ASGM vs. MOOD
ASGM (Virtus AlphaSimplex Global Macro ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. ASGM charges 0.86%/yr vs 0.73%/yr for MOOD.
Performance
ASGM vs. MOOD - Performance Comparison
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Returns By Period
In the year-to-date period, ASGM achieves a 17.56% return, which is significantly higher than MOOD's 12.70% return.
ASGM
- 1D
- -2.93%
- 1M
- -1.26%
- YTD
- 17.56%
- 6M
- 17.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MOOD
- 1D
- -1.87%
- 1M
- -0.20%
- YTD
- 12.70%
- 6M
- 11.32%
- 1Y
- 33.13%
- 3Y*
- 19.98%
- 5Y*
- —
- 10Y*
- —
ASGM vs. MOOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 17.56% | 11.08% |
MOOD Relative Sentiment Tactical Allocation ETF | 12.70% | 15.32% |
Correlation
The correlation between ASGM and MOOD is 0.83, 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 Aug 5, 2025 | 0.83 |
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Return for Risk
ASGM vs. MOOD — Risk / Return Rank
ASGM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MOOD
ASGM vs. MOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and Relative Sentiment Tactical Allocation ETF (MOOD). 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.
| ASGM | MOOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.44 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.43 | — |
| Martin ratioReturn relative to average drawdown | — | 10.57 | — |
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Drawdowns
ASGM vs. MOOD - Drawdown Comparison
The maximum ASGM drawdown since its inception was -6.62%, smaller than the maximum MOOD drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for ASGM and MOOD.
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Drawdown Indicators
| ASGM | MOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.62% | -14.34% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.71% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.71% | — |
Current DrawdownCurrent decline from peak | -4.56% | -2.57% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -2.31% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.14% | — |
Volatility
ASGM vs. MOOD - Volatility Comparison
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Volatility by Period
| ASGM | MOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 14.69% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 12.18% | +4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 12.18% | +4.83% |
ASGM vs. MOOD - Expense Ratio Comparison
ASGM has a 0.86% expense ratio, which is higher than MOOD's 0.73% expense ratio.
Dividends
ASGM vs. MOOD - Dividend Comparison
ASGM's dividend yield for the trailing twelve months is around 3.84%, more than MOOD's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 3.84% | 4.52% | 0.00% | 0.00% | 0.00% |
MOOD Relative Sentiment Tactical Allocation ETF | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% |
Frequently Asked Questions
ASGM and MOOD have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MOOD is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MOOD is cheaper with a 0.73% expense ratio, compared with 0.86% for ASGM.
ASGM has the higher dividend yield at 3.84%, compared with 0.36% for MOOD.
They also come from different issuers: Virtus and Relative Sentiment. Their fees differ too: 0.86% for ASGM and 0.73% for MOOD.
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