RSMC vs. COMT
RSMC (Rockefeller U.S. Small-Mid Cap ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - RSMC is a Small Cap Growth Equities fund actively managed by Rockefeller, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, RSMC returned 10.02% vs 47.51% for COMT. At a correlation of -0.06, they often move in opposite directions. RSMC charges 0.75%/yr vs 0.48%/yr for COMT.
Performance
RSMC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RSMC achieves a 10.85% return, which is significantly lower than COMT's 39.67% return.
RSMC
- 1D
- -0.07%
- 1M
- 2.49%
- YTD
- 10.85%
- 6M
- 8.72%
- 1Y
- 10.02%
- 3Y*
- —
- 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%
RSMC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RSMC Rockefeller U.S. Small-Mid Cap ETF | 10.85% | -1.02% | 0.68% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | -2.38% |
Correlation
The correlation between RSMC and COMT is -0.20, 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 | -0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024 | -0.06 |
The correlation between RSMC and COMT shifts across timeframes, from -0.20 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSMC vs. COMT — Risk / Return Rank
RSMC
COMT
RSMC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockefeller U.S. Small-Mid Cap ETF (RSMC) 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.
| RSMC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 5.95 | -4.99 |
| Martin ratioReturn relative to average drawdown | 2.87 | 14.11 | -11.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSMC | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.24 | -1.66 |
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 | 0.31 | 0.20 | +0.11 |
Drawdowns
RSMC vs. COMT - Drawdown Comparison
The maximum RSMC drawdown since its inception was -22.33%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RSMC and COMT.
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Drawdown Indicators
| RSMC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.33% | -51.89% | +29.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -8.02% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.31% | — |
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 | -2.03% | -4.82% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -24.07% | +18.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.38% | +0.12% |
Volatility
RSMC vs. COMT - Volatility Comparison
The current volatility for Rockefeller U.S. Small-Mid Cap ETF (RSMC) is 4.81%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that RSMC 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
| RSMC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 7.37% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 18.80% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 21.29% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 21.06% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 18.89% | +1.49% |
RSMC vs. COMT - Expense Ratio Comparison
RSMC has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
RSMC vs. COMT - Dividend Comparison
RSMC 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% |
RSMC Rockefeller U.S. Small-Mid Cap 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
RSMC and COMT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to RSMC (4.81%). In terms of maximum drawdown, RSMC dropped -22.33% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs 10.02% for RSMC. On fees, COMT is cheaper at 0.48% per year. On volatility, RSMC has been the lower-risk option at 4.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 47.51% return vs 10.02%. 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 0.75% for RSMC.
COMT has the higher dividend yield at 5.54%, compared with 0.00% for RSMC.
RSMC is categorized as Small Cap Growth Equities, while COMT is Commodities. They also come from different issuers: Rockefeller and iShares. Their fees differ too: 0.75% for RSMC and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs 0.59), 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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