BAMO vs. DRAI

Last updated Jun 23, 2026

BAMO (Brookstone Opportunities ETF) and DRAI (Draco Evolution AI ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, BAMO returned 14.10% vs 37.40% for DRAI. Their correlation of 0.82 suggests significant overlap in exposure. BAMO charges 1.30%/yr vs 1.50%/yr for DRAI.

Performance

BAMO vs. DRAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Opportunities ETF (BAMO) and Draco Evolution AI ETF (DRAI). 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 lower than DRAI's 14.87% return.

BAMO

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

DRAI

• 1D: -0.32%
• 1M: -1.11%
• YTD: 14.87%
• 6M: 13.70%
• 1Y: 37.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAMO vs. DRAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BAMO Brookstone Opportunities ETF	5.78%	9.16%	4.22%
DRAI Draco Evolution AI ETF	14.87%	33.68%	-6.79%

Correlation

The correlation between BAMO and DRAI 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 Jul 10, 2024	0.82

The correlation between BAMO and DRAI has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

Return for Risk

BAMO vs. DRAI — 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

DRAI

DRAI Risk / Return Rank: 81
DRAI Sharpe Ratio Rank: 81
DRAI Sortino Ratio Rank: 77
DRAI Omega Ratio Rank: 83
DRAI Calmar Ratio Rank: 89
DRAI Martin Ratio Rank: 74

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. DRAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and Draco Evolution AI ETF (DRAI). 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	DRAI	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.49	-0.38
Sortino ratio: Return per unit of downside risk	3.07	3.26	-0.19
Omega ratio: Gain probability vs. loss probability	1.40	1.48	-0.07
Calmar ratio: Return relative to maximum drawdown	2.60	5.20	-2.61
Martin ratio: Return relative to average drawdown	11.87	13.51	-1.65

BAMO vs. DRAI - Sharpe Ratio Comparison

The current BAMO Sharpe Ratio is 2.11, which is comparable to the DRAI Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BAMO and DRAI, 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. DRAI - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, smaller than the maximum DRAI drawdown of -13.69%. Use the drawdown chart below to compare losses from any high point for BAMO and DRAI.

Drawdown Indicators

	BAMO	DRAI	Difference
Max Drawdown Largest peak-to-trough decline	-12.72%	-13.69%	+0.97%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-7.22%	+1.77%
Current Drawdown Current decline from peak	-0.55%	-3.55%	+3.00%
Average Drawdown Average peak-to-trough decline	-1.26%	-4.08%	+2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	2.77%	-1.58%

Volatility

BAMO vs. DRAI - Volatility Comparison

The current volatility for Brookstone Opportunities ETF (BAMO) is 2.54%, while Draco Evolution AI ETF (DRAI) has a volatility of 6.81%. This indicates that BAMO experiences smaller price fluctuations and is considered to be less risky than DRAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAMO	DRAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	6.81%	-4.27%
Volatility (6M) Calculated over the trailing 6-month period	5.83%	11.65%	-5.82%
Volatility (1Y) Calculated over the trailing 1-year period	6.72%	15.13%	-8.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.58%	17.18%	-7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.58%	17.18%	-7.60%

BAMO vs. DRAI - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is lower than DRAI's 1.50% expense ratio.

Dividends

BAMO vs. DRAI - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.46%, more than DRAI's 1.34% yield.

Position	TTM	2025	2024	2023
BAMO Brookstone Opportunities ETF	1.46%	1.54%	1.58%	0.48%
DRAI Draco Evolution AI ETF	1.34%	1.48%	2.18%	0.00%

Frequently Asked Questions

Can I hold both BAMO and DRAI in my portfolio?

BAMO and DRAI 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 DRAI?

DRAI has higher volatility (6.81%) compared to BAMO (2.54%). In terms of maximum drawdown, BAMO dropped -12.72% vs DRAI's -13.69%.

Which ETF is better, BAMO or DRAI?

On 1-year performance, DRAI leads with 37.40% vs 14.10% for BAMO. On fees, BAMO is cheaper at 1.30% per year. On volatility, BAMO has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BAMO or DRAI?

Over the 1-year period, DRAI has performed better with a 37.40% return vs 14.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BAMO or DRAI?

BAMO is cheaper with a 1.30% expense ratio, compared with 1.50% for DRAI.

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

BAMO has the higher dividend yield at 1.46%, compared with 1.34% for DRAI.

What is the main difference between BAMO and DRAI?

They also come from different issuers: Brookstone and Draco Evolution. Their fees differ too: 1.30% for BAMO and 1.50% for DRAI.

Which has better risk-adjusted returns?

DRAI currently has the higher Sharpe Ratio (2.49 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.