PCIG vs. COMT
PCIG (Polen Capital International Growth ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PCIG is a Foreign Large Cap Equities fund actively managed by Polen, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. PCIG is actively managed, while COMT is passively managed. Over the past year, PCIG returned -6.53% vs 21.95% for COMT. At a correlation of -0.08, they often move in opposite directions. PCIG charges 0.85%/yr vs 0.48%/yr for COMT.
Performance
PCIG vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PCIG achieves a -3.84% return, which is significantly lower than COMT's 25.05% return.
PCIG
- 1D
- -0.73%
- 1M
- 4.10%
- YTD
- -3.84%
- 6M
- -4.33%
- 1Y
- -6.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.76%
- 1M
- -11.08%
- YTD
- 25.05%
- 6M
- 25.05%
- 1Y
- 21.95%
- 3Y*
- 12.36%
- 5Y*
- 11.04%
- 10Y*
- 8.06%
PCIG vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PCIG Polen Capital International Growth ETF | -3.84% | -0.02% | -8.47% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 25.05% | 6.07% | 0.20% |
Correlation
The correlation between PCIG and COMT is -0.26, 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 | -0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | -0.08 |
The correlation between PCIG and COMT shifts across timeframes, from -0.26 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PCIG vs. COMT — Risk / Return Rank
PCIG
COMT
PCIG vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen Capital International Growth ETF (PCIG) 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.
| PCIG | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.19 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 1.49 | -1.79 |
| Martin ratioReturn relative to average drawdown | -0.67 | 6.26 | -6.93 |
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Drawdowns
PCIG vs. COMT - Drawdown Comparison
The maximum PCIG drawdown since its inception was -23.40%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PCIG and COMT.
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Drawdown Indicators
| PCIG | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -51.89% | +28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -21.65% | -14.78% | -6.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.78% | — |
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 | -12.96% | -14.78% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -24.01% | +16.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 4.16% | +5.62% |
Volatility
PCIG vs. COMT - Volatility Comparison
Polen Capital International Growth ETF (PCIG) has a higher volatility of 6.74% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.01%. This indicates that PCIG'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
| PCIG | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 5.01% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 19.22% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.11% | 21.47% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 21.12% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.89% | -0.67% |
PCIG vs. COMT - Expense Ratio Comparison
PCIG has a 0.85% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PCIG vs. COMT - Dividend Comparison
PCIG's dividend yield for the trailing twelve months is around 0.15%, less than COMT's 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.19% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PCIG Polen Capital International Growth ETF | 0.15% | 0.14% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PCIG and COMT have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCIG has higher volatility (6.74%) compared to COMT (5.01%). In terms of maximum drawdown, PCIG dropped -23.40% vs COMT's -51.89%.
On 1-year performance, COMT leads with 21.95% vs -6.53% for PCIG. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.01%. 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 21.95% return vs -6.53%. 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 PCIG.
COMT has the higher dividend yield at 6.19%, compared with 0.15% for PCIG.
PCIG is categorized as Foreign Large Cap Equities, while COMT is Commodities. They also come from different issuers: Polen and iShares. Their fees differ too: 0.85% for PCIG and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.03 vs -0.34), 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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