TMDV vs. COM
TMDV (ProShares Russell U.S. Dividend Growers ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both exchange-traded funds - TMDV is a Mid Cap Value Equities fund tracking the Russell 3000 Dividend Elite Index, while COM is a Commodities fund tracking the Auspice Broad Commodity ER Index. Both are passively managed. Over the past 5 years, TMDV returned 3.77%/yr vs 8.18%/yr for COM. At a 0.12 correlation, their price movements are largely independent. TMDV charges 0.35%/yr vs 0.70%/yr for COM.
Performance
TMDV vs. COM - Performance Comparison
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Returns By Period
In the year-to-date period, TMDV achieves a 7.63% return, which is significantly lower than COM's 12.48% return.
TMDV
- 1D
- -0.12%
- 1M
- 1.86%
- YTD
- 7.63%
- 6M
- 6.59%
- 1Y
- 11.78%
- 3Y*
- 5.99%
- 5Y*
- 3.77%
- 10Y*
- —
COM
- 1D
- -0.24%
- 1M
- -3.92%
- YTD
- 12.48%
- 6M
- 12.53%
- 1Y
- 18.69%
- 3Y*
- 6.70%
- 5Y*
- 8.18%
- 10Y*
- —
TMDV vs. COM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TMDV ProShares Russell U.S. Dividend Growers ETF | 7.63% | 2.91% | 2.64% | 2.25% | -5.10% | 23.45% | 4.82% | 2.63% |
COM Direxion Auspice Broad Commodity Strategy ETF | 12.48% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | 1.18% |
Correlation
The correlation between TMDV and COM is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2019 | 0.12 |
The correlation between TMDV and COM shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMDV vs. COM — Risk / Return Rank
TMDV
COM
TMDV vs. COM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.
| TMDV | COM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.76 | -1.55 |
| Martin ratioReturn relative to average drawdown | 2.91 | 9.09 | -6.19 |
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Drawdowns
TMDV vs. COM - Drawdown Comparison
The maximum TMDV drawdown since its inception was -33.42%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for TMDV and COM.
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Drawdown Indicators
| TMDV | COM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.42% | -15.95% | -17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -6.81% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.02% | -8.50% | -7.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.11% | -14.02% | -3.09% |
Current DrawdownCurrent decline from peak | -3.79% | -6.61% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -6.28% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 2.10% | +1.96% |
Volatility
TMDV vs. COM - Volatility Comparison
ProShares Russell U.S. Dividend Growers ETF (TMDV) has a higher volatility of 3.21% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 2.13%. This indicates that TMDV's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDV | COM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.13% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 8.54% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 10.54% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 9.53% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 9.76% | +8.84% |
TMDV vs. COM - Expense Ratio Comparison
TMDV has a 0.35% expense ratio, which is lower than COM's 0.70% expense ratio.
Dividends
TMDV vs. COM - Dividend Comparison
TMDV's dividend yield for the trailing twelve months is around 2.55%, more than COM's 2.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
TMDV ProShares Russell U.S. Dividend Growers ETF | 2.55% | 2.65% | 2.70% | 2.45% | 2.46% | 2.14% | 2.28% | 0.16% | 0.00% | 0.00% |
Frequently Asked Questions
TMDV and COM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDV has higher volatility (3.21%) compared to COM (2.13%). In terms of maximum drawdown, TMDV dropped -33.42% vs COM's -15.95%.
On 5-year performance, COM leads with 8.18% vs 3.77% for TMDV. On fees, TMDV is cheaper at 0.35% per year. On volatility, COM has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COM has performed better with a 8.18% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TMDV is cheaper with a 0.35% expense ratio, compared with 0.70% for COM.
TMDV has the higher dividend yield at 2.55%, compared with 2.51% for COM.
TMDV is categorized as Mid Cap Value Equities, while COM is Commodities. TMDV tracks Russell 3000 Dividend Elite Index, while COM tracks Auspice Broad Commodity ER Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.35% for TMDV and 0.70% for COM.
COM currently has the higher Sharpe Ratio (1.79 vs 0.97), 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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