GMM vs. VWO
GMM (Global Mofy Metaverse Limited Ordinary Shares) is a stock, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past year, GMM returned -97.48% vs 21.65% for VWO. At a 0.17 correlation, their price movements are largely independent.
Performance
GMM vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, GMM achieves a -94.15% return, which is significantly lower than VWO's 9.49% return.
GMM
- 1D
- -24.51%
- 1M
- 2.68%
- 6M
- -95.82%
- YTD
- -94.15%
- 1Y
- -97.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWO
- 1D
- -1.84%
- 1M
- -1.16%
- 6M
- 4.57%
- YTD
- 9.49%
- 1Y
- 21.65%
- 3Y*
- 15.36%
- 5Y*
- 5.21%
- 10Y*
- 7.91%
GMM vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GMM Global Mofy Metaverse Limited Ordinary Shares | -94.15% | -69.59% | -69.53% |
VWO Vanguard FTSE Emerging Markets ETF | 9.49% | 25.60% | 3.99% |
Correlation
The correlation between GMM and VWO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024 | 0.17 |
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Return for Risk
GMM vs. VWO — Risk / Return Rank
GMM
VWO
GMM vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Mofy Metaverse Limited Ordinary Shares (GMM) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| GMM | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.24 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 1.95 | -2.94 |
| Martin ratioReturn relative to average drawdown | -1.76 | 6.67 | -8.43 |
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Drawdowns
GMM vs. VWO - Drawdown Comparison
The maximum GMM drawdown since its inception was -99.75%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for GMM and VWO.
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Drawdown Indicators
| GMM | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.75% | -67.68% | -32.07% |
Max Drawdown (1Y)Largest decline over 1 year | -98.72% | -11.17% | -87.55% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.39% | — |
Current DrawdownCurrent decline from peak | -99.54% | -4.00% | -95.54% |
Average DrawdownAverage peak-to-trough decline | -80.32% | -15.76% | -64.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.15% | 3.26% | +51.89% |
Volatility
GMM vs. VWO - Volatility Comparison
Global Mofy Metaverse Limited Ordinary Shares (GMM) has a higher volatility of 101.77% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 6.48%. This indicates that GMM's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMM | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 101.77% | 6.48% | +95.29% |
Volatility (6M)Calculated over the trailing 6-month period | 195.96% | 14.86% | +181.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 201.22% | 17.20% | +184.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 170.63% | 17.59% | +153.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 170.63% | 19.14% | +151.49% |
Dividends
GMM vs. VWO - Dividend Comparison
GMM has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 2.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMM Global Mofy Metaverse Limited Ordinary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.35% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
GMM and VWO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GMM has higher volatility (101.77%) compared to VWO (6.48%). In terms of maximum drawdown, GMM dropped -99.75% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.27 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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