GGM vs. LOTI
GGM (GGM Macro Alignment ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.29 correlation, their price movements are largely independent. GGM charges 0.94%/yr vs 1.01%/yr for LOTI.
Performance
GGM vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, GGM achieves a 11.95% return, which is significantly higher than LOTI's 5.97% return.
GGM
- 1D
- -0.17%
- 1M
- 6.45%
- 6M
- 9.29%
- YTD
- 11.95%
- 1Y
- 17.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LOTI
- 1D
- 0.60%
- 1M
- 2.66%
- 6M
- 6.43%
- YTD
- 5.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GGM vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GGM GGM Macro Alignment ETF | 11.95% | 2.32% |
LOTI Liberty One Tactical Income ETF | 5.97% | 1.06% |
Correlation
The correlation between GGM and LOTI is 0.29, 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 30, 2025 | 0.29 |
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Return for Risk
GGM vs. LOTI — Risk / Return Rank
GGM
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GGM vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GGM Macro Alignment ETF (GGM) and Liberty One Tactical Income ETF (LOTI). 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.
| GGM | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | — | — |
| Martin ratioReturn relative to average drawdown | 7.27 | — | — |
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Drawdowns
GGM vs. LOTI - Drawdown Comparison
The maximum GGM drawdown since its inception was -19.68%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for GGM and LOTI.
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Drawdown Indicators
| GGM | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.68% | -4.42% | -15.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | 0.00% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -1.33% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | — | — |
Volatility
GGM vs. LOTI - Volatility Comparison
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Volatility by Period
| GGM | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 5.91% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.29% | 5.91% | +7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.29% | 5.91% | +7.38% |
GGM vs. LOTI - Expense Ratio Comparison
GGM has a 0.94% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
GGM vs. LOTI - Dividend Comparison
GGM's dividend yield for the trailing twelve months is around 1.40%, less than LOTI's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GGM GGM Macro Alignment ETF | 1.40% | 1.57% | 1.39% | 0.50% |
LOTI Liberty One Tactical Income ETF | 1.57% | 0.45% | 0.00% | 0.00% |
Frequently Asked Questions
GGM and LOTI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GGM is cheaper at 0.94% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GGM is cheaper with a 0.94% expense ratio, compared with 1.01% for LOTI.
LOTI has the higher dividend yield at 1.57%, compared with 1.40% for GGM.
They also come from different issuers: GGM Wealth Advisors and Liberty One. Their fees differ too: 0.94% for GGM and 1.01% for LOTI.
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