BAMO vs. MDAA

Last updated Jun 23, 2026

BAMO (Brookstone Opportunities ETF) and MDAA (Myriad Dynamic Asset Allocation ETF) are both Diversified Portfolio funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. BAMO charges 1.30%/yr vs 0.97%/yr for MDAA.

Performance

BAMO vs. MDAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookstone Opportunities ETF (BAMO) and Myriad Dynamic Asset Allocation ETF (MDAA). 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 MDAA's 20.16% return.

BAMO

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

MDAA

• 1D: -0.27%
• 1M: 3.45%
• YTD: 20.16%
• 6M: 20.45%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAMO vs. MDAA - Yearly Performance Comparison

	2026 (YTD)	2025
BAMO Brookstone Opportunities ETF	5.78%	2.18%
MDAA Myriad Dynamic Asset Allocation ETF	20.16%	-0.25%

Correlation

The correlation between BAMO and MDAA is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 3, 2025	0.83

Return for Risk

BAMO vs. MDAA — 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

MDAA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MDAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookstone Opportunities ETF (BAMO) and Myriad Dynamic Asset Allocation ETF (MDAA). 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	MDAA	Difference
Sharpe ratio: Return per unit of total volatility	2.11	—	—
Sortino ratio: Return per unit of downside risk	3.07	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	2.60	—	—
Martin ratio: Return relative to average drawdown	11.87	—	—

Drawdowns

BAMO vs. MDAA - Drawdown Comparison

The maximum BAMO drawdown since its inception was -12.72%, smaller than the maximum MDAA drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for BAMO and MDAA.

Drawdown Indicators

	BAMO	MDAA	Difference
Max Drawdown Largest peak-to-trough decline	-12.72%	-14.59%	+1.87%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	—	—
Current Drawdown Current decline from peak	-0.55%	-2.71%	+2.16%
Average Drawdown Average peak-to-trough decline	-1.26%	-3.03%	+1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.19%	—	—

Volatility

Volatility by Period

	BAMO	MDAA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.72%	24.98%	-18.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.58%	24.98%	-15.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.58%	24.98%	-15.40%

BAMO vs. MDAA - Expense Ratio Comparison

BAMO has a 1.30% expense ratio, which is higher than MDAA's 0.97% expense ratio.

Dividends

BAMO vs. MDAA - Dividend Comparison

BAMO's dividend yield for the trailing twelve months is around 1.46%, more than MDAA's 0.38% yield.

Position	TTM	2025	2024	2023
BAMO Brookstone Opportunities ETF	1.46%	1.54%	1.58%	0.48%
MDAA Myriad Dynamic Asset Allocation ETF	0.38%	0.46%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BAMO and MDAA in my portfolio?

BAMO and MDAA have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BAMO or MDAA?

On fees, MDAA is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BAMO or MDAA?

MDAA is cheaper with a 0.97% expense ratio, compared with 1.30% for BAMO.

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

BAMO has the higher dividend yield at 1.46%, compared with 0.38% for MDAA.

What is the main difference between BAMO and MDAA?

They also come from different issuers: Brookstone and Myriad. Their fees differ too: 1.30% for BAMO and 0.97% for MDAA.