GMOD vs. LEXI
GMOD (GMO Dynamic Allocation ETF) and LEXI (Alexis Practical Tactical ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.87 suggests significant overlap in exposure. GMOD charges 0.50%/yr vs 1.00%/yr for LEXI.
Performance
GMOD vs. LEXI - Performance Comparison
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Returns By Period
In the year-to-date period, GMOD achieves a 5.74% return, which is significantly lower than LEXI's 11.23% return.
GMOD
- 1D
- -1.79%
- 1M
- -1.01%
- YTD
- 5.74%
- 6M
- 6.83%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LEXI
- 1D
- -2.01%
- 1M
- 0.91%
- YTD
- 11.23%
- 6M
- 11.51%
- 1Y
- 27.43%
- 3Y*
- 19.54%
- 5Y*
- —
- 10Y*
- —
GMOD vs. LEXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMOD GMO Dynamic Allocation ETF | 5.74% | 3.87% |
LEXI Alexis Practical Tactical ETF | 11.23% | 2.81% |
Correlation
The correlation between GMOD and LEXI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.87 |
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Return for Risk
GMOD vs. LEXI — Risk / Return Rank
GMOD
LEXI
GMOD vs. LEXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and Alexis Practical Tactical ETF (LEXI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| GMOD | LEXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.77 | 0.75 | +1.02 |
Drawdowns
GMOD vs. LEXI - Drawdown Comparison
The maximum GMOD drawdown since its inception was -6.50%, smaller than the maximum LEXI drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for GMOD and LEXI.
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Drawdown Indicators
| GMOD | LEXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.50% | -22.01% | +15.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.94% | — |
Current DrawdownCurrent decline from peak | -1.83% | -2.01% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -5.18% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.69% | — |
Volatility
GMOD vs. LEXI - Volatility Comparison
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Volatility by Period
| GMOD | LEXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.37% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 10.85% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.95% | 14.66% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.95% | 14.66% | -5.71% |
GMOD vs. LEXI - Expense Ratio Comparison
GMOD has a 0.50% expense ratio, which is lower than LEXI's 1.00% expense ratio.
Dividends
GMOD vs. LEXI - Dividend Comparison
GMOD's dividend yield for the trailing twelve months is around 0.88%, more than LEXI's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GMOD GMO Dynamic Allocation ETF | 0.88% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
LEXI Alexis Practical Tactical ETF | 0.85% | 0.94% | 2.17% | 1.34% | 0.95% | 0.23% |
Frequently Asked Questions
GMOD and LEXI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GMOD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GMOD is cheaper with a 0.50% expense ratio, compared with 1.00% for LEXI.
GMOD has the higher dividend yield at 0.88%, compared with 0.85% for LEXI.
They also come from different issuers: GMO and Alexis. Their fees differ too: 0.50% for GMOD and 1.00% for LEXI.
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