BAMO vs. BAMY

Last updated Jun 23, 2026

BAMO (Brookstone Opportunities ETF) and BAMY (Brookstone Yield ETF) are both Diversified Portfolio funds from Brookstone. Both are actively managed. Over the past year, BAMO returned 14.10% vs 10.81% for BAMY. Their correlation of 0.84 suggests significant overlap in exposure. BAMO charges 1.30%/yr vs 1.48%/yr for BAMY.

Performance

BAMO vs. BAMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Opportunities ETF (BAMO) and Brookstone Yield ETF (BAMY). 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 BAMY's 1.48% return.

BAMO

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

BAMY

• 1D: -0.01%
• 1M: 0.52%
• YTD: 1.48%
• 6M: 1.42%
• 1Y: 10.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAMO vs. BAMY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAMO Brookstone Opportunities ETF	5.78%	9.16%	14.39%	7.75%
BAMY Brookstone Yield ETF	1.48%	12.93%	10.60%	5.20%

Correlation

The correlation between BAMO and BAMY 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 (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.84

The correlation between BAMO and BAMY has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

Return for Risk

BAMO vs. BAMY — 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

BAMY

BAMY Risk / Return Rank: 84
BAMY Sharpe Ratio Rank: 77
BAMY Sortino Ratio Rank: 82
BAMY Omega Ratio Rank: 86
BAMY Calmar Ratio Rank: 84
BAMY Martin Ratio Rank: 90

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. BAMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and Brookstone Yield ETF (BAMY). 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	BAMY	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.37	-0.26
Sortino ratio: Return per unit of downside risk	3.07	3.45	-0.38
Omega ratio: Gain probability vs. loss probability	1.40	1.50	-0.10
Calmar ratio: Return relative to maximum drawdown	2.60	4.37	-1.78
Martin ratio: Return relative to average drawdown	11.87	19.53	-7.67

BAMO vs. BAMY - Sharpe Ratio Comparison

The current BAMO Sharpe Ratio is 2.11, which is comparable to the BAMY Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of BAMO and BAMY, 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. BAMY - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, which is greater than BAMY's maximum drawdown of -6.03%. Use the drawdown chart below to compare losses from any high point for BAMO and BAMY.

Drawdown Indicators

	BAMO	BAMY	Difference
Max Drawdown Largest peak-to-trough decline	-12.72%	-6.03%	-6.69%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-2.48%	-2.97%
Current Drawdown Current decline from peak	-0.55%	-0.09%	-0.46%
Average Drawdown Average peak-to-trough decline	-1.26%	-0.53%	-0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	0.55%	+0.64%

Volatility

BAMO vs. BAMY - Volatility Comparison

Brookstone Opportunities ETF (BAMO) has a higher volatility of 2.54% compared to Brookstone Yield ETF (BAMY) at 0.92%. This indicates that BAMO's price experiences larger fluctuations and is considered to be riskier than BAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMO	BAMY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	0.92%	+1.62%
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%	4.58%	+2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.58%	5.99%	+3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.58%	5.99%	+3.59%

BAMO vs. BAMY - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is lower than BAMY's 1.48% expense ratio.

Dividends

BAMO vs. BAMY - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.46%, less than BAMY's 7.56% yield.

Position	TTM	2025	2024	2023
BAMO Brookstone Opportunities ETF	1.46%	1.54%	1.58%	0.48%
BAMY Brookstone Yield ETF	7.56%	7.16%	8.20%	1.96%

Frequently Asked Questions

Can I hold both BAMO and BAMY in my portfolio?

BAMO and BAMY 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 is riskier, BAMO or BAMY?

BAMO has higher volatility (2.54%) compared to BAMY (0.92%). In terms of maximum drawdown, BAMO dropped -12.72% vs BAMY's -6.03%.

Which ETF is better, BAMO or BAMY?

On 1-year performance, BAMO leads with 14.10% vs 10.81% for BAMY. On fees, BAMO is cheaper at 1.30% per year. On volatility, BAMY has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMO or BAMY?

Over the 1-year period, BAMO has performed better with a 14.10% return vs 10.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMO or BAMY?

BAMO is cheaper with a 1.30% expense ratio, compared with 1.48% for BAMY.

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

BAMY has the higher dividend yield at 7.56%, compared with 1.46% for BAMO.

What is the main difference between BAMO and BAMY?

Their fees differ too: 1.30% for BAMO and 1.48% for BAMY.

Which has better risk-adjusted returns?

BAMY currently has the higher Sharpe Ratio (2.37 vs 2.11), 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.