PEVC vs. COMT
PEVC (Pacer PE/VC ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PEVC is a Large Cap Growth Equities fund tracking the FTSE PE/VC Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past year, PEVC returned 20.02% vs 27.75% for COMT. At a correlation of -0.04, they often move in opposite directions. PEVC charges 0.85%/yr vs 0.48%/yr for COMT.
Performance
PEVC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PEVC achieves a 9.05% return, which is significantly lower than COMT's 26.00% return.
PEVC
- 1D
- 0.76%
- 1M
- 4.68%
- 6M
- 6.36%
- YTD
- 9.05%
- 1Y
- 20.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
PEVC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PEVC Pacer PE/VC ETF | 9.05% | 18.18% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 2.63% |
Correlation
The correlation between PEVC and COMT is -0.16, 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 | -0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025 | -0.04 |
The correlation between PEVC and COMT shifts across timeframes, from -0.16 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PEVC vs. COMT — Risk / Return Rank
PEVC
COMT
PEVC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) 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.
| PEVC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.66 | -0.21 |
| Martin ratioReturn relative to average drawdown | 4.92 | 5.78 | -0.87 |
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Drawdowns
PEVC vs. COMT - Drawdown Comparison
The maximum PEVC drawdown since its inception was -28.92%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PEVC and COMT.
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Drawdown Indicators
| PEVC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.92% | -51.89% | +22.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -17.57% | +4.60% |
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 DrawdownCurrent decline from peak | -2.65% | -14.13% | +11.48% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -23.97% | +19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 5.05% | -1.23% |
Volatility
PEVC vs. COMT - Volatility Comparison
Pacer PE/VC ETF (PEVC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.57% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEVC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 5.68% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 19.60% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 21.45% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.38% | 21.17% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.38% | 18.84% | +7.54% |
PEVC vs. COMT - Expense Ratio Comparison
PEVC has a 0.85% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PEVC vs. COMT - Dividend Comparison
PEVC's dividend yield for the trailing twelve months is around 4.22%, less than COMT's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PEVC Pacer PE/VC ETF | 4.22% | 4.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PEVC and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.68%) compared to PEVC (5.57%). In terms of maximum drawdown, PEVC dropped -28.92% vs COMT's -51.89%.
On 1-year performance, COMT leads with 27.75% vs 20.02% for PEVC. On fees, COMT is cheaper at 0.48% per year. On volatility, PEVC has been the lower-risk option at 5.57%. 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 27.75% return vs 20.02%. 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 PEVC.
COMT has the higher dividend yield at 6.14%, compared with 4.22% for PEVC.
PEVC is categorized as Large Cap Growth Equities, while COMT is Commodities. PEVC tracks FTSE PE/VC Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.85% for PEVC and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.36 vs 1.05), 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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