BAMO vs. AVMA

Last updated Jun 25, 2026

BAMO (Brookstone Opportunities ETF) and AVMA (Avantis Moderate Allocation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, BAMO returned 12.28% vs 21.61% for AVMA. Their correlation of 0.86 suggests significant overlap in exposure. BAMO charges 1.30%/yr vs 0.21%/yr for AVMA.

Performance

BAMO vs. AVMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Opportunities ETF (BAMO) and Avantis Moderate Allocation ETF (AVMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAMO achieves a 5.13% return, which is significantly lower than AVMA's 10.19% return.

BAMO

• 1D: -0.08%
• 1M: -0.08%
• YTD: 5.13%
• 6M: 4.39%
• 1Y: 12.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVMA

• 1D: 0.06%
• 1M: 0.70%
• YTD: 10.19%
• 6M: 9.38%
• 1Y: 21.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAMO vs. AVMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMO Brookstone Opportunities ETF	5.13%	9.16%	14.39%	7.75%
AVMA Avantis Moderate Allocation ETF	10.19%	16.72%	10.01%	10.01%

Correlation

The correlation between BAMO and AVMA is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.86

The correlation between BAMO and AVMA has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

Return for Risk

BAMO vs. AVMA — Risk / Return Rank

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

BAMO

BAMO Risk / Return Rank: 63
BAMO Sharpe Ratio Rank: 64
BAMO Sortino Ratio Rank: 67
BAMO Omega Ratio Rank: 67
BAMO Calmar Ratio Rank: 53
BAMO Martin Ratio Rank: 65

AVMA

AVMA Risk / Return Rank: 80
AVMA Sharpe Ratio Rank: 81
AVMA Sortino Ratio Rank: 83
AVMA Omega Ratio Rank: 82
AVMA Calmar Ratio Rank: 74
AVMA Martin Ratio Rank: 80

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.

BAMO vs. AVMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and Avantis Moderate Allocation ETF (AVMA). 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.

	BAMO	AVMA	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.32	-0.48
Sortino ratio: Return per unit of downside risk	2.68	3.31	-0.62
Omega ratio: Gain probability vs. loss probability	1.35	1.43	-0.08
Calmar ratio: Return relative to maximum drawdown	2.26	3.39	-1.13
Martin ratio: Return relative to average drawdown	10.30	14.20	-3.90

BAMO vs. AVMA - Sharpe Ratio Comparison

The current BAMO Sharpe Ratio is 1.84, which is comparable to the AVMA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of BAMO and AVMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BAMO vs. AVMA - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, which is greater than AVMA's maximum drawdown of -11.81%. Use the drawdown chart below to compare losses from any high point for BAMO and AVMA.

Drawdown Indicators

	BAMO	AVMA	Difference
Max Drawdown Largest peak-to-trough decline	-12.72%	-11.81%	-0.91%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-6.40%	+0.95%
Current Drawdown Current decline from peak	-1.16%	-1.15%	-0.01%
Average Drawdown Average peak-to-trough decline	-1.25%	-1.54%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	1.53%	-0.34%

Volatility

BAMO vs. AVMA - Volatility Comparison

The current volatility for Brookstone Opportunities ETF (BAMO) is 2.58%, while Avantis Moderate Allocation ETF (AVMA) has a volatility of 3.42%. This indicates that BAMO experiences smaller price fluctuations and is considered to be less risky than AVMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMO	AVMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.58%	3.42%	-0.84%
Volatility (6M) Calculated over the trailing 6-month period	5.83%	7.61%	-1.78%
Volatility (1Y) Calculated over the trailing 1-year period	6.72%	9.40%	-2.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.58%	10.36%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.58%	10.36%	-0.78%

BAMO vs. AVMA - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is higher than AVMA's 0.21% expense ratio.

Dividends

BAMO vs. AVMA - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.47%, less than AVMA's 3.02% yield.

Position	TTM	2025	2024	2023
AVMA Avantis Moderate Allocation ETF	3.02%	2.21%	2.28%	1.11%
BAMO Brookstone Opportunities ETF	1.47%	1.54%	1.58%	0.48%

Frequently Asked Questions

Can I hold both BAMO and AVMA in my portfolio?

With a correlation of 0.92, BAMO and AVMA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BAMO or AVMA?

AVMA has higher volatility (3.42%) compared to BAMO (2.58%). In terms of maximum drawdown, BAMO dropped -12.72% vs AVMA's -11.81%.

Which ETF is better, BAMO or AVMA?

On 1-year performance, AVMA leads with 21.61% vs 12.28% for BAMO. On fees, AVMA is cheaper at 0.21% per year. On volatility, BAMO has been the lower-risk option at 2.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMO or AVMA?

Over the 1-year period, AVMA has performed better with a 21.61% return vs 12.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMO or AVMA?

AVMA is cheaper with a 0.21% expense ratio, compared with 1.30% for BAMO.

Which ETF pays a higher dividend yield, BAMO or AVMA?

AVMA has the higher dividend yield at 3.02%, compared with 1.47% for BAMO.

What is the main difference between BAMO and AVMA?

They also come from different issuers: Brookstone and Avantis. Their fees differ too: 1.30% for BAMO and 0.21% for AVMA.

Which has better risk-adjusted returns?

AVMA currently has the higher Sharpe Ratio (2.32 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.