BOBP vs. AMOM

Last updated Jul 17, 2026

BOBP (CORE16 Best of Breed Premier Index ETF) and AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) are both exchange-traded funds - BOBP is a Large Cap Blend Equities fund tracking the CORE16 Best of Breed Premier Index, while AMOM is a Momentum fund actively managed by Exchange Traded Concepts. BOBP is passively managed, while AMOM is actively managed. Over the past year, BOBP returned 23.83% vs 24.84% for AMOM. Their correlation of 0.88 suggests significant overlap in exposure. BOBP charges 0.70%/yr vs 0.75%/yr for AMOM.

Performance

BOBP vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CORE16 Best of Breed Premier Index ETF (BOBP) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BOBP having a 16.43% return and AMOM slightly higher at 17.22%.

BOBP

• 1D: -2.00%
• 1M: -6.08%
• 6M: 10.07%
• YTD: 16.43%
• 1Y: 23.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMOM

• 1D: -2.88%
• 1M: -7.10%
• 6M: 12.03%
• YTD: 17.22%
• 1Y: 24.84%
• 3Y*: 21.10%
• 5Y*: 10.34%
• 10Y*: —

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

BOBP vs. AMOM - Yearly Performance Comparison

	2026 (YTD)	2025
BOBP CORE16 Best of Breed Premier Index ETF	16.43%	7.63%
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	17.22%	14.03%

Correlation

The correlation between BOBP and AMOM is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since May 21, 2025	0.88

The correlation between BOBP and AMOM has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

BOBP vs. AMOM - Sectors Allocation Comparison

Sectors	BOBP	AMOM
Technology	35.3%	50.2%
Industrials	22.8%	21.9%
Financial Services	9.9%	6.2%
Basic Materials	7.0%	4.6%
Utilities	5.6%	1.1%
Energy	5.0%	11.8%
Consumer Defensive	4.2%	5.0%
Communication Services	3.8%	7.4%
Healthcare	3.1%	7.7%
Consumer Cyclical	2.7%	3.0%
Real Estate	-	1.9%

Return for Risk

BOBP vs. AMOM — Risk / Return Rank

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

BOBP

BOBP Risk / Return Rank: 40
BOBP Sharpe Ratio Rank: 35
BOBP Sortino Ratio Rank: 33
BOBP Omega Ratio Rank: 36
BOBP Calmar Ratio Rank: 44
BOBP Martin Ratio Rank: 50

AMOM

AMOM Risk / Return Rank: 37
AMOM Sharpe Ratio Rank: 31
AMOM Sortino Ratio Rank: 30
AMOM Omega Ratio Rank: 31
AMOM Calmar Ratio Rank: 46
AMOM Martin Ratio Rank: 45

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.

BOBP vs. AMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CORE16 Best of Breed Premier Index ETF (BOBP) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.

	BOBP	AMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.04	0.94	+0.10
Sortino ratio: Return per unit of downside risk	1.50	1.37	+0.13
Omega ratio: Gain probability vs. loss probability	1.20	1.18	+0.02
Calmar ratio: Return relative to maximum drawdown	1.83	1.90	-0.07
Martin ratio: Return relative to average drawdown	6.75	5.97	+0.79

BOBP vs. AMOM - Sharpe Ratio Comparison

The current BOBP Sharpe Ratio is 1.04, which is comparable to the AMOM Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BOBP and AMOM, 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

BOBP vs. AMOM - Drawdown Comparison

The maximum BOBP drawdown since its inception was -13.06%, smaller than the maximum AMOM drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for BOBP and AMOM.

Drawdown Indicators

	BOBP	AMOM	Difference
Max Drawdown Largest peak-to-trough decline	-13.06%	-39.68%	+26.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	-13.10%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.68%	—
Current Drawdown Current decline from peak	-10.85%	-11.55%	+0.70%
Average Drawdown Average peak-to-trough decline	-1.94%	-10.71%	+8.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	4.17%	-0.63%

Volatility

BOBP vs. AMOM - Volatility Comparison

The current volatility for CORE16 Best of Breed Premier Index ETF (BOBP) is 11.39%, while QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a volatility of 12.77%. This indicates that BOBP experiences smaller price fluctuations and is considered to be less risky than AMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOBP	AMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	12.77%	-1.38%
Volatility (6M) Calculated over the trailing 6-month period	20.96%	22.39%	-1.43%
Volatility (1Y) Calculated over the trailing 1-year period	22.91%	26.54%	-3.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.61%	24.74%	-3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.61%	25.45%	-3.84%

BOBP vs. AMOM - Expense Ratio Comparison

BOBP has a 0.70% expense ratio, which is lower than AMOM's 0.75% expense ratio.

Dividends

BOBP vs. AMOM - Dividend Comparison

BOBP's dividend yield for the trailing twelve months is around 2.84%, more than AMOM's 0.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.03%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%
BOBP CORE16 Best of Breed Premier Index ETF	2.84%	3.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BOBP and AMOM in my portfolio?

With a correlation of 0.90, BOBP and AMOM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BOBP or AMOM?

AMOM has higher volatility (12.77%) compared to BOBP (11.39%). In terms of maximum drawdown, BOBP dropped -13.06% vs AMOM's -39.68%.

Which ETF is better, BOBP or AMOM?

On 1-year performance, AMOM leads with 24.84% vs 23.83% for BOBP. On fees, BOBP is cheaper at 0.70% per year. On volatility, BOBP has been the lower-risk option at 11.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BOBP or AMOM?

Over the 1-year period, AMOM has performed better with a 24.84% return vs 23.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BOBP or AMOM?

BOBP is cheaper with a 0.70% expense ratio, compared with 0.75% for AMOM.

Which ETF pays a higher dividend yield, BOBP or AMOM?

BOBP has the higher dividend yield at 2.84%, compared with 0.03% for AMOM.

What is the main difference between BOBP and AMOM?

BOBP is categorized as Large Cap Blend Equities, while AMOM is Momentum. Their fees differ too: 0.70% for BOBP and 0.75% for AMOM.

Which has better risk-adjusted returns?

BOBP currently has the higher Sharpe Ratio (1.04 vs 0.94), 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.