ENDW vs. GMOM

Last updated Apr 2, 2026

Compare and contrast key facts about Cambria Endowment Style ETF (ENDW) and Cambria Global Momentum ETF (GMOM).

ENDW and GMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENDW is an actively managed fund by Cambria. It was launched on Apr 9, 2025. GMOM is an actively managed fund by Cambria. It was launched on Nov 4, 2014.

Performance

ENDW vs. GMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Endowment Style ETF (ENDW) and Cambria Global Momentum ETF (GMOM). The values are adjusted to include any dividend payments, if applicable.

ENDW vs. GMOM - Yearly Performance Comparison

	2026 (YTD)	2025
ENDW Cambria Endowment Style ETF	3.83%	30.77%
GMOM Cambria Global Momentum ETF	8.03%	26.31%

Returns By Period

In the year-to-date period, ENDW achieves a 3.83% return, which is significantly lower than GMOM's 8.03% return.

ENDW

• 1D: 0.39%
• 1M: -3.49%
• YTD: 3.83%
• 6M: 7.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOM

• 1D: 1.13%
• 1M: -4.66%
• YTD: 8.03%
• 6M: 12.16%
• 1Y: 28.42%
• 3Y*: 12.60%
• 5Y*: 7.73%
• 10Y*: 7.31%

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

ENDW vs. GMOM - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than GMOM's 0.96% expense ratio.

GMOM

Cambria Global Momentum ETF

ENDW

Cambria Endowment Style ETF

Return for Risk

ENDW vs. GMOM — Risk / Return Rank

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

GMOM

GMOM Risk / Return Rank: 86
GMOM Sharpe Ratio Rank: 86
GMOM Sortino Ratio Rank: 86
GMOM Omega Ratio Rank: 86
GMOM Calmar Ratio Rank: 85
GMOM Martin Ratio Rank: 88

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.

ENDW vs. GMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and Cambria Global Momentum ETF (GMOM). 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.

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

Sharpe Ratios by Period

	ENDW	GMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.28	0.48	+2.81

Correlation

The correlation between ENDW and GMOM is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ENDW vs. GMOM - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.33%, more than GMOM's 1.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENDW Cambria Endowment Style ETF	2.33%	1.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GMOM Cambria Global Momentum ETF	1.63%	3.01%	2.16%	3.63%	2.52%	3.42%	1.24%	2.60%	1.90%	2.05%	1.77%	1.88%

Drawdowns

ENDW vs. GMOM - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum GMOM drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for ENDW and GMOM.

Drawdown Indicators

	ENDW	GMOM	Difference
Max Drawdown Largest peak-to-trough decline	-6.44%	-25.03%	+18.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.16%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.03%	—
Current Drawdown Current decline from peak	-3.98%	-5.18%	+1.20%
Average Drawdown Average peak-to-trough decline	-0.83%	-7.89%	+7.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.49%	—

Volatility

Volatility by Period

	ENDW	GMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.95%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.34%	15.80%	-4.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.34%	14.51%	-3.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.34%	12.76%	-1.42%