PSCF vs. COMB
PSCF (Invesco S&P SmallCap Financials ETF) and COMB (GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF) are both exchange-traded funds - PSCF is a Financials Equities fund tracking the S&P SmallCap 600 Financials Index, while COMB is a Commodities fund actively managed by GraniteShares. PSCF is passively managed, while COMB is actively managed. Over the past 5 years, PSCF returned 5.66%/yr vs 9.83%/yr for COMB. At a 0.16 correlation, their price movements are largely independent. PSCF charges 0.29%/yr vs 0.25%/yr for COMB.
Performance
PSCF vs. COMB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PSCF achieves a 15.66% return, which is significantly lower than COMB's 17.53% return.
PSCF
- 1D
- 0.27%
- 1M
- 3.34%
- 6M
- 12.09%
- YTD
- 15.66%
- 1Y
- 20.98%
- 3Y*
- 18.03%
- 5Y*
- 5.66%
- 10Y*
- 7.53%
COMB
- 1D
- 0.00%
- 1M
- -1.59%
- 6M
- 14.82%
- YTD
- 17.53%
- 1Y
- 25.91%
- 3Y*
- 11.95%
- 5Y*
- 9.83%
- 10Y*
- —
PSCF vs. COMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSCF Invesco S&P SmallCap Financials ETF | 15.66% | 6.19% | 15.50% | 6.02% | -19.34% | 27.82% | -9.07% | 23.13% | -8.43% | 11.49% |
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 17.53% | 15.12% | 5.24% | -7.75% | 14.56% | 26.34% | -2.95% | 7.02% | -11.41% | 4.98% |
Correlation
The correlation between PSCF and COMB is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.16 |
The correlation between PSCF and COMB shifts across timeframes, from -0.19 (1 year) to 0.16 (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
PSCF vs. COMB — Risk / Return Rank
PSCF
COMB
PSCF vs. COMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Financials ETF (PSCF) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.
| PSCF | COMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.82 | +0.20 |
| Martin ratioReturn relative to average drawdown | 5.39 | 6.14 | -0.75 |
Loading charts...
Drawdowns
PSCF vs. COMB - Drawdown Comparison
The maximum PSCF drawdown since its inception was -45.46%, which is greater than COMB's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for PSCF and COMB.
Loading charts...
Drawdown Indicators
| PSCF | COMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.46% | -33.50% | -11.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -14.84% | +4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -24.34% | -14.84% | -9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -36.77% | -26.63% | -10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -11.35% | +10.54% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -12.05% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.40% | -0.68% |
Volatility
PSCF vs. COMB - Volatility Comparison
Invesco S&P SmallCap Financials ETF (PSCF) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) have volatilities of 4.23% and 4.24%, 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.
Loading charts...
Volatility by Period
| PSCF | COMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.24% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 15.09% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 17.38% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.36% | 16.69% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.73% | 15.15% | +9.58% |
PSCF vs. COMB - Expense Ratio Comparison
PSCF has a 0.29% expense ratio, which is higher than COMB's 0.25% expense ratio.
Dividends
PSCF vs. COMB - Dividend Comparison
PSCF's dividend yield for the trailing twelve months is around 2.17%, less than COMB's 7.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.70% | 9.05% | 2.48% | 6.57% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% | 0.00% | 0.00% |
PSCF Invesco S&P SmallCap Financials ETF | 2.17% | 2.09% | 2.48% | 3.32% | 2.93% | 1.83% | 3.57% | 4.27% | 4.21% | 2.26% | 3.01% | 2.37% |
Frequently Asked Questions
PSCF and COMB have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMB has higher volatility (4.24%) compared to PSCF (4.23%). In terms of maximum drawdown, PSCF dropped -45.46% vs COMB's -33.50%.
On 5-year performance, COMB leads with 9.83% vs 5.66% for PSCF. On fees, COMB is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMB has performed better with a 9.83% return vs 5.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMB is cheaper with a 0.25% expense ratio, compared with 0.29% for PSCF.
COMB has the higher dividend yield at 7.70%, compared with 2.17% for PSCF.
PSCF is categorized as Financials Equities, while COMB is Commodities. They also come from different issuers: Invesco and GraniteShares. Their fees differ too: 0.29% for PSCF and 0.25% for COMB.
COMB currently has the higher Sharpe Ratio (1.56 vs 1.16), 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.
Find the right allocation for PSCF and COMB
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