GEW vs. VAMO
GEW (Cambria Global Equal Weight ETF) and VAMO (Cambria Value and Momentum ETF) are both exchange-traded funds - GEW is a Global Equities fund actively managed by Cambria, while VAMO is a Momentum fund actively managed by Cambria. Both are actively managed. At a 0.49 correlation, their price movements are largely independent. GEW charges 0.29%/yr vs 0.65%/yr for VAMO.
Performance
GEW vs. VAMO - Performance Comparison
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Returns By Period
In the year-to-date period, GEW achieves a 6.46% return, which is significantly higher than VAMO's 4.39% return.
GEW
- 1D
- -1.02%
- 1M
- -0.24%
- YTD
- 6.46%
- 6M
- 6.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VAMO
- 1D
- -0.39%
- 1M
- 1.34%
- YTD
- 4.39%
- 6M
- 3.05%
- 1Y
- 19.78%
- 3Y*
- 13.95%
- 5Y*
- 9.24%
- 10Y*
- 5.87%
GEW vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEW Cambria Global Equal Weight ETF | 6.46% | 3.68% |
VAMO Cambria Value and Momentum ETF | 4.39% | 2.10% |
Correlation
The correlation between GEW and VAMO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.49 |
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Return for Risk
GEW vs. VAMO — Risk / Return Rank
GEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VAMO
GEW vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Equal Weight ETF (GEW) and Cambria Value and Momentum ETF (VAMO). 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.
| GEW | VAMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.58 | — |
| Martin ratioReturn relative to average drawdown | — | 10.28 | — |
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Drawdowns
GEW vs. VAMO - Drawdown Comparison
The maximum GEW drawdown since its inception was -8.15%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for GEW and VAMO.
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Drawdown Indicators
| GEW | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -41.84% | +33.69% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.55% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.84% | — |
Current DrawdownCurrent decline from peak | -1.71% | -1.59% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -9.94% | +8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.93% | — |
Volatility
GEW vs. VAMO - Volatility Comparison
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Volatility by Period
| GEW | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.65% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 11.23% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 17.18% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 18.10% | -3.41% |
GEW vs. VAMO - Expense Ratio Comparison
GEW has a 0.29% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Dividends
GEW vs. VAMO - Dividend Comparison
GEW's dividend yield for the trailing twelve months is around 0.97%, more than VAMO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEW Cambria Global Equal Weight ETF | 0.97% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.62% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Frequently Asked Questions
GEW and VAMO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GEW is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GEW is cheaper with a 0.29% expense ratio, compared with 0.65% for VAMO.
GEW has the higher dividend yield at 0.97%, compared with 0.62% for VAMO.
GEW is categorized as Global Equities, while VAMO is Momentum. Their fees differ too: 0.29% for GEW and 0.65% for VAMO.
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