USCI vs. VCMDX
Compare and contrast key facts about United States Commodity Index Fund (USCI) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX).
USCI is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Dynamic Commodity (TR). It was launched on Aug 10, 2010. VCMDX is managed by Vanguard. It was launched on Jun 25, 2019.
Performance
USCI vs. VCMDX - Performance Comparison
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USCI vs. VCMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 22.82% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -0.67% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 18.30% | 18.20% | 5.27% | -7.45% | 13.83% | 34.82% | 5.07% | 2.74% |
Returns By Period
In the year-to-date period, USCI achieves a 22.82% return, which is significantly higher than VCMDX's 18.30% return.
USCI
- 1D
- -0.70%
- 1M
- 11.64%
- YTD
- 22.82%
- 6M
- 22.37%
- 1Y
- 32.16%
- 3Y*
- 20.66%
- 5Y*
- 21.59%
- 10Y*
- 9.00%
VCMDX
- 1D
- 0.39%
- 1M
- 6.43%
- YTD
- 18.30%
- 6M
- 24.60%
- 1Y
- 26.59%
- 3Y*
- 12.12%
- 5Y*
- 14.20%
- 10Y*
- —
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USCI vs. VCMDX - Expense Ratio Comparison
USCI has a 1.03% expense ratio, which is higher than VCMDX's 0.20% expense ratio.
Return for Risk
USCI vs. VCMDX — Risk / Return Rank
USCI
VCMDX
USCI vs. VCMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Vanguard Commodity Strategy Fund Admiral Shares (VCMDX). 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.
| USCI | VCMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.76 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.28 | 2.25 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.10 | -0.34 |
Martin ratioReturn relative to average drawdown | 9.39 | 9.46 | -0.07 |
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
| USCI | VCMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.76 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.90 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.83 | -0.55 |
Correlation
The correlation between USCI and VCMDX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
USCI vs. VCMDX - Dividend Comparison
USCI has not paid dividends to shareholders, while VCMDX's dividend yield for the trailing twelve months is around 12.86%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 12.86% | 15.21% | 2.19% | 2.50% | 14.21% | 30.56% | 0.50% | 0.60% |
Drawdowns
USCI vs. VCMDX - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, which is greater than VCMDX's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for USCI and VCMDX.
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Drawdown Indicators
| USCI | VCMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -26.67% | -39.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -8.92% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | -25.45% | +6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -1.31% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -29.82% | -11.10% | -18.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.93% | +0.60% |
Volatility
USCI vs. VCMDX - Volatility Comparison
United States Commodity Index Fund (USCI) has a higher volatility of 6.98% compared to Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) at 5.98%. This indicates that USCI's price experiences larger fluctuations and is considered to be riskier than VCMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCI | VCMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 5.98% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 12.19% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 15.62% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 15.81% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.40% | +0.38% |