RUNN vs. COMT
RUNN (Running Oak Efficient Growth ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RUNN is a Mid Cap Blend Equities fund actively managed by Running Oak Capital, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. RUNN is actively managed, while COMT is passively managed. Over the past 3 years, RUNN returned 8.24%/yr vs 12.71%/yr for COMT. At a correlation of -0.05, they often move in opposite directions. RUNN charges 0.58%/yr vs 0.48%/yr for COMT.
Performance
RUNN vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RUNN achieves a 0.55% return, which is significantly lower than COMT's 30.19% return.
RUNN
- 1D
- 1.79%
- 1M
- 2.88%
- 6M
- -4.15%
- YTD
- 0.55%
- 1Y
- -0.13%
- 3Y*
- 8.24%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
RUNN vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RUNN Running Oak Efficient Growth ETF | 0.55% | 2.30% | 17.16% | 11.90% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | 1.11% |
Correlation
The correlation between RUNN 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 (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | -0.05 |
The correlation between RUNN and COMT shifts across timeframes, from -0.20 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RUNN vs. COMT — Risk / Return Rank
RUNN
COMT
RUNN vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Running Oak Efficient Growth ETF (RUNN) 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.
| RUNN | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.27 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 1.90 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.03 | 6.35 | -6.37 |
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Drawdowns
RUNN vs. COMT - Drawdown Comparison
The maximum RUNN drawdown since its inception was -16.83%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RUNN and COMT.
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Drawdown Indicators
| RUNN | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.83% | -51.89% | +35.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -17.57% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -17.57% | +0.74% |
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 | -4.52% | -11.28% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -23.95% | +20.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 5.24% | -0.26% |
Volatility
RUNN vs. COMT - Volatility Comparison
The current volatility for Running Oak Efficient Growth ETF (RUNN) is 4.43%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that RUNN 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
| RUNN | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.91% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 19.67% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 21.54% | -8.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 21.20% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 18.85% | -5.02% |
RUNN vs. COMT - Expense Ratio Comparison
RUNN has a 0.58% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
RUNN vs. COMT - Dividend Comparison
RUNN's dividend yield for the trailing twelve months is around 0.55%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
RUNN Running Oak Efficient Growth ETF | 0.55% | 0.55% | 0.39% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RUNN 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 (5.91%) compared to RUNN (4.43%). In terms of maximum drawdown, RUNN dropped -16.83% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.71% vs 8.24% for RUNN. On fees, COMT is cheaper at 0.48% per year. On volatility, RUNN has been the lower-risk option at 4.43%. 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 12.71% return vs 8.24%. 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 0.58% for RUNN.
COMT has the higher dividend yield at 5.95%, compared with 0.55% for RUNN.
RUNN is categorized as Mid Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Running Oak Capital and iShares. Their fees differ too: 0.58% for RUNN and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.01), 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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