XRLX vs. COMT
XRLX (FundX Conservative ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - XRLX is a Tactical Allocation fund actively managed by FundX, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. XRLX is actively managed, while COMT is passively managed. Over the past year, XRLX returned 14.99% vs 25.27% for COMT. At a correlation of -0.03, they often move in opposite directions. XRLX charges 1.63%/yr vs 0.48%/yr for COMT.
Performance
XRLX vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, XRLX achieves a 5.80% return, which is significantly lower than COMT's 23.88% return.
XRLX
- 1D
- -1.63%
- 1M
- -0.37%
- YTD
- 5.80%
- 6M
- 5.49%
- 1Y
- 14.99%
- 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%
XRLX vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRLX FundX Conservative ETF | 5.80% | 7.85% | 17.61% | 7.14% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -5.01% |
Correlation
The correlation between XRLX 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 (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2023 | -0.03 |
The correlation between XRLX and COMT shifts across timeframes, from -0.19 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XRLX vs. COMT — Risk / Return Rank
XRLX
COMT
XRLX vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FundX Conservative ETF (XRLX) 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.
| XRLX | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 1.63 | +0.77 |
| Martin ratioReturn relative to average drawdown | 10.36 | 6.99 | +3.37 |
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Drawdowns
XRLX vs. COMT - Drawdown Comparison
The maximum XRLX drawdown since its inception was -15.33%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for XRLX and COMT.
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Drawdown Indicators
| XRLX | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.33% | -51.89% | +36.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -15.58% | +9.30% |
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 DrawdownCurrent decline from peak | -2.36% | -15.58% | +13.22% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -24.00% | +22.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.65% | -2.20% |
Volatility
XRLX vs. COMT - Volatility Comparison
The current volatility for FundX Conservative ETF (XRLX) is 4.02%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that XRLX 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.
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Volatility by Period
| XRLX | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 5.02% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 19.24% | -11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.85% | 21.45% | -12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.17% | 21.13% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 18.86% | -7.69% |
XRLX vs. COMT - Expense Ratio Comparison
XRLX has a 1.63% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
XRLX vs. COMT - Dividend Comparison
XRLX's dividend yield for the trailing twelve months is around 2.62%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XRLX FundX Conservative ETF | 2.62% | 2.77% | 1.66% | 1.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XRLX 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.
COMT has higher volatility (5.02%) compared to XRLX (4.02%). In terms of maximum drawdown, XRLX dropped -15.33% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.27% vs 14.99% for XRLX. On fees, COMT is cheaper at 0.48% per year. On volatility, XRLX has been the lower-risk option at 4.02%. 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 14.99%. 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 1.63% for XRLX.
COMT has the higher dividend yield at 6.25%, compared with 2.62% for XRLX.
XRLX is categorized as Tactical Allocation, while COMT is Commodities. They also come from different issuers: FundX and iShares. Their fees differ too: 1.63% for XRLX and 0.48% for COMT.
XRLX currently has the higher Sharpe Ratio (1.71 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.
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