TXUG vs. COMT
TXUG (Thornburg International Growth ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TXUG is a Foreign Large Cap Equities fund actively managed by Thornburg, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. TXUG is actively managed, while COMT is passively managed. Over the past year, TXUG returned 4.66% vs 25.37% for COMT. At a correlation of -0.12, they often move in opposite directions. TXUG charges 0.70%/yr vs 0.48%/yr for COMT.
Performance
TXUG vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TXUG achieves a 8.93% return, which is significantly lower than COMT's 20.95% return.
TXUG
- 1D
- -0.14%
- 1M
- 1.17%
- YTD
- 8.93%
- 6M
- 8.89%
- 1Y
- 4.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
TXUG vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TXUG Thornburg International Growth ETF | 8.93% | -1.49% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 1.31% |
Correlation
The correlation between TXUG and COMT is -0.24, 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 | -0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | -0.12 |
The correlation between TXUG and COMT shifts across timeframes, from -0.24 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TXUG vs. COMT — Risk / Return Rank
TXUG
COMT
TXUG vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg International Growth ETF (TXUG) 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.
| TXUG | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.22 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.45 | -1.09 |
| Martin ratioReturn relative to average drawdown | 1.00 | 6.71 | -5.71 |
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Drawdowns
TXUG vs. COMT - Drawdown Comparison
The maximum TXUG drawdown since its inception was -18.58%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TXUG and COMT.
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Drawdown Indicators
| TXUG | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.58% | -51.89% | +33.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.93% | -17.57% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -3.31% | -17.57% | +14.26% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -24.00% | +19.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 3.79% | +0.88% |
Volatility
TXUG vs. COMT - Volatility Comparison
Thornburg International Growth ETF (TXUG) has a higher volatility of 6.80% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.32%. This indicates that TXUG's price experiences larger fluctuations and is considered to be riskier 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
| TXUG | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 5.32% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 19.40% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 21.28% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 21.15% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 18.87% | +1.08% |
TXUG vs. COMT - Expense Ratio Comparison
TXUG has a 0.70% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
TXUG vs. COMT - Dividend Comparison
TXUG's dividend yield for the trailing twelve months is around 0.47%, less than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TXUG Thornburg International Growth ETF | 0.47% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TXUG and COMT have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TXUG has higher volatility (6.80%) compared to COMT (5.32%). In terms of maximum drawdown, TXUG dropped -18.58% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.37% vs 4.66% for TXUG. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.32%. 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 25.37% return vs 4.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.70% for TXUG.
COMT has the higher dividend yield at 6.40%, compared with 0.47% for TXUG.
TXUG is categorized as Foreign Large Cap Equities, while COMT is Commodities. They also come from different issuers: Thornburg and iShares. Their fees differ too: 0.70% for TXUG and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.21 vs 0.26), 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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