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GMM vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GMM and VWO is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

GMM vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Mofy Metaverse Limited Ordinary Shares (GMM) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
345.17%
5.81%
GMM
VWO

Key characteristics

Sharpe Ratio

GMM:

0.05

VWO:

1.04

Sortino Ratio

GMM:

12.99

VWO:

1.53

Omega Ratio

GMM:

2.82

VWO:

1.19

Calmar Ratio

GMM:

0.68

VWO:

0.71

Martin Ratio

GMM:

1.07

VWO:

3.23

Ulcer Index

GMM:

62.43%

VWO:

4.74%

Daily Std Dev

GMM:

1,478.72%

VWO:

14.67%

Max Drawdown

GMM:

-98.44%

VWO:

-67.68%

Current Drawdown

GMM:

-72.11%

VWO:

-7.82%

Returns By Period

In the year-to-date period, GMM achieves a 5.67% return, which is significantly higher than VWO's 3.54% return.


GMM

YTD

5.67%

1M

12.02%

6M

345.17%

1Y

83.86%

5Y*

N/A

10Y*

N/A

VWO

YTD

3.54%

1M

6.02%

6M

5.80%

1Y

15.81%

5Y*

4.00%

10Y*

3.90%

*Annualized

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Risk-Adjusted Performance

GMM vs. VWO — Risk-Adjusted Performance Rank

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

GMM
The Risk-Adjusted Performance Rank of GMM is 7575
Overall Rank
The Sharpe Ratio Rank of GMM is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GMM is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GMM is 9999
Omega Ratio Rank
The Calmar Ratio Rank of GMM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GMM is 5858
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 3838
Overall Rank
The Sharpe Ratio Rank of VWO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 3636
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.

GMM vs. VWO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GMM, currently valued at 0.05, compared to the broader market-2.000.002.004.000.051.04
The chart of Sortino ratio for GMM, currently valued at 12.99, compared to the broader market-6.00-4.00-2.000.002.004.006.0012.991.53
The chart of Omega ratio for GMM, currently valued at 2.82, compared to the broader market0.501.001.502.002.821.19
The chart of Calmar ratio for GMM, currently valued at 0.68, compared to the broader market0.002.004.006.000.681.27
The chart of Martin ratio for GMM, currently valued at 1.07, compared to the broader market0.0010.0020.0030.001.073.23
GMM
VWO

The current GMM Sharpe Ratio is 0.05, which is lower than the VWO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GMM and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
0.05
1.04
GMM
VWO

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 3.09%.


TTM20242023202220212020201920182017201620152014
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
3.09%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

GMM vs. VWO - Drawdown Comparison

The maximum GMM drawdown since its inception was -98.44%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-72.11%
-5.64%
GMM
VWO

Volatility

GMM vs. VWO - Volatility Comparison

Global Mofy Metaverse Limited Ordinary Shares (GMM) has a higher volatility of 28.65% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.65%. 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.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2025February
28.65%
3.65%
GMM
VWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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