PSFO vs. COMT
PSFO (Pacer Swan SOS Flex (October) ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PSFO is a Options Trading fund actively managed by Pacer, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. PSFO is actively managed, while COMT is passively managed. Over the past 3 years, PSFO returned 12.12%/yr vs 12.71%/yr for COMT. At a 0.09 correlation, their price movements are largely independent. PSFO charges 0.60%/yr vs 0.48%/yr for COMT.
Performance
PSFO vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PSFO achieves a 7.49% return, which is significantly lower than COMT's 30.19% return.
PSFO
- 1D
- -0.23%
- 1M
- 0.78%
- 6M
- 6.58%
- YTD
- 7.49%
- 1Y
- 14.79%
- 3Y*
- 12.12%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
PSFO vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSFO Pacer Swan SOS Flex (October) ETF | 7.49% | 12.93% | 10.78% | 20.03% | -0.34% | 4.84% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 1.86% |
Correlation
The correlation between PSFO and COMT is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.09 |
The correlation between PSFO and COMT shifts across timeframes, from -0.13 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSFO vs. COMT — Risk / Return Rank
PSFO
COMT
PSFO vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (October) ETF (PSFO) 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.
| PSFO | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.90 | +0.96 |
| Martin ratioReturn relative to average drawdown | 13.55 | 6.35 | +7.21 |
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Drawdowns
PSFO vs. COMT - Drawdown Comparison
The maximum PSFO drawdown since its inception was -12.09%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PSFO and COMT.
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Drawdown Indicators
| PSFO | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.09% | -51.89% | +39.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.20% | -17.57% | +12.37% |
Max Drawdown (3Y)Largest decline over 3 years | -12.09% | -17.57% | +5.48% |
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 | -0.23% | -11.28% | +11.05% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -23.95% | +22.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 5.24% | -4.15% |
Volatility
PSFO vs. COMT - Volatility Comparison
The current volatility for Pacer Swan SOS Flex (October) ETF (PSFO) is 2.05%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that PSFO 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
| PSFO | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 5.91% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 5.83% | 19.67% | -13.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.43% | 21.54% | -14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.00% | 21.20% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.00% | 18.85% | -8.85% |
PSFO vs. COMT - Expense Ratio Comparison
PSFO has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PSFO vs. COMT - Dividend Comparison
PSFO has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PSFO Pacer Swan SOS Flex (October) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSFO and COMT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to PSFO (2.05%). In terms of maximum drawdown, PSFO dropped -12.09% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.71% vs 12.12% for PSFO. On fees, COMT is cheaper at 0.48% per year. On volatility, PSFO has been the lower-risk option at 2.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMT has performed better with a 12.71% return vs 12.12%. 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 0.60% for PSFO.
COMT has the higher dividend yield at 5.95%, compared with 0.00% for PSFO.
PSFO is categorized as Options Trading, while COMT is Commodities. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for PSFO and 0.48% for COMT.
PSFO currently has the higher Sharpe Ratio (2.00 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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