RHRX vs. COMT

Last updated Jun 4, 2026

RHRX (RH Tactical Rotation ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - RHRX is a Tactical Allocation fund actively managed by Adaptive, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past 3 years, RHRX returned 22.87%/yr vs 16.86%/yr for COMT. At a 0.10 correlation, their price movements are largely independent. RHRX charges 1.36%/yr vs 0.48%/yr for COMT.

Performance

RHRX vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RH Tactical Rotation ETF (RHRX) 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, RHRX achieves a 21.30% return, which is significantly lower than COMT's 39.67% return.

RHRX

• 1D: -0.34%
• 1M: 6.95%
• YTD: 21.30%
• 6M: 21.26%
• 1Y: 40.94%
• 3Y*: 22.87%
• 5Y*: —
• 10Y*: —

COMT

• 1D: 0.78%
• 1M: -4.35%
• YTD: 39.67%
• 6M: 39.06%
• 1Y: 47.51%
• 3Y*: 16.86%
• 5Y*: 13.50%
• 10Y*: 9.09%

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

RHRX vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RHRX RH Tactical Rotation ETF	21.30%	16.70%	22.21%	10.28%	-20.05%	1.33%
COMT iShares Commodities Select Strategy ETF	39.67%	6.07%	5.96%	-6.56%	19.45%	-2.60%

Correlation

The correlation between RHRX and COMT is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021	0.10

The correlation between RHRX and COMT shifts across timeframes, from -0.16 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

RHRX vs. COMT - Sectors Allocation Comparison

Sectors	RHRX	COMT
Technology	39.3%	-
Industrials	17.4%	-
Basic Materials	15.8%	-
Consumer Cyclical	6.7%	-
Communication Services	6.3%	-
Financial Services	4.9%	100.0%
Healthcare	3.3%	-
Utilities	3.3%	-
Consumer Defensive	1.5%	-
Energy	0.9%	-
Real Estate	0.6%	-

Return for Risk

RHRX vs. COMT — Risk / Return Rank

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

RHRX

RHRX Risk / Return Rank: 90
RHRX Sharpe Ratio Rank: 90
RHRX Sortino Ratio Rank: 90
RHRX Omega Ratio Rank: 87
RHRX Calmar Ratio Rank: 91
RHRX Martin Ratio Rank: 92

COMT

COMT Risk / Return Rank: 71
COMT Sharpe Ratio Rank: 66
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

RHRX vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RH Tactical Rotation ETF (RHRX) 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.

	RHRX	COMT	Difference
Sharpe ratio Return per unit of total volatility	3.12	2.24	+0.88
Sortino ratio Return per unit of downside risk	4.21	2.88	+1.33
Omega ratio Gain probability vs. loss probability	1.54	1.40	+0.14
Calmar ratio Return relative to maximum drawdown	6.02	5.95	+0.07
Martin ratio Return relative to average drawdown	23.61	14.11	+9.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RHRX vs. COMT - Sharpe Ratio Comparison

The current RHRX Sharpe Ratio is 3.12, which is higher than the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of RHRX 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

	RHRX	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.12	2.24	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.20	+0.32

Drawdowns

RHRX vs. COMT - Drawdown Comparison

The maximum RHRX drawdown since its inception was -25.33%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RHRX and COMT.

Drawdown Indicators

	RHRX	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-25.33%	-51.89%	+26.56%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-8.02%	+1.19%
Max Drawdown (3Y) Largest decline over 3 years	-21.90%	-13.31%	-8.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	-0.34%	-4.82%	+4.48%
Average Drawdown Average peak-to-trough decline	-8.95%	-24.07%	+15.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	3.38%	-1.64%

Volatility

RHRX vs. COMT - Volatility Comparison

The current volatility for RH Tactical Rotation ETF (RHRX) is 4.35%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that RHRX 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

	RHRX	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	7.37%	-3.02%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	18.80%	-9.07%
Volatility (1Y) Calculated over the trailing 1-year period	13.19%	21.29%	-8.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.03%	21.06%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.03%	18.89%	+0.14%

RHRX vs. COMT - Expense Ratio Comparison

RHRX has a 1.36% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

RHRX vs. COMT - Dividend Comparison

RHRX has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.54%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.54%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
RHRX RH Tactical Rotation 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

Can I hold both RHRX and COMT in my portfolio?

RHRX and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RHRX or COMT?

COMT has higher volatility (7.37%) compared to RHRX (4.35%). In terms of maximum drawdown, RHRX dropped -25.33% vs COMT's -51.89%.

Which ETF is better, RHRX or COMT?

On 3-year performance, RHRX leads with 22.87% vs 16.86% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, RHRX has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RHRX or COMT?

Over the 3-year period, RHRX has performed better with a 22.87% return vs 16.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RHRX or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 1.36% for RHRX.

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

COMT has the higher dividend yield at 5.54%, compared with 0.00% for RHRX.

What is the main difference between RHRX and COMT?

RHRX is categorized as Tactical Allocation, while COMT is Commodities. They also come from different issuers: Adaptive and iShares. Their fees differ too: 1.36% for RHRX and 0.48% for COMT.

Which has better risk-adjusted returns?

RHRX currently has the higher Sharpe Ratio (3.12 vs 2.24), 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.