GMM vs. VWO

Last updated Apr 2, 2026

Compare and contrast key facts about Global Mofy Metaverse Limited Ordinary Shares (GMM) and Vanguard FTSE Emerging Markets ETF (VWO).

VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.

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.

GMM vs. VWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GMM Global Mofy Metaverse Limited Ordinary Shares	24.58%	-69.59%	-69.57%
VWO Vanguard FTSE Emerging Markets ETF	0.84%	25.60%	3.28%

Returns By Period

In the year-to-date period, GMM achieves a 24.58% return, which is significantly higher than VWO's 0.84% return.

GMM

• 1D: -2.00%
• 1M: 25.64%
• YTD: 24.58%
• 6M: -24.22%
• 1Y: -55.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VWO

• 1D: 0.30%
• 1M: -5.29%
• YTD: 0.84%
• 6M: 1.39%
• 1Y: 22.71%
• 3Y*: 13.84%
• 5Y*: 3.90%
• 10Y*: 7.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GMM vs. VWO — Risk / Return Rank

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

GMM

GMM Risk / Return Rank: 14
GMM Sharpe Ratio Rank: 13
GMM Sortino Ratio Rank: 13
GMM Omega Ratio Rank: 14
GMM Calmar Ratio Rank: 11
GMM Martin Ratio Rank: 17

VWO

VWO Risk / Return Rank: 70
VWO Sharpe Ratio Rank: 70
VWO Sortino Ratio Rank: 70
VWO Omega Ratio Rank: 69
VWO Calmar Ratio Rank: 71
VWO Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	GMM	VWO	Difference
Sharpe ratio Return per unit of total volatility	-0.65	1.28	-1.93
Sortino ratio Return per unit of downside risk	-0.81	1.80	-2.62
Omega ratio Gain probability vs. loss probability	0.90	1.26	-0.36
Calmar ratio Return relative to maximum drawdown	-0.81	1.89	-2.70
Martin ratio Return relative to average drawdown	-1.20	7.18	-8.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GMM vs. VWO - Sharpe Ratio Comparison

The current GMM Sharpe Ratio is -0.65, which is lower than the VWO Sharpe Ratio of 1.28. 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.

Sharpe Ratios by Period

	GMM	VWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	1.28	-1.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.70	0.25	-0.95

Correlation

The correlation between GMM and VWO is 0.18, 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.

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 2.68%.

	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	2.68%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%

Drawdowns

GMM vs. VWO - Drawdown Comparison

The maximum GMM drawdown since its inception was -92.59%, 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.

Drawdown Indicators

	GMM	VWO	Difference
Max Drawdown Largest peak-to-trough decline	-92.59%	-67.68%	-24.91%
Max Drawdown (1Y) Largest decline over 1 year	-68.02%	-12.23%	-55.79%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.80%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.39%	—
Current Drawdown Current decline from peak	-90.10%	-8.13%	-81.97%
Average Drawdown Average peak-to-trough decline	-77.93%	-15.93%	-62.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.80%	3.22%	+42.58%

Volatility

GMM vs. VWO - Volatility Comparison

Global Mofy Metaverse Limited Ordinary Shares (GMM) has a higher volatility of 26.59% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 7.41%. 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.

Volatility by Period

	GMM	VWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.59%	7.41%	+19.18%
Volatility (6M) Calculated over the trailing 6-month period	61.45%	12.26%	+49.19%
Volatility (1Y) Calculated over the trailing 1-year period	85.36%	17.83%	+67.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.60%	17.21%	+90.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.60%	19.18%	+88.42%