ROAM vs. COMT
ROAM (Hartford Multifactor Emerging Markets ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - ROAM is a Emerging Markets Equities fund tracking the Hartford Multifactor Emerging Markets Equity Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, ROAM returned 8.67%/yr vs 8.27%/yr for COMT. At a 0.32 correlation, their price movements are largely independent. ROAM charges 0.44%/yr vs 0.48%/yr for COMT.
Performance
ROAM vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, ROAM achieves a 20.35% return, which is significantly lower than COMT's 29.95% return. Both investments have delivered pretty close results over the past 10 years, with ROAM having a 8.67% annualized return and COMT not far behind at 8.27%.
ROAM
- 1D
- 0.72%
- 1M
- -3.03%
- 6M
- 15.89%
- YTD
- 20.35%
- 1Y
- 35.01%
- 3Y*
- 21.39%
- 5Y*
- 11.39%
- 10Y*
- 8.67%
COMT
- 1D
- 0.59%
- 1M
- -0.52%
- 6M
- 24.58%
- YTD
- 29.95%
- 1Y
- 33.06%
- 3Y*
- 12.33%
- 5Y*
- 11.81%
- 10Y*
- 8.27%
ROAM vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROAM Hartford Multifactor Emerging Markets ETF | 20.35% | 32.08% | 6.21% | 21.28% | -14.78% | 9.32% | 2.24% | 8.89% | -12.24% | 27.69% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.95% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between ROAM and COMT is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015 | 0.32 |
The correlation between ROAM and COMT shifts across timeframes, from -0.11 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROAM vs. COMT — Risk / Return Rank
ROAM
COMT
ROAM vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) 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.
| ROAM | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 1.89 | +1.66 |
| Martin ratioReturn relative to average drawdown | 11.51 | 6.43 | +5.08 |
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Drawdowns
ROAM vs. COMT - Drawdown Comparison
The maximum ROAM drawdown since its inception was -45.47%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ROAM and COMT.
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Drawdown Indicators
| ROAM | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.47% | -51.89% | +6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -17.57% | +7.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.79% | -17.57% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -29.00% | +1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -45.47% | -39.22% | -6.25% |
Current DrawdownCurrent decline from peak | -6.82% | -11.44% | +4.62% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -23.96% | +12.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 5.15% | -2.10% |
Volatility
ROAM vs. COMT - Volatility Comparison
Hartford Multifactor Emerging Markets ETF (ROAM) has a higher volatility of 6.98% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 6.15%. This indicates that ROAM's price experiences larger fluctuations and is considered to be riskier 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
| ROAM | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 6.15% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.45% | 19.69% | -4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 21.56% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 21.20% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 18.86% | -0.96% |
ROAM vs. COMT - Expense Ratio Comparison
ROAM has a 0.44% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
ROAM vs. COMT - Dividend Comparison
ROAM's dividend yield for the trailing twelve months is around 2.43%, less than COMT's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.96% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
ROAM Hartford Multifactor Emerging Markets ETF | 2.43% | 3.17% | 4.15% | 5.40% | 5.23% | 4.22% | 3.04% | 3.55% | 2.54% | 1.84% | 1.89% | 2.25% |
Frequently Asked Questions
ROAM and COMT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROAM has higher volatility (6.98%) compared to COMT (6.15%). In terms of maximum drawdown, ROAM dropped -45.47% vs COMT's -51.89%.
On 10-year performance, ROAM leads with 8.67% vs 8.27% for COMT. On fees, ROAM is cheaper at 0.44% per year. On volatility, COMT has been the lower-risk option at 6.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ROAM has performed better with a 8.67% return vs 8.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROAM is cheaper with a 0.44% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.96%, compared with 2.43% for ROAM.
ROAM is categorized as Emerging Markets Equities, while COMT is Commodities. ROAM tracks Hartford Multifactor Emerging Markets Equity Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Hartford and iShares. Their fees differ too: 0.44% for ROAM and 0.48% for COMT.
ROAM currently has the higher Sharpe Ratio (2.06 vs 1.54), 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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