while ($row = $stmt->fetch(PDO::FETCH_ASSOC)){
 extract($row);
 echo $comment;
 echo $date;
}

<ul>
<li><a href="comments.php?month=1014">October 2014</a></li>
<li><a href="comments.php?month=1114">November 2014</a></li>
<li><a href="comments.php">December 2014</a></li>
</ul>

$created = $date;
$month = $created->format('mY');

1014
1114
1214