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GBFFX vs. GAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GBFFX vs. GAA

Last updated May 12, 2025

Compare and contrast key facts about GMO Benchmark-Free Fund (GBFFX) and Cambria Global Asset Allocation ETF (GAA).

GBFFX is managed by GMO. It was launched on Jun 14, 2011. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBFFX or GAA.

Correlation

The correlation between GBFFX and GAA is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GBFFX vs. GAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Benchmark-Free Fund (GBFFX) and Cambria Global Asset Allocation ETF (GAA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GBFFX:

2.39%

GAA:

7.21%

Max Drawdown

GBFFX:

-0.10%

GAA:

-0.41%

Current Drawdown

GBFFX:

0.00%

GAA:

0.00%

Returns By Period

GBFFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GAA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GBFFX vs. GAA - Expense Ratio Comparison

GBFFX has a 0.35% expense ratio, which is lower than GAA's 0.41% expense ratio.

GAA
Cambria Global Asset Allocation ETF
GBFFX
GMO Benchmark-Free Fund

Risk-Adjusted Performance

GBFFX vs. GAA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBFFX
The Risk-Adjusted Performance Rank of GBFFX is 6161
Overall Rank
The Sharpe Ratio Rank of GBFFX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GBFFX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GBFFX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of GBFFX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GBFFX is 5656
Martin Ratio Rank
GAA
The Risk-Adjusted Performance Rank of GAA is 6565
Overall Rank
The Sharpe Ratio Rank of GAA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of GAA is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GAA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of GAA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GAA is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GBFFX vs. GAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Fund (GBFFX) and Cambria Global Asset Allocation ETF (GAA). 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.

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Dividends

GBFFX vs. GAA - Dividend Comparison

GBFFX's dividend yield for the trailing twelve months is around 5.70%, more than GAA's 4.13% yield.

TTM20242023202220212020201920182017201620152014
GBFFX
GMO Benchmark-Free Fund		5.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAA
Cambria Global Asset Allocation ETF		4.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBFFX vs. GAA - Drawdown Comparison

The maximum GBFFX drawdown since its inception was -0.10%, smaller than the maximum GAA drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for GBFFX and GAA. For additional features, visit the drawdowns tool.

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Volatility

GBFFX vs. GAA - Volatility Comparison

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