MYCH vs. COMT
MYCH (State Street My2028 Corporate Bond ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - MYCH is a Corporate Bonds fund actively managed by State Street, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. MYCH is actively managed, while COMT is passively managed. Over the past year, MYCH returned 4.12% vs 25.27% for COMT. At a correlation of -0.20, they often move in opposite directions. MYCH charges 0.15%/yr vs 0.48%/yr for COMT.
Performance
MYCH vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, MYCH achieves a 0.80% return, which is significantly lower than COMT's 23.88% return.
MYCH
- 1D
- 0.08%
- 1M
- 0.31%
- YTD
- 0.80%
- 6M
- 1.07%
- 1Y
- 4.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
MYCH vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCH State Street My2028 Corporate Bond ETF | 0.80% | 7.08% | -1.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 2.20% |
Correlation
The correlation between MYCH and COMT is -0.32, 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 | -0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | -0.20 |
The correlation between MYCH and COMT shifts across timeframes, from -0.32 (1 year) to -0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MYCH vs. COMT — Risk / Return Rank
MYCH
COMT
MYCH vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2028 Corporate Bond ETF (MYCH) 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.
| MYCH | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.22 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 1.63 | +2.15 |
| Martin ratioReturn relative to average drawdown | 16.13 | 6.99 | +9.14 |
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Drawdowns
MYCH vs. COMT - Drawdown Comparison
The maximum MYCH drawdown since its inception was -1.54%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for MYCH and COMT.
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Drawdown Indicators
| MYCH | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.54% | -51.89% | +50.35% |
Max Drawdown (1Y)Largest decline over 1 year | -1.09% | -15.58% | +14.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
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 | -0.16% | -15.58% | +15.42% |
Average DrawdownAverage peak-to-trough decline | -0.32% | -24.00% | +23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 3.65% | -3.39% |
Volatility
MYCH vs. COMT - Volatility Comparison
The current volatility for State Street My2028 Corporate Bond ETF (MYCH) is 0.56%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that MYCH 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
| MYCH | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 5.02% | -4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 1.16% | 19.24% | -18.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.61% | 21.45% | -19.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.15% | 21.13% | -18.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.15% | 18.86% | -16.71% |
MYCH vs. COMT - Expense Ratio Comparison
MYCH has a 0.15% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
MYCH vs. COMT - Dividend Comparison
MYCH's dividend yield for the trailing twelve months is around 4.39%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
MYCH State Street My2028 Corporate Bond ETF | 4.39% | 4.52% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MYCH and COMT have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to MYCH (0.56%). In terms of maximum drawdown, MYCH dropped -1.54% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.27% vs 4.12% for MYCH. On fees, MYCH is cheaper at 0.15% per year. On volatility, MYCH has been the lower-risk option at 0.56%. 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 25.27% return vs 4.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYCH is cheaper with a 0.15% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.25%, compared with 4.39% for MYCH.
MYCH is categorized as Corporate Bonds, while COMT is Commodities. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for MYCH and 0.48% for COMT.
MYCH currently has the higher Sharpe Ratio (2.59 vs 1.20), 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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