GMMA vs. LOTI
GMMA (GammaRoad Market Navigation ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. GMMA is passively managed, while LOTI is actively managed. At a 0.14 correlation, their price movements are largely independent. GMMA charges 0.75%/yr vs 1.01%/yr for LOTI.
Performance
GMMA vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, GMMA achieves a 1.98% return, which is significantly lower than LOTI's 3.35% return.
GMMA
- 1D
- -0.92%
- 1M
- -0.80%
- YTD
- 1.98%
- 6M
- 1.78%
- 1Y
- 8.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LOTI
- 1D
- 0.62%
- 1M
- -0.25%
- YTD
- 3.35%
- 6M
- 3.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMMA vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMMA GammaRoad Market Navigation ETF | 1.98% | 1.51% |
LOTI Liberty One Tactical Income ETF | 3.35% | 1.06% |
Correlation
The correlation between GMMA and LOTI is 0.14, 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 | 0.14 |
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Return for Risk
GMMA vs. LOTI — Risk / Return Rank
GMMA
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GMMA vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GammaRoad Market Navigation ETF (GMMA) 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.
| GMMA | 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 | 2.45 | — | — |
| Martin ratioReturn relative to average drawdown | 8.01 | — | — |
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Drawdowns
GMMA vs. LOTI - Drawdown Comparison
The maximum GMMA drawdown since its inception was -5.21%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for GMMA and LOTI.
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Drawdown Indicators
| GMMA | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.21% | -4.42% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | — | — |
Current DrawdownCurrent decline from peak | -1.98% | -1.85% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -1.24% | -1.36% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | — | — |
Volatility
GMMA vs. LOTI - Volatility Comparison
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Volatility by Period
| GMMA | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 5.75% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.34% | 5.75% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.34% | 5.75% | +1.59% |
GMMA vs. LOTI - Expense Ratio Comparison
GMMA has a 0.75% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
GMMA vs. LOTI - Dividend Comparison
GMMA's dividend yield for the trailing twelve months is around 3.70%, more than LOTI's 1.61% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GMMA GammaRoad Market Navigation ETF | 3.70% | 3.00% | 0.57% |
LOTI Liberty One Tactical Income ETF | 1.61% | 0.45% | 0.00% |
Frequently Asked Questions
GMMA and LOTI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GMMA is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GMMA is cheaper with a 0.75% expense ratio, compared with 1.01% for LOTI.
GMMA has the higher dividend yield at 3.70%, compared with 1.61% for LOTI.
They also come from different issuers: GammaRoad Capital Partners and Liberty One. Their fees differ too: 0.75% for GMMA and 1.01% for LOTI.
Find the right allocation for GMMA and LOTI
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