TBFC vs. COMT
TBFC (The Brinsmere Fund - Conservative ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TBFC is a Tactical Allocation fund actively managed by Brinsmere, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. TBFC is actively managed, while COMT is passively managed. Over the past year, TBFC returned 13.31% vs 25.27% for COMT. At a 0.02 correlation, their price movements are largely independent. TBFC charges 0.44%/yr vs 0.48%/yr for COMT.
Performance
TBFC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TBFC achieves a 4.58% return, which is significantly lower than COMT's 23.88% return.
TBFC
- 1D
- -0.89%
- 1M
- 0.01%
- YTD
- 4.58%
- 6M
- 4.32%
- 1Y
- 13.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
TBFC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TBFC The Brinsmere Fund - Conservative ETF | 4.58% | 11.38% | 8.22% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.45% |
Correlation
The correlation between TBFC and COMT is -0.15, 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 | -0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2024 | 0.02 |
The correlation between TBFC and COMT shifts across timeframes, from -0.15 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TBFC vs. COMT — Risk / Return Rank
TBFC
COMT
TBFC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Conservative ETF (TBFC) 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.
| TBFC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.63 | +0.82 |
| Martin ratioReturn relative to average drawdown | 10.13 | 6.99 | +3.14 |
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Drawdowns
TBFC vs. COMT - Drawdown Comparison
The maximum TBFC drawdown since its inception was -8.89%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TBFC and COMT.
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Drawdown Indicators
| TBFC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.89% | -51.89% | +43.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.45% | -15.58% | +10.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
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 | -1.36% | -15.58% | +14.22% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -24.00% | +22.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 3.65% | -2.33% |
Volatility
TBFC vs. COMT - Volatility Comparison
The current volatility for The Brinsmere Fund - Conservative ETF (TBFC) is 3.03%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that TBFC 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
| TBFC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 5.02% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 19.24% | -13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.89% | 21.45% | -14.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.29% | 21.13% | -13.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.29% | 18.86% | -11.57% |
TBFC vs. COMT - Expense Ratio Comparison
TBFC has a 0.44% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
TBFC vs. COMT - Dividend Comparison
TBFC's dividend yield for the trailing twelve months is around 2.96%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TBFC The Brinsmere Fund - Conservative ETF | 2.96% | 3.28% | 2.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TBFC and COMT have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to TBFC (3.03%). In terms of maximum drawdown, TBFC dropped -8.89% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.27% vs 13.31% for TBFC. On fees, TBFC is cheaper at 0.44% per year. On volatility, TBFC has been the lower-risk option at 3.03%. 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 25.27% return vs 13.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TBFC is cheaper with a 0.44% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.25%, compared with 2.96% for TBFC.
TBFC is categorized as Tactical Allocation, while COMT is Commodities. They also come from different issuers: Brinsmere and iShares. Their fees differ too: 0.44% for TBFC and 0.48% for COMT.
TBFC currently has the higher Sharpe Ratio (1.94 vs 1.20), 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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