AMOM vs. SMOM

Last updated Jun 24, 2026

AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - AMOM is a Momentum fund actively managed by Exchange Traded Concepts, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. AMOM charges 0.75%/yr vs 0.63%/yr for SMOM.

Performance

AMOM vs. SMOM - 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 Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMOM achieves a 26.78% return, which is significantly higher than SMOM's 7.03% return.

AMOM

• 1D: -4.33%
• 1M: 5.97%
• YTD: 26.78%
• 6M: 24.27%
• 1Y: 40.35%
• 3Y*: 26.54%
• 5Y*: 11.70%
• 10Y*: —

SMOM

• 1D: -1.16%
• 1M: -0.47%
• YTD: 7.03%
• 6M: 6.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMOM vs. SMOM - Yearly Performance Comparison

	2026 (YTD)	2025
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	26.78%	4.77%
SMOM Symmetry Panoramic Sector Momentum ETF	7.03%	2.78%

Correlation

The correlation between AMOM and SMOM is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025	0.81

Return for Risk

AMOM vs. SMOM — Risk / Return Rank

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

AMOM

AMOM Risk / Return Rank: 55
AMOM Sharpe Ratio Rank: 52
AMOM Sortino Ratio Rank: 47
AMOM Omega Ratio Rank: 49
AMOM Calmar Ratio Rank: 65
AMOM Martin Ratio Rank: 62

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

AMOM vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.

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.

	AMOM	SMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.67	—	—
Sortino ratio: Return per unit of downside risk	2.21	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	3.09	—	—
Martin ratio: Return relative to average drawdown	10.70	—	—

Drawdowns

AMOM vs. SMOM - Drawdown Comparison

The maximum AMOM drawdown since its inception was -39.68%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for AMOM and SMOM.

Drawdown Indicators

	AMOM	SMOM	Difference
Max Drawdown Largest peak-to-trough decline	-39.68%	-7.45%	-32.23%
Max Drawdown (1Y) Largest decline over 1 year	-13.10%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-30.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	—	—
Current Drawdown Current decline from peak	-4.33%	-2.54%	-1.79%
Average Drawdown Average peak-to-trough decline	-10.75%	-1.49%	-9.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	—	—

Volatility

Volatility by Period

	AMOM	SMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.29%	12.80%	+11.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.26%	12.80%	+11.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.22%	12.80%	+12.42%

AMOM vs. SMOM - Expense Ratio Comparison

AMOM has a 0.75% expense ratio, which is higher than SMOM's 0.63% expense ratio.

Dividends

AMOM vs. SMOM - Dividend Comparison

AMOM's dividend yield for the trailing twelve months is around 0.07%, less than SMOM's 0.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.07%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%
SMOM Symmetry Panoramic Sector Momentum ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AMOM and SMOM in my portfolio?

AMOM and SMOM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AMOM or SMOM?

On fees, SMOM is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AMOM or SMOM?

SMOM is cheaper with a 0.63% expense ratio, compared with 0.75% for AMOM.

Which ETF pays a higher dividend yield, AMOM or SMOM?

SMOM has the higher dividend yield at 0.15%, compared with 0.07% for AMOM.

What is the main difference between AMOM and SMOM?

AMOM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Exchange Traded Concepts and Symmetry Partners. Their fees differ too: 0.75% for AMOM and 0.63% for SMOM.