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GAL vs. BAMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAL vs. BAMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Global Allocation ETF (GAL) and Brookstone Yield ETF (BAMY). The values are adjusted to include any dividend payments, if applicable.

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GAL vs. BAMY - Yearly Performance Comparison


2026 (YTD)202520242023
GAL
SPDR SSgA Global Allocation ETF
0.93%15.95%9.85%8.52%
BAMY
Brookstone Yield ETF
-0.27%12.93%10.60%5.20%

Returns By Period

In the year-to-date period, GAL achieves a 0.93% return, which is significantly higher than BAMY's -0.27% return.


GAL

1D
0.55%
1M
-3.22%
YTD
0.93%
6M
2.94%
1Y
14.61%
3Y*
11.74%
5Y*
6.40%
10Y*
7.58%

BAMY

1D
0.20%
1M
-0.87%
YTD
-0.27%
6M
2.72%
1Y
12.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAL vs. BAMY - Expense Ratio Comparison

GAL has a 0.35% expense ratio, which is lower than BAMY's 1.48% expense ratio.


Return for Risk

GAL vs. BAMY — Risk / Return Rank

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

GAL
GAL Risk / Return Rank: 7373
Overall Rank
GAL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7373
Sortino Ratio Rank
GAL Omega Ratio Rank: 7373
Omega Ratio Rank
GAL Calmar Ratio Rank: 6969
Calmar Ratio Rank
GAL Martin Ratio Rank: 7676
Martin Ratio Rank

BAMY
BAMY Risk / Return Rank: 9090
Overall Rank
BAMY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BAMY Sortino Ratio Rank: 9191
Sortino Ratio Rank
BAMY Omega Ratio Rank: 9494
Omega Ratio Rank
BAMY Calmar Ratio Rank: 8585
Calmar Ratio Rank
BAMY Martin Ratio Rank: 9494
Martin Ratio Rank
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.

GAL vs. BAMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) and Brookstone Yield ETF (BAMY). 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.


GALBAMYDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.88

-0.54

Sortino ratio

Return per unit of downside risk

1.92

2.75

-0.83

Omega ratio

Gain probability vs. loss probability

1.28

1.46

-0.18

Calmar ratio

Return relative to maximum drawdown

1.86

2.78

-0.92

Martin ratio

Return relative to average drawdown

8.53

15.13

-6.60

GAL vs. BAMY - Sharpe Ratio Comparison

The current GAL Sharpe Ratio is 1.34, which is comparable to the BAMY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GAL and BAMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GALBAMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.88

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.86

-1.21

Correlation

The correlation between GAL and BAMY is 0.80, 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

GAL vs. BAMY - Dividend Comparison

GAL's dividend yield for the trailing twelve months is around 3.37%, less than BAMY's 8.03% yield.


TTM20252024202320222021202020192018201720162015
GAL
SPDR SSgA Global Allocation ETF
3.37%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%
BAMY
Brookstone Yield ETF
8.03%7.16%8.20%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GAL vs. BAMY - Drawdown Comparison

The maximum GAL drawdown since its inception was -28.31%, which is greater than BAMY's maximum drawdown of -6.03%. Use the drawdown chart below to compare losses from any high point for GAL and BAMY.


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Drawdown Indicators


GALBAMYDifference

Max Drawdown

Largest peak-to-trough decline

-28.31%

-6.03%

-22.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-4.60%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

Current Drawdown

Current decline from peak

-3.93%

-1.23%

-2.70%

Average Drawdown

Average peak-to-trough decline

-3.78%

-0.54%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

0.85%

+0.90%

Volatility

GAL vs. BAMY - Volatility Comparison

SPDR SSgA Global Allocation ETF (GAL) has a higher volatility of 4.22% compared to Brookstone Yield ETF (BAMY) at 2.01%. This indicates that GAL's price experiences larger fluctuations and is considered to be riskier than BAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GALBAMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

2.01%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

3.54%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

6.77%

+4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

6.15%

+4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

6.15%

+5.17%