RMIF vs. COMT
RMIF (LHA Risk-Managed Income ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RMIF is a Multisector Bonds fund actively managed by Little Harbor Advisors, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. RMIF is actively managed, while COMT is passively managed. Over the past 3 years, RMIF returned 4.86%/yr vs 12.01%/yr for COMT. At a correlation of -0.01, they often move in opposite directions. RMIF charges 1.38%/yr vs 0.48%/yr for COMT.
Performance
RMIF vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RMIF achieves a -0.77% return, which is significantly lower than COMT's 23.88% return.
RMIF
- 1D
- -0.09%
- 1M
- 0.33%
- YTD
- -0.77%
- 6M
- -0.62%
- 1Y
- 2.72%
- 3Y*
- 4.86%
- 5Y*
- —
- 10Y*
- —
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%
RMIF vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RMIF LHA Risk-Managed Income ETF | -0.77% | 4.36% | 7.00% | 4.09% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | 1.66% |
Correlation
The correlation between RMIF and COMT is -0.23, 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 | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023 | -0.01 |
Over the past year, the inverse relationship between RMIF and COMT has strengthened: their correlation has moved from -0.01 to -0.23, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
RMIF vs. COMT — Risk / Return Rank
RMIF
COMT
RMIF vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LHA Risk-Managed Income ETF (RMIF) 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.
| RMIF | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.63 | -0.47 |
| Martin ratioReturn relative to average drawdown | 3.02 | 6.99 | -3.97 |
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Drawdowns
RMIF vs. COMT - Drawdown Comparison
The maximum RMIF drawdown since its inception was -3.01%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RMIF and COMT.
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Drawdown Indicators
| RMIF | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.01% | -51.89% | +48.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.37% | -15.58% | +13.21% |
Max Drawdown (3Y)Largest decline over 3 years | -3.01% | -15.58% | +12.57% |
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 | -1.23% | -15.58% | +14.35% |
Average DrawdownAverage peak-to-trough decline | -0.40% | -24.00% | +23.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 3.65% | -2.75% |
Volatility
RMIF vs. COMT - Volatility Comparison
The current volatility for LHA Risk-Managed Income ETF (RMIF) is 0.62%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that RMIF 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
| RMIF | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 5.02% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.00% | 19.24% | -17.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.65% | 21.45% | -18.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.59% | 21.13% | -18.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.59% | 18.86% | -16.27% |
RMIF vs. COMT - Expense Ratio Comparison
RMIF has a 1.38% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
RMIF vs. COMT - Dividend Comparison
RMIF's dividend yield for the trailing twelve months is around 5.29%, 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% |
RMIF LHA Risk-Managed Income ETF | 5.29% | 5.70% | 6.61% | 3.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RMIF and COMT have a correlation of -0.23, 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 RMIF (0.62%). In terms of maximum drawdown, RMIF dropped -3.01% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.01% vs 4.86% for RMIF. On fees, COMT is cheaper at 0.48% per year. On volatility, RMIF has been the lower-risk option at 0.62%. 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 12.01% return vs 4.86%. 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 1.38% for RMIF.
COMT has the higher dividend yield at 6.25%, compared with 5.29% for RMIF.
RMIF is categorized as Multisector Bonds, while COMT is Commodities. They also come from different issuers: Little Harbor Advisors and iShares. Their fees differ too: 1.38% for RMIF and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.20 vs 1.04), 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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