PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMOM vs. GLCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMOM and GLCN is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AMOM vs. GLCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and VanEck Vectors China Growth Leaders ETF (GLCN). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
25.23%
0
AMOM
GLCN

Key characteristics

Returns By Period


AMOM

YTD

6.55%

1M

5.82%

6M

25.23%

1Y

27.67%

5Y*

17.16%

10Y*

N/A

GLCN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMOM vs. GLCN - Expense Ratio Comparison

AMOM has a 0.75% expense ratio, which is higher than GLCN's 0.60% expense ratio.


AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
Expense ratio chart for AMOM: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for GLCN: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

AMOM vs. GLCN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMOM
The Risk-Adjusted Performance Rank of AMOM is 5353
Overall Rank
The Sharpe Ratio Rank of AMOM is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of AMOM is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AMOM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMOM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AMOM is 5656
Martin Ratio Rank

GLCN
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMOM vs. GLCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and VanEck Vectors China Growth Leaders ETF (GLCN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AMOM, currently valued at 1.22, compared to the broader market0.002.004.001.22
The chart of Sortino ratio for AMOM, currently valued at 1.66, compared to the broader market0.005.0010.001.66
The chart of Omega ratio for AMOM, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
The chart of Calmar ratio for AMOM, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.001.82
The chart of Martin ratio for AMOM, currently valued at 6.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.13
AMOM
GLCN


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.22
-1.00
AMOM
GLCN

Dividends

AMOM vs. GLCN - Dividend Comparison

Neither AMOM nor GLCN has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
0.00%0.00%0.47%0.72%0.14%24.32%5.51%0.00%0.00%0.00%0.00%
GLCN
VanEck Vectors China Growth Leaders ETF
0.00%0.00%104.44%2.27%0.95%0.15%1.47%0.98%1.09%0.46%1.18%

Drawdowns

AMOM vs. GLCN - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.77%
-57.65%
AMOM
GLCN

Volatility

AMOM vs. GLCN - Volatility Comparison

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a higher volatility of 9.32% compared to VanEck Vectors China Growth Leaders ETF (GLCN) at 0.00%. This indicates that AMOM's price experiences larger fluctuations and is considered to be riskier than GLCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
9.32%
0
AMOM
GLCN
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab