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MMIT vs. COMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMIT vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Intermediate ETF (MMIT) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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MMIT vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMIT
IQ MacKay Municipal Intermediate ETF
-0.05%5.03%1.46%5.42%-7.40%1.55%6.17%7.49%2.41%0.43%
COMT
iShares Commodities Select Strategy ETF
35.81%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%7.51%

Returns By Period

In the year-to-date period, MMIT achieves a -0.05% return, which is significantly lower than COMT's 35.81% return.


MMIT

1D
0.20%
1M
-2.19%
YTD
-0.05%
6M
1.26%
1Y
4.55%
3Y*
3.10%
5Y*
1.07%
10Y*

COMT

1D
-1.46%
1M
20.45%
YTD
35.81%
6M
35.80%
1Y
37.75%
3Y*
14.15%
5Y*
15.41%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMIT vs. COMT - Expense Ratio Comparison

MMIT has a 0.31% expense ratio, which is lower than COMT's 0.48% expense ratio.


Return for Risk

MMIT vs. COMT — Risk / Return Rank

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

MMIT
MMIT Risk / Return Rank: 6262
Overall Rank
MMIT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MMIT Sortino Ratio Rank: 5858
Sortino Ratio Rank
MMIT Omega Ratio Rank: 7575
Omega Ratio Rank
MMIT Calmar Ratio Rank: 5858
Calmar Ratio Rank
MMIT Martin Ratio Rank: 5353
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 8989
Overall Rank
COMT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 9191
Sortino Ratio Rank
COMT Omega Ratio Rank: 8888
Omega Ratio Rank
COMT Calmar Ratio Rank: 9393
Calmar Ratio Rank
COMT Martin Ratio Rank: 8686
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.

MMIT vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Intermediate ETF (MMIT) 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.


MMITCOMTDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.91

-0.71

Sortino ratio

Return per unit of downside risk

1.50

2.55

-1.05

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

1.48

3.35

-1.88

Martin ratio

Return relative to average drawdown

5.23

9.53

-4.31

MMIT vs. COMT - Sharpe Ratio Comparison

The current MMIT Sharpe Ratio is 1.20, which is lower than the COMT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MMIT and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MMITCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.91

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.76

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.20

+0.40

Correlation

The correlation between MMIT and COMT is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MMIT vs. COMT - Dividend Comparison

MMIT's dividend yield for the trailing twelve months is around 3.89%, less than COMT's 5.70% yield.


TTM20252024202320222021202020192018201720162015
MMIT
IQ MacKay Municipal Intermediate ETF
3.89%3.54%3.76%3.46%2.30%1.81%2.59%4.14%2.46%0.35%0.00%0.00%
COMT
iShares Commodities Select Strategy ETF
5.70%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Drawdowns

MMIT vs. COMT - Drawdown Comparison

The maximum MMIT drawdown since its inception was -12.28%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for MMIT and COMT.


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Drawdown Indicators


MMITCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-12.28%

-51.89%

+39.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-11.84%

+8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-12.28%

-29.00%

+16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-2.19%

-1.46%

-0.73%

Average Drawdown

Average peak-to-trough decline

-2.29%

-24.39%

+22.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

4.16%

-3.28%

Volatility

MMIT vs. COMT - Volatility Comparison

The current volatility for IQ MacKay Municipal Intermediate ETF (MMIT) is 1.04%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.12%. This indicates that MMIT 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


MMITCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

10.12%

-9.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

15.20%

-13.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

19.85%

-16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

20.53%

-17.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

18.68%

-14.35%