Sortino ratio is not yet available for GMOD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares GMO Dynamic Allocation ETF's Sortino Ratio with other ETFs in the Tactical Allocation category across multiple time periods, showing how GMOD's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RHRX | RH Tactical Rotation ETF | 3.64 | |||
| LEXI | Alexis Practical Tactical ETF | 3.58 | |||
| TDSB | Cabana Target Drawdown 7 ETF | 3.09 | |||
| CLSM | Cabana Target Leading Sector Moderate ETF | 2.92 | |||
| TBFG | The Brinsmere Fund - Growth ETF | 2.86 | |||
| QQWZ | Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 2.82 | |||
| TRTY | Cambria Trinity ETF | 2.78 | |||
| MOOD | Relative Sentiment Tactical Allocation ETF | 2.73 | |||
| TDSC | Cabana Target Drawdown 10 ETF | 2.71 | |||
| CORO | iShares International Country Rotation Active ETF | 2.65 | |||
| GMOD | GMO Dynamic Allocation ETF | — |
Historical Sortino Ratio
The chart shows GMOD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GMOD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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