PJFV vs. COMT
PJFV (PGIM Jennison Focused Value ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PJFV is a Large Cap Value Equities fund actively managed by PGIM, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. PJFV is actively managed, while COMT is passively managed. Over the past 3 years, PJFV returned 24.95%/yr vs 10.63%/yr for COMT. Their 0.11 correlation means their historical movements had little consistent relationship. PJFV charges 0.75%/yr vs 0.48%/yr for COMT.
Performance
PJFV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PJFV achieves a 22.66% return, which is significantly lower than COMT's 29.49% return.
PJFV
- 1D
- -0.44%
- 1M
- 2.59%
- 6M
- 16.90%
- YTD
- 22.66%
- 1Y
- 35.19%
- 3Y*
- 24.95%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.14%
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 | |
| $1.95M | $1.88M | $1.60M |
PJFV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PJFV PGIM Jennison Focused Value ETF | 22.66% | 18.65% | 24.13% | 18.52% | -3.25% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | 1.55% |
Correlation
The correlation between PJFV and COMT is -0.14, 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. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.11 |
The correlation between PJFV and COMT shifts across timeframes, from -0.14 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PJFV vs. COMT — Risk / Return Rank
PJFV
COMT
PJFV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Value ETF (PJFV) 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.
| PJFV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.27 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.83 | 1.91 | +2.92 |
| Martin ratioReturn relative to average drawdown | 20.45 | 5.84 | +14.61 |
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Drawdowns
PJFV vs. COMT - Drawdown Comparison
The maximum PJFV drawdown since its inception was -18.15%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PJFV and COMT.
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Drawdown Indicators
| PJFV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -51.89% | +33.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -17.57% | +10.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -17.57% | -0.58% |
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 | -0.44% | -11.75% | +11.31% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -23.89% | +21.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 5.75% | -4.02% |
Volatility
PJFV vs. COMT - Volatility Comparison
The current volatility for PGIM Jennison Focused Value ETF (PJFV) is 3.94%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that PJFV 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
| PJFV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.13% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 18.95% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 21.64% | -8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 21.09% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.13% | 18.86% | -4.73% |
PJFV vs. COMT - Expense Ratio Comparison
PJFV has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PJFV vs. COMT - Dividend Comparison
PJFV's dividend yield for the trailing twelve months is around 0.56%, less 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% |
PJFV PGIM Jennison Focused Value ETF | 0.56% | 0.68% | 1.31% | 1.20% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PJFV and COMT have a correlation of -0.14, 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 PJFV (3.94%). In terms of maximum drawdown, PJFV dropped -18.15% vs COMT's -51.89%.
On 3-year performance, PJFV leads with 24.95% vs 10.63% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, PJFV has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, PJFV has performed better with a 24.95% return vs 10.63%. 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 0.75% for PJFV.
COMT has the higher dividend yield at 5.98%, compared with 0.56% for PJFV.
PJFV is categorized as Large Cap Value Equities, while COMT is Commodities. They also come from different issuers: PGIM and iShares. Their fees differ too: 0.75% for PJFV and 0.48% for COMT.
PJFV currently has the higher Sharpe Ratio (2.71 vs 1.55), 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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