SCHJ vs. COMT
SCHJ (Schwab 1-5 Year Corporate Bond ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SCHJ is a Corporate Bonds fund tracking the Bloomberg US Corporate (1-5 Y), while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, SCHJ returned 2.37%/yr vs 11.75%/yr for COMT. At a correlation of -0.05, they often move in opposite directions. SCHJ charges 0.05%/yr vs 0.48%/yr for COMT.
Performance
SCHJ vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SCHJ achieves a 0.87% return, which is significantly lower than COMT's 30.19% return.
SCHJ
- 1D
- -0.04%
- 1M
- -0.01%
- 6M
- 0.87%
- YTD
- 0.87%
- 1Y
- 3.99%
- 3Y*
- 5.50%
- 5Y*
- 2.37%
- 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%
SCHJ vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.87% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 8.71% |
Correlation
The correlation between SCHJ and COMT is -0.35, 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 | -0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2019 | -0.05 |
Over the past year, the inverse relationship between SCHJ and COMT has strengthened: their correlation has moved from -0.05 to -0.35, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
SCHJ vs. COMT — Risk / Return Rank
SCHJ
COMT
SCHJ vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) 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.
| SCHJ | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 1.90 | +0.82 |
| Martin ratioReturn relative to average drawdown | 10.46 | 6.35 | +4.11 |
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Drawdowns
SCHJ vs. COMT - Drawdown Comparison
The maximum SCHJ drawdown since its inception was -13.62%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SCHJ and COMT.
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Drawdown Indicators
| SCHJ | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.62% | -51.89% | +38.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -17.57% | +16.10% |
Max Drawdown (3Y)Largest decline over 3 years | -1.47% | -17.57% | +16.10% |
Max Drawdown (5Y)Largest decline over 5 years | -9.43% | -29.00% | +19.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.20% | -11.28% | +11.08% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -23.95% | +22.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 5.24% | -4.86% |
Volatility
SCHJ vs. COMT - Volatility Comparison
The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.69%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that SCHJ 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
| SCHJ | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 5.91% | -5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 19.67% | -18.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 21.54% | -19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.95% | 21.20% | -18.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.11% | 18.85% | -14.74% |
SCHJ vs. COMT - Expense Ratio Comparison
SCHJ has a 0.05% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
SCHJ vs. COMT - Dividend Comparison
SCHJ's dividend yield for the trailing twelve months is around 4.49%, 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% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.49% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCHJ and COMT have a correlation of -0.35, 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 SCHJ (0.69%). In terms of maximum drawdown, SCHJ dropped -13.62% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.75% vs 2.37% for SCHJ. On fees, SCHJ is cheaper at 0.05% per year. On volatility, SCHJ has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 11.75% return vs 2.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHJ is cheaper with a 0.05% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 4.49% for SCHJ.
SCHJ is categorized as Corporate Bonds, while COMT is Commodities. SCHJ tracks Bloomberg US Corporate (1-5 Y), while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.05% for SCHJ and 0.48% for COMT.
SCHJ currently has the higher Sharpe Ratio (2.08 vs 1.55), 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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