BAMO vs. BAMB

Last updated Jun 23, 2026

BAMO (Brookstone Opportunities ETF) and BAMB (Brookstone Intermediate Bond ETF) are both exchange-traded funds - BAMO is a Diversified Portfolio fund actively managed by Brookstone, while BAMB is a Intermediate Core Bond fund actively managed by Brookstone. Both are actively managed. Over the past year, BAMO returned 14.10% vs 1.89% for BAMB. At a 0.19 correlation, their price movements are largely independent. BAMO charges 1.30%/yr vs 1.09%/yr for BAMB.

Performance

BAMO vs. BAMB - Performance Comparison

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

Returns By Period

In the year-to-date period, BAMO achieves a 5.78% return, which is significantly higher than BAMB's -1.02% return.

BAMO

• 1D: -0.16%
• 1M: 0.53%
• YTD: 5.78%
• 6M: 5.50%
• 1Y: 14.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMB

• 1D: -0.28%
• 1M: 0.20%
• YTD: -1.02%
• 6M: -0.99%
• 1Y: 1.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAMO vs. BAMB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMO Brookstone Opportunities ETF	5.78%	9.16%	14.39%	7.75%
BAMB Brookstone Intermediate Bond ETF	-1.02%	6.15%	3.01%	2.94%

Correlation

The correlation between BAMO and BAMB is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.19

The correlation between BAMO and BAMB shifts across timeframes, from 0.19 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BAMO vs. BAMB — Risk / Return Rank

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

BAMO

BAMO Risk / Return Rank: 66
BAMO Sharpe Ratio Rank: 67
BAMO Sortino Ratio Rank: 71
BAMO Omega Ratio Rank: 71
BAMO Calmar Ratio Rank: 54
BAMO Martin Ratio Rank: 67

BAMB

BAMB Risk / Return Rank: 15
BAMB Sharpe Ratio Rank: 16
BAMB Sortino Ratio Rank: 15
BAMB Omega Ratio Rank: 14
BAMB Calmar Ratio Rank: 15
BAMB Martin Ratio Rank: 15

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. BAMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and Brookstone Intermediate Bond ETF (BAMB). 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	BAMB	Difference
Sharpe ratio: Return per unit of total volatility	2.11	0.49	+1.62
Sortino ratio: Return per unit of downside risk	3.07	0.75	+2.32
Omega ratio: Gain probability vs. loss probability	1.40	1.09	+0.32
Calmar ratio: Return relative to maximum drawdown	2.60	0.57	+2.03
Martin ratio: Return relative to average drawdown	11.87	1.49	+10.38

BAMO vs. BAMB - Sharpe Ratio Comparison

The current BAMO Sharpe Ratio is 2.11, which is higher than the BAMB Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BAMO and BAMB, 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. BAMB - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, which is greater than BAMB's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for BAMO and BAMB.

Drawdown Indicators

	BAMO	BAMB	Difference
Max Drawdown Largest peak-to-trough decline	-12.72%	-4.48%	-8.24%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-3.37%	-2.08%
Current Drawdown Current decline from peak	-0.55%	-2.67%	+2.12%
Average Drawdown Average peak-to-trough decline	-1.26%	-1.03%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	1.27%	-0.08%

Volatility

BAMO vs. BAMB - Volatility Comparison

Brookstone Opportunities ETF (BAMO) has a higher volatility of 2.54% compared to Brookstone Intermediate Bond ETF (BAMB) at 1.13%. This indicates that BAMO's price experiences larger fluctuations and is considered to be riskier than BAMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMO	BAMB	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	1.13%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	5.83%	2.85%	+2.98%
Volatility (1Y) Calculated over the trailing 1-year period	6.72%	3.86%	+2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.58%	4.07%	+5.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.58%	4.07%	+5.51%

BAMO vs. BAMB - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is higher than BAMB's 1.09% expense ratio.

Dividends

BAMO vs. BAMB - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.46%, less than BAMB's 2.95% yield.

Position	TTM	2025	2024	2023
BAMB Brookstone Intermediate Bond ETF	2.95%	2.85%	2.90%	0.73%
BAMO Brookstone Opportunities ETF	1.46%	1.54%	1.58%	0.48%

Frequently Asked Questions

Can I hold both BAMO and BAMB in my portfolio?

BAMO and BAMB have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BAMO or BAMB?

BAMO has higher volatility (2.54%) compared to BAMB (1.13%). In terms of maximum drawdown, BAMO dropped -12.72% vs BAMB's -4.48%.

Which ETF is better, BAMO or BAMB?

On 1-year performance, BAMO leads with 14.10% vs 1.89% for BAMB. On fees, BAMB is cheaper at 1.09% per year. On volatility, BAMB has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMO or BAMB?

Over the 1-year period, BAMO has performed better with a 14.10% return vs 1.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMO or BAMB?

BAMB is cheaper with a 1.09% expense ratio, compared with 1.30% for BAMO.

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

BAMB has the higher dividend yield at 2.95%, compared with 1.46% for BAMO.

What is the main difference between BAMO and BAMB?

BAMO is categorized as Diversified Portfolio, while BAMB is Intermediate Core Bond. Their fees differ too: 1.30% for BAMO and 1.09% for BAMB.

Which has better risk-adjusted returns?

BAMO currently has the higher Sharpe Ratio (2.11 vs 0.49), 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.