VCMDX vs. COMB
Compare and contrast key facts about Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB).
VCMDX is managed by Vanguard. It was launched on Jun 25, 2019. COMB is an actively managed fund by GraniteShares. It was launched on May 22, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCMDX or COMB.
Performance
VCMDX vs. COMB - Performance Comparison
Returns By Period
In the year-to-date period, VCMDX achieves a 5.35% return, which is significantly higher than COMB's 4.99% return.
VCMDX
5.35%
-1.25%
-2.88%
3.53%
10.39%
N/A
COMB
4.99%
-0.53%
-3.39%
2.51%
7.00%
N/A
Key characteristics
| VCMDX | COMB | |
|---|---|---|
| Sharpe Ratio | 0.23 | 0.16 |
| Sortino Ratio | 0.41 | 0.31 |
| Omega Ratio | 1.05 | 1.03 |
| Calmar Ratio | 0.11 | 0.08 |
| Martin Ratio | 0.59 | 0.37 |
| Ulcer Index | 4.64% | 5.20% |
| Daily Std Dev | 11.70% | 11.92% |
| Max Drawdown | -26.67% | -33.50% |
| Current Drawdown | -18.79% | -19.49% |
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VCMDX vs. COMB - Expense Ratio Comparison
VCMDX has a 0.20% expense ratio, which is lower than COMB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VCMDX and COMB is 0.93, 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.
Risk-Adjusted Performance
VCMDX vs. COMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.
Dividends
VCMDX vs. COMB - Dividend Comparison
VCMDX's dividend yield for the trailing twelve months is around 2.37%, less than COMB's 5.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.37% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% |
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 5.55% | 5.83% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% |
Drawdowns
VCMDX vs. COMB - Drawdown Comparison
The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for VCMDX and COMB. For additional features, visit the drawdowns tool.
Volatility
VCMDX vs. COMB - Volatility Comparison
Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) have volatilities of 3.81% and 3.87%, 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.