VGHY vs. COMT
VGHY (Vanguard High-Yield Active ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - VGHY is a High Yield Bonds fund actively managed by Vanguard, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. VGHY is actively managed, while COMT is passively managed. At a correlation of -0.19, they often move in opposite directions. VGHY charges 0.22%/yr vs 0.48%/yr for COMT.
Performance
VGHY vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, VGHY achieves a 2.02% return, which is significantly lower than COMT's 30.19% return.
VGHY
- 1D
- -0.01%
- 1M
- 0.21%
- 6M
- 1.56%
- YTD
- 2.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
VGHY vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGHY Vanguard High-Yield Active ETF | 2.02% | 1.77% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | -1.15% |
Correlation
The correlation between VGHY and COMT is -0.19, 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 (All Time) Calculated using the full available price history since Sep 17, 2025 | -0.19 |
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Return for Risk
VGHY vs. COMT — Risk / Return Rank
VGHY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
VGHY vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Active ETF (VGHY) 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.
| VGHY | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.90 | — |
| Martin ratioReturn relative to average drawdown | — | 6.35 | — |
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Drawdowns
VGHY vs. COMT - Drawdown Comparison
The maximum VGHY drawdown since its inception was -2.66%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for VGHY and COMT.
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Drawdown Indicators
| VGHY | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.66% | -51.89% | +49.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.57% | — |
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 | -0.09% | -11.28% | +11.19% |
Average DrawdownAverage peak-to-trough decline | -0.41% | -23.95% | +23.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.24% | — |
Volatility
VGHY vs. COMT - Volatility Comparison
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Volatility by Period
| VGHY | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.91% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 21.54% | -17.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.11% | 21.20% | -17.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.11% | 18.85% | -14.74% |
VGHY vs. COMT - Expense Ratio Comparison
VGHY has a 0.22% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
VGHY vs. COMT - Dividend Comparison
VGHY's dividend yield for the trailing twelve months is around 4.48%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
VGHY Vanguard High-Yield Active ETF | 4.48% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGHY and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGHY is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGHY is cheaper with a 0.22% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 4.48% for VGHY.
VGHY is categorized as High Yield Bonds, while COMT is Commodities. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VGHY and 0.48% for COMT.
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