TLCI vs. COMT
TLCI (Touchstone International Equity ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - TLCI is a Foreign Large Cap Equities fund actively managed by Touchstone, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, TLCI returned -0.25% vs 47.51% for COMT. At a correlation of -0.16, they often move in opposite directions. TLCI charges 0.37%/yr vs 0.48%/yr for COMT.
Performance
TLCI vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TLCI achieves a -0.42% return, which is significantly lower than COMT's 39.67% return.
TLCI
- 1D
- -0.51%
- 1M
- 3.50%
- YTD
- -0.42%
- 6M
- -0.07%
- 1Y
- -0.25%
- 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%
TLCI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TLCI Touchstone International Equity ETF | -0.42% | 3.99% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 5.82% |
Correlation
The correlation between TLCI and COMT is -0.29, 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 | -0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | -0.16 |
The correlation between TLCI and COMT shifts across timeframes, from -0.29 (1 year) to -0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TLCI vs. COMT — Risk / Return Rank
TLCI
COMT
TLCI vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) 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.
| TLCI | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.40 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 5.95 | -5.97 |
| Martin ratioReturn relative to average drawdown | -0.06 | 14.11 | -14.17 |
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
| TLCI | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.24 | -2.26 |
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 | 0.18 | 0.20 | -0.02 |
Drawdowns
TLCI vs. COMT - Drawdown Comparison
The maximum TLCI drawdown since its inception was -12.15%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TLCI and COMT.
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Drawdown Indicators
| TLCI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.15% | -51.89% | +39.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -8.02% | -3.81% |
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 | -4.37% | -4.82% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -24.07% | +21.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.38% | +0.44% |
Volatility
TLCI vs. COMT - Volatility Comparison
The current volatility for Touchstone International Equity ETF (TLCI) is 4.07%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that TLCI 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
| TLCI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 7.37% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 18.80% | -7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 21.29% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 21.06% | -5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 18.89% | -3.14% |
TLCI vs. COMT - Expense Ratio Comparison
TLCI has a 0.37% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
TLCI vs. COMT - Dividend Comparison
TLCI's dividend yield for the trailing twelve months is around 0.60%, less than COMT's 5.54% yield.
| 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% |
TLCI Touchstone International Equity ETF | 0.60% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLCI and COMT have a correlation of -0.29, 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 TLCI (4.07%). In terms of maximum drawdown, TLCI dropped -12.15% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs -0.25% for TLCI. On fees, TLCI is cheaper at 0.37% per year. On volatility, TLCI has been the lower-risk option at 4.07%. 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 -0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLCI is cheaper with a 0.37% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.54%, compared with 0.60% for TLCI.
TLCI is categorized as Foreign Large Cap Equities, while COMT is Commodities. They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.37% for TLCI and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs -0.02), 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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