In William Shakespeare's era, plays were generally classified as comedy, tragedy, or history. Although the tragedies were not structured exactly like their classical antecedents, they share common elements including a large number of deaths, including that of the hero, and a sad ending for many. The histories concern real figures, often England's kings.
The comedies generally have lighter themes and characters rarely die. They usually have a central love story, or stories, ending in marriage(s). As Shakespeare aged and gained in playwriting experience, his comedies became more serious. With its substantive themes of religious tolerance, mercy and cruelty, and women's subordination to the patriarchy, Merchant of Venice presages the serious turn of the Bard's comedies. While matches are made and young lovers correctly paired off, marriage comes at a cost, especially for Jessica's relationship with her father.
A few years later, with even more somber themes, comedies such as The Tempest and The Winter's Tale today are often called "romances."