ROCY vs. PIT

Last updated Jun 25, 2026

ROCY (JPMorgan Equity Premium Yield ETF) and PIT (VanEck Commodity Strategy ETF) are both exchange-traded funds - ROCY is a Derivative Income fund actively managed by JPMorgan, while PIT is a Commodities fund actively managed by VanEck. Both are actively managed. At a correlation of -0.32, they often move in opposite directions. ROCY charges 0.35%/yr vs 0.55%/yr for PIT.

Performance

ROCY vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Yield ETF (ROCY) and VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ROCY

• 1D: -0.45%
• 1M: -0.59%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PIT

• 1D: -2.37%
• 1M: -13.88%
• YTD: 22.64%
• 6M: 20.86%
• 1Y: 39.22%
• 3Y*: 18.03%
• 5Y*: —
• 10Y*: —

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

ROCY vs. PIT - Yearly Performance Comparison

	2026 (YTD)
ROCY JPMorgan Equity Premium Yield ETF	8.90%
PIT VanEck Commodity Strategy ETF	-10.32%

Correlation

The correlation between ROCY and PIT is -0.32, 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 (All Time) Calculated using the full available price history since Mar 19, 2026	-0.32

Return for Risk

ROCY vs. PIT — Risk / Return Rank

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

ROCY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PIT

PIT Risk / Return Rank: 59
PIT Sharpe Ratio Rank: 62
PIT Sortino Ratio Rank: 55
PIT Omega Ratio Rank: 60
PIT Calmar Ratio Rank: 52
PIT Martin Ratio Rank: 64

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.

ROCY vs. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Yield ETF (ROCY) and VanEck Commodity Strategy ETF (PIT). 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.

	ROCY	PIT	Difference
Sharpe ratio: Return per unit of total volatility	—	1.83	—
Sortino ratio: Return per unit of downside risk	—	2.37	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.29	—
Martin ratio: Return relative to average drawdown	—	10.32	—

Drawdowns

ROCY vs. PIT - Drawdown Comparison

The maximum ROCY drawdown since its inception was -3.53%, smaller than the maximum PIT drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for ROCY and PIT.

Drawdown Indicators

	ROCY	PIT	Difference
Max Drawdown Largest peak-to-trough decline	-3.53%	-17.20%	+13.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.20%	—
Current Drawdown Current decline from peak	-2.32%	-17.20%	+14.88%
Average Drawdown Average peak-to-trough decline	-0.59%	-4.10%	+3.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.81%	—

Volatility

Volatility by Period

	ROCY	PIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.30%	21.68%	-9.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.30%	17.54%	-5.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.30%	17.54%	-5.24%

ROCY vs. PIT - Expense Ratio Comparison

ROCY has a 0.35% expense ratio, which is lower than PIT's 0.55% expense ratio.

Dividends

ROCY vs. PIT - Dividend Comparison

ROCY's dividend yield for the trailing twelve months is around 1.66%, less than PIT's 7.27% yield.

Position	TTM	2025	2024	2023
PIT VanEck Commodity Strategy ETF	7.27%	8.92%	3.59%	6.44%
ROCY JPMorgan Equity Premium Yield ETF	1.66%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROCY and PIT in my portfolio?

ROCY and PIT have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROCY or PIT?

On fees, ROCY is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ROCY or PIT?

ROCY is cheaper with a 0.35% expense ratio, compared with 0.55% for PIT.

Which ETF pays a higher dividend yield, ROCY or PIT?

PIT has the higher dividend yield at 7.27%, compared with 1.66% for ROCY.

What is the main difference between ROCY and PIT?

ROCY is categorized as Derivative Income, while PIT is Commodities. They also come from different issuers: JPMorgan and VanEck. Their fees differ too: 0.35% for ROCY and 0.55% for PIT.