PFFR vs. COMT
PFFR (InfraCap REIT Preferred ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PFFR is a REIT fund tracking the Indxx REIT Preferred Stock 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 5 years, PFFR returned 0.99%/yr vs 11.85%/yr for COMT. Their 0.09 correlation means their historical movements had little consistent relationship. PFFR charges 0.45%/yr vs 0.48%/yr for COMT.
Performance
PFFR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PFFR achieves a 2.85% return, which is significantly lower than COMT's 29.49% return.
PFFR
- 1D
- -0.44%
- 1M
- 0.29%
- 6M
- 1.42%
- YTD
- 2.85%
- 1Y
- 3.99%
- 3Y*
- 8.60%
- 5Y*
- 0.99%
- 10Y*
- —
- ALL TIME*
- 3.40%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $783.15K | $723.76K | $619.25K |
PFFR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFFR InfraCap REIT Preferred ETF | 2.85% | 5.36% | 7.12% | 21.04% | -23.90% | 6.76% | 0.19% | 20.28% | -7.45% | 7.82% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 10.54% |
Correlation
The correlation between PFFR and COMT is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2017 | 0.09 |
The correlation between PFFR and COMT shifts across timeframes, from -0.17 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PFFR vs. COMT — Risk / Return Rank
PFFR
COMT
PFFR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) 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.
| PFFR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.91 | -1.30 |
| Martin ratioReturn relative to average drawdown | 1.37 | 5.84 | -4.46 |
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Drawdowns
PFFR vs. COMT - Drawdown Comparison
The maximum PFFR drawdown since its inception was -53.02%, roughly equal to the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PFFR and COMT.
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Drawdown Indicators
| PFFR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.02% | -51.89% | -1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -17.57% | +11.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.16% | -17.57% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.80% | -29.00% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -1.09% | -11.75% | +10.66% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -23.89% | +16.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 5.75% | -2.83% |
Volatility
PFFR vs. COMT - Volatility Comparison
The current volatility for InfraCap REIT Preferred ETF (PFFR) is 2.21%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that PFFR 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
| PFFR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 5.13% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.28% | 18.95% | -12.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.07% | 21.64% | -13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.54% | 21.09% | -10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 18.86% | +1.51% |
PFFR vs. COMT - Expense Ratio Comparison
PFFR has a 0.45% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
PFFR vs. COMT - Dividend Comparison
PFFR's dividend yield for the trailing twelve months is around 8.27%, more than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PFFR InfraCap REIT Preferred ETF | 8.27% | 7.99% | 7.78% | 7.72% | 8.60% | 6.08% | 6.11% | 5.77% | 6.48% | 6.59% | 0.00% | 0.00% |
Frequently Asked Questions
PFFR 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 (5.13%) compared to PFFR (2.21%). In terms of maximum drawdown, PFFR dropped -53.02% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.85% vs 0.99% for PFFR. On fees, PFFR is cheaper at 0.45% per year. On volatility, PFFR has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 11.85% return vs 0.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PFFR is cheaper with a 0.45% expense ratio, compared with 0.48% for COMT.
PFFR has the higher dividend yield at 8.27%, compared with 5.98% for COMT.
PFFR is categorized as REIT, while COMT is Commodities. PFFR tracks Indxx REIT Preferred Stock Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Virtus and iShares. Their fees differ too: 0.45% for PFFR and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.50), 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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