Since writing (version 2016.2.3) there is no way to collapse only comments.
The closest is the menu item Code > Folding > Expand all to level , but this resets everything by level. 5 levels are available, with keyboard shortcuts:
Ctrl + Shift + Numpad * , 1 (Press Ctrl + Shift + Numpad *, then press 1. At the macOS command prompt for Ctrl)

Ctrl + Shift + Numpad * , 2

Ctrl + Shift + Numpad * , 3

Ctrl + Shift + Numpad * , 4

Ctrl + Shift + Numpad * , 5

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