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STNC vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STNC vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with STNC having a 13.06% return and CMDT slightly higher at 13.43%.


STNC

1D
-1.64%
1M
3.18%
YTD
13.06%
6M
12.47%
1Y
24.99%
3Y*
13.47%
5Y*
8.11%
10Y*

CMDT

1D
-1.14%
1M
-8.86%
YTD
13.43%
6M
13.42%
1Y
21.34%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STNC vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
STNC
Stance Equity ESG Large Cap Core ETF
13.06%10.33%8.92%7.31%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
13.43%12.78%6.93%5.37%

Correlation

The correlation between STNC and CMDT is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.02

The correlation between STNC and CMDT shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STNC vs. CMDT — Risk / Return Rank

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

STNC
STNC Risk / Return Rank: 6060
Overall Rank
STNC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
STNC Sortino Ratio Rank: 6060
Sortino Ratio Rank
STNC Omega Ratio Rank: 5151
Omega Ratio Rank
STNC Calmar Ratio Rank: 6868
Calmar Ratio Rank
STNC Martin Ratio Rank: 6464
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5050
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4848
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
Martin Ratio Rank
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.

STNC vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


STNCCMDTDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

3.10

1.93

+1.18

Martin ratioReturn relative to average drawdown

10.66

9.62

+1.04

STNC vs. CMDT - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.75, which is comparable to the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of STNC and CMDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STNC vs. CMDT - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for STNC and CMDT.


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Drawdown Indicators


STNCCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-11.11%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-11.11%

+3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-11.11%

-6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

Current Drawdown

Current decline from peak

-1.64%

-11.11%

+9.47%

Average Drawdown

Average peak-to-trough decline

-5.87%

-2.77%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.25%

+0.10%

Volatility

STNC vs. CMDT - Volatility Comparison

Stance Equity ESG Large Cap Core ETF (STNC) has a higher volatility of 5.87% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 3.26%. This indicates that STNC's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STNCCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

3.26%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

10.60%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

12.65%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

12.24%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

12.24%

+3.24%

STNC vs. CMDT - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than CMDT's 0.65% expense ratio.


Dividends

STNC vs. CMDT - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.90%, less than CMDT's 2.67% yield.


PositionTTM20252024202320222021
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.67%3.04%8.80%2.71%0.00%0.00%
STNC
Stance Equity ESG Large Cap Core ETF
0.90%1.02%0.96%0.08%0.58%0.41%

Frequently Asked Questions


STNC and CMDT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STNC has higher volatility (5.87%) compared to CMDT (3.26%). In terms of maximum drawdown, STNC dropped -22.33% vs CMDT's -11.11%.

On 3-year performance, STNC leads with 13.47% vs 12.77% for CMDT. On fees, CMDT is cheaper at 0.65% per year. On volatility, CMDT has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, STNC has performed better with a 13.47% return vs 12.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMDT is cheaper with a 0.65% expense ratio, compared with 0.85% for STNC.

CMDT has the higher dividend yield at 2.67%, compared with 0.90% for STNC.

STNC is categorized as Large Cap Growth Equities, while CMDT is Commodities. They also come from different issuers: Red Gate Advisers LLC and PIMCO. Their fees differ too: 0.85% for STNC and 0.65% for CMDT.

STNC currently has the higher Sharpe Ratio (1.75 vs 1.71), 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.

Portfolio Optimizer

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