PortfoliosLab logoPortfoliosLab logo
PCGG vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCGG vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Capital Global Growth ETF (PCGG) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PCGG achieves a -7.38% return, which is significantly lower than COMT's 30.19% return.


PCGG

1D
-0.79%
1M
0.92%
6M
-6.52%
YTD
-7.38%
1Y
-7.62%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCGG vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023
PCGG
Polen Capital Global Growth ETF
-7.38%1.62%12.40%4.17%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
30.19%6.07%5.96%-6.79%

Correlation

The correlation between PCGG and COMT is -0.17, 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

-0.17

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2023

-0.06

The correlation between PCGG and COMT shifts across timeframes, from -0.17 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PCGG vs. COMT — Risk / Return Rank

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

PCGG
PCGG Risk / Return Rank: 66
Overall Rank
PCGG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PCGG Sortino Ratio Rank: 55
Sortino Ratio Rank
PCGG Omega Ratio Rank: 55
Omega Ratio Rank
PCGG Calmar Ratio Rank: 66
Calmar Ratio Rank
PCGG Martin Ratio Rank: 66
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5252
Overall Rank
COMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5454
Omega Ratio Rank
COMT Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMT Martin Ratio Rank: 4747
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.

PCGG vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Capital Global Growth ETF (PCGG) 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.


PCGGCOMTDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

0.93

1.27

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.34

1.90

-2.24

Martin ratioReturn relative to average drawdown

-0.75

6.35

-7.10

PCGG vs. COMT - Sharpe Ratio Comparison

The current PCGG Sharpe Ratio is -0.48, which is lower than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PCGG 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.


Loading charts...

Drawdowns

PCGG vs. COMT - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PCGG and COMT.


Loading charts...

Drawdown Indicators


PCGGCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-51.89%

+29.23%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

-17.57%

-5.09%

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

-12.01%

-11.28%

-0.73%

Average Drawdown

Average peak-to-trough decline

-5.27%

-23.95%

+18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.16%

5.24%

+4.92%

Volatility

PCGG vs. COMT - Volatility Comparison

The current volatility for Polen Capital Global Growth ETF (PCGG) is 4.56%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that PCGG 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.


Loading charts...

Volatility by Period


PCGGCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

5.91%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

19.67%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

21.54%

-5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

21.20%

-4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

18.85%

-2.14%

PCGG vs. COMT - Expense Ratio Comparison

PCGG has a 0.85% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

PCGG vs. COMT - Dividend Comparison

PCGG has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.95%.


PositionTTM20252024202320222021202020192018201720162015
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%
PCGG
Polen Capital Global Growth 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


PCGG and COMT have a correlation of -0.17, 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 PCGG (4.56%). In terms of maximum drawdown, PCGG dropped -22.66% vs COMT's -51.89%.

On 1-year performance, COMT leads with 33.20% vs -7.62% for PCGG. On fees, COMT is cheaper at 0.48% per year. On volatility, PCGG has been the lower-risk option at 4.56%. 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 33.20% return vs -7.62%. 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 0.85% for PCGG.

COMT has the higher dividend yield at 5.95%, compared with 0.00% for PCGG.

PCGG is categorized as Global Equities, while COMT is Commodities. They also come from different issuers: Polen and iShares. Their fees differ too: 0.85% for PCGG and 0.48% for COMT.

COMT currently has the higher Sharpe Ratio (1.55 vs -0.48), 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 PCGG and COMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer