IMOM vs COMB

Comparison between ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF) and GRANITESHARES BLOOMBERG COMMODITY BROAD STRATEGY NO K-1 ETF (COMB, ETF).

5-Year PerformanceCOMB has outperformed IMOM, delivering a return of +10.5% compared to +7.5%

IMOM vs COMB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMOM(ETF)	COMB(ETF)
Net Assets	$153M	$153M
Expense Ratio	0.38%	0.25%
Max Drawdown	47.07%	46.53%
Sharpe Ratio	1.43	1.58
5Y Beta	0.85	0.16
5Y Dividends CAGR	53.23%	39.70%

Net Assets

Winner

IMOM

$153M

COMB

$153M

Expense Ratio

IMOM

0.38%

Winner

COMB

0.25%

Max Drawdown

IMOM

47.07%

Winner

COMB

46.53%

Sharpe Ratio

IMOM

1.43

Winner

COMB

1.58

5Y Beta

IMOM

0.85

Winner

COMB

0.16

5Y Dividends CAGR

Winner

IMOM

53.23%

COMB

39.70%

IMOM vs COMB - Historical Returns

Returns include dividend reinvestment.

Period	IMOM	COMB
1 month	-4.02%	-5.95%
3 months	+2.06%	+5.54%
6 months	+17.13%	+20.26%
1 year	+34.79%	+33.40%
5 years(CAGR)	+7.45%	+10.55%
10 years(CAGR)	+7.44%	+7.48%
Max(CAGR)	+7.52%	+7.48%

Winner

IMOM

-4.02%

COMB

-5.95%

IMOM

+2.06%

Winner

COMB

+5.54%

IMOM

+17.13%

Winner

COMB

+20.26%

Winner

IMOM

+34.79%

COMB

+33.40%

5Y(CAGR)

IMOM

+7.45%

Winner

COMB

+10.55%

10Y(CAGR)

IMOM

+7.44%

Winner

COMB

+7.48%

Max(CAGR)

Winner

IMOM

+7.52%

COMB

+7.48%

IMOM vs COMB - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	IMOM	COMB
2026	+11.17%	+22.07%
2025	+46.80%	+14.51%
2024	+6.38%	+5.89%
2023	+9.92%	-6.04%
2022	-22.11%	+14.58%
2021	-2.16%	+26.25%
2020	+26.49%	-2.87%
2019	+18.49%	+6.97%
2018	-23.45%	-11.88%
2017	+33.06%	+4.97%
2016	-8.55%	N/A

IMOM vs COMB Drawdown Comparison

The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.

The maximum drawdown for COMB was -33.50%, occurring on Apr 21, 2020. Recovery took 735 trading sessions.

The current IMOM drawdown is -6.76%. The current COMB drawdown is -7.76%.

Rank	IMOM	COMB
#1	-45.70% Jan 29, 2018 - Dec 1, 2020	-33.50% May 23, 2018 - Apr 26, 2021
#2	-39.27% Sep 15, 2021 - Jun 24, 2025	-26.48% Jun 7, 2022 - Jan 22, 2026
#3	-16.48% Jul 29, 2016 - Jun 2, 2017	-10.79% Mar 8, 2022 - Apr 18, 2022
#4	-16.22% Feb 16, 2021 - Sep 7, 2021	-10.77% Oct 25, 2021 - Jan 26, 2022
#5	-15.61% Feb 25, 2026 - May 6, 2026	-8.24% Apr 18, 2022 - Jun 6, 2022
#6	-14.05% Jan 4, 2016 - Apr 4, 2016	-7.76% May 12, 2026 - Jun 5, 2026
#7	-6.76% May 26, 2026 - Jun 5, 2026	-7.69% Jan 29, 2026 - Mar 4, 2026
#8	-5.71% Jun 20, 2016 - Jul 1, 2016	-6.50% Jul 29, 2021 - Sep 13, 2021
#9	-5.57% Jan 25, 2021 - Feb 9, 2021	-5.81% Jan 26, 2018 - May 21, 2018
#10	-4.92% Jan 27, 2026 - Feb 9, 2026	-5.75% May 24, 2017 - Jul 28, 2017
#11	-4.74% Nov 24, 2017 - Jan 3, 2018	-5.49% Jun 10, 2021 - Jul 2, 2021
#12	-4.30% May 13, 2026 - May 26, 2026	-5.26% Nov 6, 2017 - Jan 2, 2018
#13	-4.17% Nov 13, 2025 - Dec 10, 2025	-5.06% Mar 18, 2026 - Mar 31, 2026
#14	-4.15% Jun 8, 2017 - Jul 19, 2017	-4.38% Apr 6, 2026 - Apr 28, 2026
#15	-3.92% Oct 6, 2025 - Nov 10, 2025	-3.76% May 11, 2021 - Jun 1, 2021