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UXJA vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXJA vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UXJA achieves a 8.51% return, which is significantly lower than COMT's 23.88% return.


UXJA

1D
-1.47%
1M
-1.48%
YTD
8.51%
6M
7.34%
1Y
24.93%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UXJA vs. COMT - Yearly Performance Comparison


Correlation

The correlation between UXJA and COMT is -0.17, 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

-0.17

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2025

-0.04

The correlation between UXJA and COMT shifts across timeframes, from -0.17 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UXJA vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UXJA
UXJA Risk / Return Rank: 5858
Overall Rank
UXJA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
UXJA Sortino Ratio Rank: 5555
Sortino Ratio Rank
UXJA Omega Ratio Rank: 5454
Omega Ratio Rank
UXJA Calmar Ratio Rank: 5757
Calmar Ratio Rank
UXJA Martin Ratio Rank: 6464
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 3636
Overall Rank
COMT Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 3434
Sortino Ratio Rank
COMT Omega Ratio Rank: 3434
Omega Ratio Rank
COMT Calmar Ratio Rank: 3434
Calmar Ratio Rank
COMT Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UXJA vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) 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.


UXJACOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.55

1.63

+0.92

Martin ratioReturn relative to average drawdown

10.61

6.99

+3.62

UXJA vs. COMT - Sharpe Ratio Comparison

The current UXJA Sharpe Ratio is 1.77, which is higher than the COMT Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of UXJA and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UXJA vs. COMT - Drawdown Comparison

The maximum UXJA drawdown since its inception was -20.01%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for UXJA and COMT.


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Drawdown Indicators


UXJACOMTDifference

Max Drawdown

Largest peak-to-trough decline

-20.01%

-51.89%

+31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-15.58%

+5.75%

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 Drawdown

Current decline from peak

-3.47%

-15.58%

+12.11%

Average Drawdown

Average peak-to-trough decline

-2.94%

-24.00%

+21.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.65%

-1.29%

Volatility

UXJA vs. COMT - Volatility Comparison

FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.19% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXJACOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.02%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

19.24%

-8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

21.45%

-7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

21.13%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

18.86%

-0.17%

UXJA vs. COMT - Expense Ratio Comparison

UXJA has a 0.85% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

UXJA vs. COMT - Dividend Comparison

UXJA has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.25%.


PositionTTM20252024202320222021202020192018201720162015
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%
UXJA
FT Vest U.S. Equity Uncapped Accelerator ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UXJA and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UXJA has higher volatility (5.19%) compared to COMT (5.02%). In terms of maximum drawdown, UXJA dropped -20.01% vs COMT's -51.89%.

On 1-year performance, COMT leads with 25.27% vs 24.93% for UXJA. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.02%. 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 24.93%. 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 0.85% for UXJA.

COMT has the higher dividend yield at 6.25%, compared with 0.00% for UXJA.

UXJA is categorized as Defined Outcome, while COMT is Commodities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.85% for UXJA and 0.48% for COMT.

UXJA currently has the higher Sharpe Ratio (1.77 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.

Portfolio Optimizer

Find the right allocation for UXJA and COMT

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