PTMC vs. COMT

Last updated Jun 6, 2026

PTMC (Pacer Trendpilot US Mid Cap ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - PTMC is a Mid Cap Blend Equities fund tracking the Pacer Trendpilot US Mid Cap Index, while COMT is a Commodities fund actively managed by iShares. PTMC is passively managed, while COMT is actively managed. Over the past 10 years, PTMC returned 5.91%/yr vs 8.45%/yr for COMT. At a 0.23 correlation, their price movements are largely independent. PTMC charges 0.60%/yr vs 0.48%/yr for COMT.

Performance

PTMC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Mid Cap ETF (PTMC) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTMC achieves a 12.33% return, which is significantly lower than COMT's 34.61% return. Over the past 10 years, PTMC has underperformed COMT with an annualized return of 5.91%, while COMT has yielded a comparatively higher 8.45% annualized return.

PTMC

• 1D: -1.91%
• 1M: -0.87%
• YTD: 12.33%
• 6M: 11.93%
• 1Y: 17.22%
• 3Y*: 9.60%
• 5Y*: 3.47%
• 10Y*: 5.91%

COMT

• 1D: -2.10%
• 1M: -3.15%
• YTD: 34.61%
• 6M: 32.76%
• 1Y: 41.55%
• 3Y*: 15.38%
• 5Y*: 12.66%
• 10Y*: 8.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PTMC vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PTMC Pacer Trendpilot US Mid Cap ETF	12.33%	-1.55%	13.22%	7.29%	-13.99%	12.42%	6.58%	1.04%	0.02%	17.79%
COMT iShares Commodities Select Strategy ETF	34.61%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between PTMC and COMT is -0.17, 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	-0.17
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.23

The correlation between PTMC and COMT shifts across timeframes, from -0.17 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

PTMC vs. COMT - Sectors Allocation Comparison

Sectors	PTMC	COMT
Industrials	23.6%	-
Technology	16.4%	-
Financial Services	15.1%	100.0%
Consumer Cyclical	10.8%	-
Healthcare	8.8%	-
Real Estate	7.0%	-
Basic Materials	4.9%	-
Consumer Defensive	4.8%	-
Energy	4.2%	-
Utilities	3.0%	-
Communication Services	1.4%	-

Return for Risk

PTMC vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTMC

PTMC Risk / Return Rank: 38
PTMC Sharpe Ratio Rank: 33
PTMC Sortino Ratio Rank: 35
PTMC Omega Ratio Rank: 34
PTMC Calmar Ratio Rank: 42
PTMC Martin Ratio Rank: 46

COMT

COMT Risk / Return Rank: 66
COMT Sharpe Ratio Rank: 59
COMT Sortino Ratio Rank: 55
COMT Omega Ratio Rank: 58
COMT Calmar Ratio Rank: 88
COMT Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PTMC vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) and iShares Commodities Select 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.

	PTMC	COMT	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.94	-0.81
Sortino ratio: Return per unit of downside risk	1.72	2.56	-0.83
Omega ratio: Gain probability vs. loss probability	1.21	1.35	-0.13
Calmar ratio: Return relative to maximum drawdown	1.94	5.05	-3.11
Martin ratio: Return relative to average drawdown	7.12	12.11	-5.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTMC vs. COMT - Sharpe Ratio Comparison

The current PTMC Sharpe Ratio is 1.13, which is lower than the COMT Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of PTMC and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PTMC	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	1.94	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.60	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.45	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.19	+0.31

Drawdowns

PTMC vs. COMT - Drawdown Comparison

The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PTMC and COMT.

Drawdown Indicators

	PTMC	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-20.53%	-51.89%	+31.36%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-8.27%	-0.62%
Max Drawdown (3Y) Largest decline over 3 years	-15.31%	-13.31%	-2.00%
Max Drawdown (5Y) Largest decline over 5 years	-16.93%	-29.00%	+12.07%
Max Drawdown (10Y) Largest decline over 10 years	-20.53%	-39.22%	+18.69%
Current Drawdown Current decline from peak	-1.91%	-8.27%	+6.36%
Average Drawdown Average peak-to-trough decline	-6.47%	-24.06%	+17.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	3.44%	-1.02%

Volatility

PTMC vs. COMT - Volatility Comparison

The current volatility for Pacer Trendpilot US Mid Cap ETF (PTMC) is 4.36%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 6.63%. This indicates that PTMC 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.

Volatility by Period

	PTMC	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	6.63%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	19.03%	-7.44%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	21.47%	-6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	21.08%	-7.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.99%	18.90%	-5.91%

PTMC vs. COMT - Expense Ratio Comparison

PTMC has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

PTMC vs. COMT - Dividend Comparison

PTMC's dividend yield for the trailing twelve months is around 1.64%, less than COMT's 5.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.75%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
PTMC Pacer Trendpilot US Mid Cap ETF	1.64%	1.84%	0.87%	1.92%	0.82%	0.12%	0.53%	1.40%	0.89%	0.67%	0.66%	0.00%

Frequently Asked Questions

Can I hold both PTMC and COMT in my portfolio?

PTMC 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.

Which is riskier, PTMC or COMT?

COMT has higher volatility (6.63%) compared to PTMC (4.36%). In terms of maximum drawdown, PTMC dropped -20.53% vs COMT's -51.89%.

Which ETF is better, PTMC or COMT?

On 10-year performance, COMT leads with 8.45% vs 5.91% for PTMC. On fees, COMT is cheaper at 0.48% per year. On volatility, PTMC has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTMC or COMT?

Over the 10-year period, COMT has performed better with a 8.45% return vs 5.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTMC or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 0.60% for PTMC.

Which ETF pays a higher dividend yield, PTMC or COMT?

COMT has the higher dividend yield at 5.75%, compared with 1.64% for PTMC.

What is the main difference between PTMC and COMT?

PTMC is categorized as Mid Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for PTMC and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (1.94 vs 1.13), 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.