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VSDA vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSDA vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSDA achieves a 9.07% return, which is significantly lower than CMDT's 13.43% return.


VSDA

1D
0.44%
1M
2.98%
YTD
9.07%
6M
8.53%
1Y
14.44%
3Y*
10.91%
5Y*
7.75%
10Y*

CMDT

1D
-1.14%
1M
-8.86%
YTD
13.43%
6M
13.42%
1Y
21.34%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSDA vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
VSDA
VictoryShares Dividend Accelerator ETF
9.07%6.67%9.40%7.25%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
13.43%12.78%6.93%5.37%

Correlation

The correlation between VSDA and CMDT is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.02

The correlation between VSDA and CMDT shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VSDA vs. CMDT — Risk / Return Rank

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

VSDA
VSDA Risk / Return Rank: 3434
Overall Rank
VSDA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VSDA Sortino Ratio Rank: 4040
Sortino Ratio Rank
VSDA Omega Ratio Rank: 3434
Omega Ratio Rank
VSDA Calmar Ratio Rank: 3232
Calmar Ratio Rank
VSDA Martin Ratio Rank: 2929
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5050
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4848
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
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.

VSDA vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


VSDACMDTDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.54

1.93

-0.39

Martin ratioReturn relative to average drawdown

3.86

9.62

-5.76

VSDA vs. CMDT - Sharpe Ratio Comparison

The current VSDA Sharpe Ratio is 1.28, which is comparable to the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VSDA and CMDT, 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

VSDA vs. CMDT - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for VSDA and CMDT.


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Drawdown Indicators


VSDACMDTDifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-11.11%

-21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-11.11%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-11.11%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

Current Drawdown

Current decline from peak

-2.38%

-11.11%

+8.73%

Average Drawdown

Average peak-to-trough decline

-3.63%

-2.77%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.25%

+1.50%

Volatility

VSDA vs. CMDT - Volatility Comparison

VictoryShares Dividend Accelerator ETF (VSDA) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) have volatilities of 3.24% and 3.26%, 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


VSDACMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

3.26%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

10.60%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

12.65%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

12.24%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

12.24%

+4.33%

VSDA vs. CMDT - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

VSDA vs. CMDT - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.54%, less than CMDT's 2.67% yield.


PositionTTM202520242023202220212020201920182017
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.67%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%
VSDA
VictoryShares Dividend Accelerator ETF
2.54%2.65%2.36%1.92%1.83%1.40%1.49%1.36%1.69%1.23%

Frequently Asked Questions


VSDA and CMDT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDT has higher volatility (3.26%) compared to VSDA (3.24%). In terms of maximum drawdown, VSDA dropped -32.12% vs CMDT's -11.11%.

On 3-year performance, CMDT leads with 12.77% vs 10.91% for VSDA. On fees, VSDA is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDT has performed better with a 12.77% return vs 10.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VSDA is cheaper with a 0.35% expense ratio, compared with 0.65% for CMDT.

CMDT has the higher dividend yield at 2.67%, compared with 2.54% for VSDA.

VSDA is categorized as Large Cap Growth Equities, while CMDT is Commodities. VSDA tracks Nasdaq Victory Dividend Accelerator Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Crestview and PIMCO. Their fees differ too: 0.35% for VSDA and 0.65% for CMDT.

CMDT currently has the higher Sharpe Ratio (1.71 vs 1.28), 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 VSDA and CMDT

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