Cambria Global Momentum ETF (GMOM)
GMOM is an actively managed ETF by Cambria. GMOM launched on Nov 4, 2014 and has a 0.96% expense ratio.
ETF Info
US1320615081
132061508
Nov 4, 2014
Developed Markets (Broad)
1x
No Index (Active)
Multi-Cap
Blend
Expense Ratio
GMOM has a high expense ratio of 0.96%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Cambria Global Momentum ETF (GMOM) returned 3.05% year-to-date (YTD) and 3.68% over the past 12 months. Over the past 10 years, GMOM returned 3.97% annually, underperforming the S&P 500 benchmark at 10.85%.
GMOM
3.05%
1.64%
-2.52%
3.68%
-0.19%
7.61%
3.97%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of GMOM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.58% | -1.86% | -0.53% | 0.27% | 1.64% | 3.05% | |||||||
| 2024 | -1.17% | 4.03% | 3.31% | -2.60% | 2.07% | -1.12% | 3.10% | -0.92% | 2.85% | -1.01% | 3.91% | -5.41% | 6.75% |
| 2023 | 3.32% | -4.41% | -0.70% | 1.07% | -3.04% | 3.70% | 4.05% | -3.89% | -2.57% | -2.48% | 2.64% | 3.57% | 0.66% |
| 2022 | 1.26% | 2.60% | 4.98% | -2.92% | 2.23% | -7.36% | 0.31% | -1.13% | -3.08% | 2.22% | 0.14% | -1.49% | -2.82% |
| 2021 | 1.95% | 5.41% | 2.55% | 4.01% | 3.02% | -1.05% | -2.41% | 2.00% | -1.56% | 4.20% | -4.75% | 4.81% | 19.13% |
| 2020 | -0.28% | -5.63% | -5.47% | 1.25% | 1.02% | 1.47% | 3.94% | 0.56% | -2.49% | -1.60% | 6.05% | 4.31% | 2.42% |
| 2019 | 2.00% | 0.10% | 1.74% | -0.16% | -1.48% | 2.34% | 0.15% | 1.25% | 0.03% | 0.60% | -0.46% | 1.91% | 8.24% |
| 2018 | 5.23% | -3.34% | -1.58% | 0.26% | -0.69% | -1.50% | 0.41% | 1.12% | -1.22% | -6.88% | 1.08% | -2.48% | -9.62% |
| 2017 | 2.80% | 1.89% | 1.15% | 0.76% | 0.70% | 1.23% | 2.85% | 2.38% | 1.44% | 0.75% | -0.06% | 3.09% | 20.67% |
| 2016 | -1.06% | 0.36% | 2.07% | -0.73% | 0.38% | 2.92% | 2.06% | -1.38% | 0.78% | -1.57% | -0.65% | 1.43% | 4.57% |
| 2015 | 2.67% | -0.04% | -0.09% | -1.52% | -0.12% | -2.91% | 1.27% | -4.90% | -1.20% | 0.11% | -1.03% | -0.94% | -8.54% |
| 2014 | 1.76% | -0.07% | 1.69% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GMOM is 24, meaning it’s performing worse than 76% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Cambria Global Momentum ETF provided a 3.37% dividend yield over the last twelve months, with an annual payout of $0.98 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.98 | $0.62 | $1.00 | $0.71 | $1.02 | $0.32 | $0.67 | $0.46 | $0.56 | $0.41 | $0.42 | $0.27 |
Dividend yield | 3.37% | 2.15% | 3.63% | 2.51% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% | 1.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Global Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.46 | |||||||
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.07 | $0.62 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.44 | $1.00 |
| 2022 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.25 | $0.71 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.59 | $1.02 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.19 | $0.32 |
| 2019 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 | $0.67 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.25 | $0.46 |
| 2017 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.56 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.41 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.16 | $0.42 |
| 2014 | $0.27 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Global Momentum ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Cambria Global Momentum ETF was 25.02%, occurring on Mar 19, 2020. Recovery took 226 trading sessions.
The current Cambria Global Momentum ETF drawdown is 5.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.02% | Jan 29, 2018 | 539 | Mar 19, 2020 | 226 | Feb 10, 2021 | 765 |
| -19.16% | Apr 21, 2022 | 382 | Oct 26, 2023 | — | — | — |
| -14.1% | Mar 23, 2015 | 209 | Jan 20, 2016 | 351 | Jun 19, 2017 | 560 |
| -8.72% | Jun 9, 2021 | 52 | Aug 20, 2021 | 39 | Oct 15, 2021 | 91 |
| -8.34% | Nov 9, 2021 | 16 | Dec 1, 2021 | 28 | Jan 11, 2022 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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