VCMDX vs. COMT
Compare and contrast key facts about Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and iShares Commodities Select Strategy ETF (COMT).
VCMDX is managed by Vanguard. It was launched on Jun 25, 2019. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCMDX or COMT.
Performance
VCMDX vs. COMT - Performance Comparison
Returns By Period
In the year-to-date period, VCMDX achieves a 5.35% return, which is significantly higher than COMT's 4.99% return.
VCMDX
5.35%
-1.25%
-2.88%
3.53%
10.39%
N/A
COMT
4.99%
-0.57%
-2.91%
0.81%
6.49%
0.61%
Key characteristics
| VCMDX | COMT | |
|---|---|---|
| Sharpe Ratio | 0.23 | -0.01 |
| Sortino Ratio | 0.41 | 0.08 |
| Omega Ratio | 1.05 | 1.01 |
| Calmar Ratio | 0.11 | -0.01 |
| Martin Ratio | 0.59 | -0.04 |
| Ulcer Index | 4.64% | 4.57% |
| Daily Std Dev | 11.70% | 14.82% |
| Max Drawdown | -26.67% | -51.89% |
| Current Drawdown | -18.79% | -21.53% |
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VCMDX vs. COMT - Expense Ratio Comparison
VCMDX has a 0.20% expense ratio, which is lower than COMT's 0.48% expense ratio.
Correlation
The correlation between VCMDX and COMT 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.
Risk-Adjusted Performance
VCMDX vs. COMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) and iShares Commodities Select 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.
Dividends
VCMDX vs. COMT - Dividend Comparison
VCMDX's dividend yield for the trailing twelve months is around 2.37%, less than COMT's 4.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.37% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 4.95% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% | 0.56% |
Drawdowns
VCMDX vs. COMT - Drawdown Comparison
The maximum VCMDX drawdown since its inception was -26.67%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for VCMDX and COMT. For additional features, visit the drawdowns tool.
Volatility
VCMDX vs. COMT - Volatility Comparison
The current volatility for Vanguard Commodity Strategy Fund Admiral Shares (VCMDX) is 3.81%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 5.33%. This indicates that VCMDX experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.