BAMO vs. GSG
BAMO (Brookstone Opportunities ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - BAMO is a Diversified Portfolio fund actively managed by Brookstone, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. BAMO is actively managed, while GSG is passively managed. Over the past year, BAMO returned 14.20% vs 37.47% for GSG. Their -0.05 correlation means they have often moved in opposite directions in the past. BAMO charges 1.30%/yr vs 0.75%/yr for GSG.
Performance
BAMO vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, BAMO achieves a 8.57% return, which is significantly lower than GSG's 32.52% return.
BAMO
- 1D
- 0.08%
- 1M
- 1.71%
- 6M
- 7.68%
- YTD
- 8.57%
- 1Y
- 14.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.20%
GSG
- 1D
- 0.36%
- 1M
- 5.78%
- 6M
- 21.95%
- YTD
- 32.52%
- 1Y
- 37.47%
- 3Y*
- 12.51%
- 5Y*
- 14.20%
- 10Y*
- 8.03%
- ALL TIME*
- -2.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.58K | $154.50K | $162.81K | |
| $18.96M | $16.42M | $22.87M |
BAMO vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BAMO Brookstone Opportunities ETF | 8.57% | 9.16% | 14.39% | 7.75% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 32.52% | 5.93% | 8.52% | -12.13% |
Correlation
The correlation between BAMO and GSG is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | -0.05 |
Over the past year, the inverse relationship between BAMO and GSG has strengthened: their correlation has moved from -0.05 to -0.26, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
BAMO vs. GSG — Risk / Return Rank
BAMO
GSG
BAMO vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.00 | +0.61 |
| Martin ratioReturn relative to average drawdown | 11.71 | 6.32 | +5.39 |
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Drawdowns
BAMO vs. GSG - Drawdown Comparison
The maximum BAMO drawdown since its inception was -12.72%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for BAMO and GSG.
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Drawdown Indicators
| BAMO | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.72% | -89.62% | +76.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.45% | -18.81% | +13.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | 0.00% | -59.99% | +59.99% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -63.67% | +62.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 5.94% | -4.72% |
Volatility
BAMO vs. GSG - Volatility Comparison
The current volatility for Brookstone Opportunities ETF (BAMO) is 2.52%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.99%. This indicates that BAMO experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMO | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 8.99% | -6.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.04% | 21.89% | -15.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.07% | 24.44% | -17.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.51% | 22.90% | -13.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.51% | 22.08% | -12.57% |
BAMO vs. GSG - Expense Ratio Comparison
BAMO has a 1.30% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
BAMO vs. GSG - Dividend Comparison
BAMO's dividend yield for the trailing twelve months is around 1.42%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BAMO Brookstone Opportunities ETF | 1.42% | 1.54% | 1.58% | 0.48% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BAMO and GSG have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (8.99%) compared to BAMO (2.52%). In terms of maximum drawdown, BAMO dropped -12.72% vs GSG's -89.62%.
On 1-year performance, GSG leads with 37.47% vs 14.20% for BAMO. On fees, GSG is cheaper at 0.75% per year. On volatility, BAMO has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSG has performed better with a 37.47% return vs 14.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSG is cheaper with a 0.75% expense ratio, compared with 1.30% for BAMO.
BAMO has the higher dividend yield at 1.42%, compared with 0.00% for GSG.
BAMO is categorized as Diversified Portfolio, while GSG is Commodities. They also come from different issuers: Brookstone and iShares. Their fees differ too: 1.30% for BAMO and 0.75% for GSG.
BAMO currently has the higher Sharpe Ratio (2.02 vs 1.54), 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.
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