RFCI vs. COMT
RFCI (RiverFront Dynamic Core Income ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RFCI is a Multisector Bonds fund actively managed by SS&C, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. RFCI is actively managed, while COMT is passively managed. Over the past 10 years, RFCI returned 2.08%/yr vs 7.96%/yr for COMT. At a correlation of -0.11, they often move in opposite directions. RFCI charges 0.54%/yr vs 0.48%/yr for COMT.
Performance
RFCI vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RFCI achieves a 0.35% return, which is significantly lower than COMT's 23.88% return. Over the past 10 years, RFCI has underperformed COMT with an annualized return of 2.08%, while COMT has yielded a comparatively higher 7.96% annualized return.
RFCI
- 1D
- 0.11%
- 1M
- 0.56%
- YTD
- 0.35%
- 6M
- 0.55%
- 1Y
- 3.92%
- 3Y*
- 4.63%
- 5Y*
- 1.21%
- 10Y*
- 2.08%
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
RFCI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFCI RiverFront Dynamic Core Income ETF | 0.35% | 6.85% | 2.64% | 5.97% | -9.27% | -1.48% | 6.48% | 8.69% | -1.30% | 3.14% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between RFCI and COMT is -0.34, 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 | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016 | -0.11 |
Over the past year, the inverse relationship between RFCI and COMT has strengthened: their correlation has moved from -0.11 to -0.34, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
RFCI vs. COMT — Risk / Return Rank
RFCI
COMT
RFCI vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic Core Income ETF (RFCI) 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.
| RFCI | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.63 | -0.14 |
| Martin ratioReturn relative to average drawdown | 4.24 | 6.99 | -2.75 |
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Drawdowns
RFCI vs. COMT - Drawdown Comparison
The maximum RFCI drawdown since its inception was -14.18%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RFCI and COMT.
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Drawdown Indicators
| RFCI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.18% | -51.89% | +37.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -15.58% | +12.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.10% | -15.58% | +10.48% |
Max Drawdown (5Y)Largest decline over 5 years | -13.46% | -29.00% | +15.54% |
Max Drawdown (10Y)Largest decline over 10 years | -14.18% | -39.22% | +25.04% |
Current DrawdownCurrent decline from peak | -1.16% | -15.58% | +14.42% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -24.00% | +20.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 3.65% | -2.72% |
Volatility
RFCI vs. COMT - Volatility Comparison
The current volatility for RiverFront Dynamic Core Income ETF (RFCI) is 1.00%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that RFCI 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
| RFCI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 5.02% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 19.24% | -16.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 21.45% | -17.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.13% | 21.13% | -16.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 18.86% | -13.92% |
RFCI vs. COMT - Expense Ratio Comparison
RFCI has a 0.54% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
RFCI vs. COMT - Dividend Comparison
RFCI's dividend yield for the trailing twelve months is around 4.55%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
RFCI RiverFront Dynamic Core Income ETF | 4.55% | 4.55% | 4.30% | 3.55% | 2.26% | 3.45% | 2.04% | 2.66% | 2.76% | 2.03% | 1.97% | 0.00% |
Frequently Asked Questions
RFCI and COMT have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to RFCI (1.00%). In terms of maximum drawdown, RFCI dropped -14.18% vs COMT's -51.89%.
On 10-year performance, COMT leads with 7.96% vs 2.08% for RFCI. On fees, COMT is cheaper at 0.48% per year. On volatility, RFCI has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 7.96% return vs 2.08%. 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 0.54% for RFCI.
COMT has the higher dividend yield at 6.25%, compared with 4.55% for RFCI.
RFCI is categorized as Multisector Bonds, while COMT is Commodities. They also come from different issuers: SS&C and iShares. Their fees differ too: 0.54% for RFCI and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.20 vs 1.12), 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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