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AMOM vs. GLCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.59%
0
AMOM
GLCN

Returns By Period


AMOM

YTD

34.47%

1M

1.99%

6M

14.59%

1Y

41.02%

5Y (annualized)

17.52%

10Y (annualized)

N/A

GLCN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


AMOMGLCN

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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%

Correlation

-0.50.00.51.00.3

The correlation between AMOM and GLCN is 0.34, 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.

Risk-Adjusted Performance

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 1.90, compared to the broader market0.002.004.001.90
The chart of Sortino ratio for AMOM, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.002.51
The chart of Omega ratio for AMOM, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
The chart of Calmar ratio for AMOM, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.29
The chart of Martin ratio for AMOM, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.00100.009.11
AMOM
GLCN

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.90
-1.00
AMOM
GLCN

Dividends

AMOM vs. GLCN - Dividend Comparison

AMOM's dividend yield for the trailing twelve months is around 0.16%, while GLCN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
0.16%0.47%0.72%0.14%24.32%5.51%0.00%0.00%0.00%0.00%0.00%0.00%
GLCN
VanEck Vectors China Growth Leaders ETF
0.00%104.44%2.27%0.95%0.15%1.47%0.98%1.09%0.46%1.18%0.00%2.19%

Drawdowns

AMOM vs. GLCN - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.47%
-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 6.31% 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%JuneJulyAugustSeptemberOctoberNovember
6.31%
0
AMOM
GLCN