9.49%
• 6M: 10.79%
• 1Y: 23.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COMT

• 1D: 0.78%
• 1M: -4.35%
• YTD: 39.67%
• 6M: 39.06%
• 1Y: 47.51%
• 3Y*: 16.86%
• 5Y*: 13.50%
• 10Y*: 9.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGDX vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025
LGDX Intech S&P Large Cap Diversified Alpha ETF	9.49%	13.95%
COMT iShares Commodities Select Strategy ETF	39.67%	4.38%

Correlation

The correlation between LGDX and COMT is -0.22, 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	-0.22
Correlation (All Time) Calculated using the full available price history since Mar 3, 2025	-0.08

The correlation between LGDX and COMT shifts across timeframes, from -0.22 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

LGDX vs. COMT - Sectors Allocation Comparison

Sectors	LGDX	COMT
Technology	33.4%	-
Communication Services	12.0%	-
Consumer Cyclical	10.8%	-
Financial Services	10.8%	100.0%
Healthcare	9.4%	-
Industrials	7.8%	-
Consumer Defensive	4.3%	-
Energy	3.6%	-
Real Estate	3.2%	-
Utilities	3.0%	-
Basic Materials	1.8%	-

Return for Risk

LGDX vs. COMT — Risk / Return Rank

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

LGDX

LGDX Risk / Return Rank: 56
LGDX Sharpe Ratio Rank: 55
LGDX Sortino Ratio Rank: 54
LGDX Omega Ratio Rank: 54
LGDX Calmar Ratio Rank: 53
LGDX Martin Ratio Rank: 64

COMT

COMT Risk / Return Rank: 71
COMT Sharpe Ratio Rank: 66
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

LGDX vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intech S&P Large Cap Diversified Alpha ETF (LGDX) and iShares Commodities Select 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.

	LGDX	COMT	Difference
Sharpe ratio: Return per unit of total volatility	1.85	2.24	-0.39
Sortino ratio: Return per unit of downside risk	2.57	2.88	-0.31
Omega ratio: Gain probability vs. loss probability	1.33	1.40	-0.07
Calmar ratio: Return relative to maximum drawdown	2.58	5.95	-3.37
Martin ratio: Return relative to average drawdown	11.47	14.11	-2.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGDX vs. COMT - Sharpe Ratio Comparison

The current LGDX Sharpe Ratio is 1.85, which is comparable to the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LGDX 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.

Sharpe Ratios by Period

	LGDX	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	2.24	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.20	+0.85

Drawdowns

LGDX vs. COMT - Drawdown Comparison

The maximum LGDX drawdown since its inception was -15.79%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LGDX and COMT.

Drawdown Indicators

	LGDX	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-15.79%	-51.89%	+36.10%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-8.02%	-0.94%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.31%	—
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	-0.86%	-4.82%	+3.96%
Average Drawdown Average peak-to-trough decline	-2.04%	-24.07%	+22.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	3.38%	-1.37%

Volatility

LGDX vs. COMT - Volatility Comparison

The current volatility for Intech S&P Large Cap Diversified Alpha ETF (LGDX) is 2.94%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that LGDX 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.

Volatility by Period

	LGDX	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	7.37%	-4.43%
Volatility (6M) Calculated over the trailing 6-month period	9.61%	18.80%	-9.19%
Volatility (1Y) Calculated over the trailing 1-year period	12.52%	21.29%	-8.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	21.06%	-2.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	18.89%	-0.54%

LGDX vs. COMT - Expense Ratio Comparison

LGDX has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

LGDX vs. COMT - Dividend Comparison

LGDX's dividend yield for the trailing twelve months is around 0.47%, less than COMT's 5.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.54%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
LGDX Intech S&P Large Cap Diversified Alpha ETF	0.47%	0.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LGDX and COMT in my portfolio?

LGDX and COMT have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LGDX or COMT?

COMT has higher volatility (7.37%) compared to LGDX (2.94%). In terms of maximum drawdown, LGDX dropped -15.79% vs COMT's -51.89%.

Which ETF is better, LGDX or COMT?

On 1-year performance, COMT leads with 47.51% vs 23.04% for LGDX. On fees, LGDX is cheaper at 0.25% per year. On volatility, LGDX has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LGDX or COMT?

Over the 1-year period, COMT has performed better with a 47.51% return vs 23.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LGDX or COMT?

LGDX is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.

Which ETF pays a higher dividend yield, LGDX or COMT?

COMT has the higher dividend yield at 5.54%, compared with 0.47% for LGDX.

What is the main difference between LGDX and COMT?

LGDX is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Intech and iShares. Their fees differ too: 0.25% for LGDX and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.24 vs 1.85), 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.