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ISIN
US26922B4288
CUSIP
26922B428
Issuer
AAM
Inception Date
Dec 3, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$77M

Share Price Chart


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Performance

LODI Performance Chart

AAM SLC Low Duration Income ETF (LODI) is up 1.9% since the beginning of the year. LODI is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

AAM SLC Low Duration Income ETF (LODI) has returned 1.94% so far this year and 5.47% over the past 12 months.


AAM SLC Low Duration Income ETF

1D
-0.04%
1M
0.41%
YTD
1.94%
6M
2.04%
1Y
5.47%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LODI Monthly Returns History

Based on dividend-adjusted daily data since Dec 4, 2024, LODI's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 89% of months were positive and 11% were negative. The best month was Jun 2025 with a return of +1.3%, while the worst month was Mar 2026 at -0.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.

On a daily basis, LODI closed higher 56% of trading days. The best single day was Jul 14, 2025 with a return of +0.6%, while the worst single day was Jul 15, 2025 at -0.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.93%0.45%-0.40%0.38%0.42%0.14%1.94%
20250.55%0.62%0.16%-0.06%0.60%1.30%0.12%0.90%0.42%0.32%0.59%0.36%6.04%
20240.40%0.40%

Benchmark Metrics

AAM SLC Low Duration Income ETF has an annualized alpha of 5.48%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 04, 2024.

  • This ETF captured 13.59% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.46%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.48%
Beta
0.00
0.00
Upside Capture
13.59%
Downside Capture
-10.46%

Expense Ratio

LODI has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

LODI ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LODI Risk / Return Rank: 8686
Overall Rank
LODI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LODI Sortino Ratio Rank: 8282
Sortino Ratio Rank
LODI Omega Ratio Rank: 9191
Omega Ratio Rank
LODI Calmar Ratio Rank: 9595
Calmar Ratio Rank
LODI Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AAM SLC Low Duration Income ETF (LODI) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LODIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.57

1.37

+0.20

Calmar ratioReturn relative to maximum drawdown

7.35

2.78

+4.56

Martin ratioReturn relative to average drawdown

19.05

12.44

+6.61

Dividends

Dividend History

AAM SLC Low Duration Income ETF provided a 4.96% dividend yield over the last twelve months, with an annual payout of $1.25 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.25$1.29$0.09

Dividend yield

4.96%5.11%0.38%

Monthly Dividends

The table displays the monthly dividend distributions for AAM SLC Low Duration Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.10$0.10$0.11$0.11$0.00$0.51
2025$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.10$0.12$1.29
2024$0.09$0.09

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 AAM SLC Low Duration Income 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 AAM SLC Low Duration Income ETF was 1.01%, occurring on Apr 11, 2025. Recovery took 24 trading sessions.

The current AAM SLC Low Duration Income ETF drawdown is 0.10%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-1.01%Apr 2025
4d1mo 5d
1mo 9dApr 2025 - May 2025
2026 pullback2026
-0.75%Mar 2026
18d1mo 1d
1mo 19dMar 2026 - Apr 2026
2025 pullback2025
-0.73%Jul 2025
2d18d
20dJul 2025 - Aug 2025
2025 pullback2025
-0.61%Sep 2025
2d4d
6dSep 2025 - Sep 2025
2025 pullback2025
-0.59%Dec 2025
7d27d
1mo 4dDec 2025 - Jan 2026

Drawdown Indicators


LODIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.01%

-56.78%

+55.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.75%

-9.10%

+8.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.10%

-1.80%

+1.70%

Average Drawdown

Average peak-to-trough decline

-0.20%

-10.71%

+10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

2.03%

-1.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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