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GMOD vs. TBFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMOD vs. TBFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Dynamic Allocation ETF (GMOD) and The Brinsmere Fund - Growth ETF (TBFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMOD achieves a 5.74% return, which is significantly lower than TBFG's 7.51% return.


GMOD

1D
-1.79%
1M
-1.01%
YTD
5.74%
6M
6.83%
1Y
3Y*
5Y*
10Y*

TBFG

1D
-2.65%
1M
-0.49%
YTD
7.51%
6M
8.10%
1Y
21.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMOD vs. TBFG - Yearly Performance Comparison


2026 (YTD)2025
GMOD
GMO Dynamic Allocation ETF
5.74%3.87%
TBFG
The Brinsmere Fund - Growth ETF
7.51%2.94%

Correlation

The correlation between GMOD and TBFG is 0.93, 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

0.93

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Return for Risk

GMOD vs. TBFG — Risk / Return Rank

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

GMOD

TBFG
TBFG Risk / Return Rank: 6666
Overall Rank
TBFG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TBFG Sortino Ratio Rank: 6666
Sortino Ratio Rank
TBFG Omega Ratio Rank: 7070
Omega Ratio Rank
TBFG Calmar Ratio Rank: 5959
Calmar Ratio Rank
TBFG Martin Ratio Rank: 6969
Martin Ratio Rank
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.

GMOD vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and The Brinsmere Fund - Growth ETF (TBFG). 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.

GMOD vs. TBFG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GMODTBFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

1.25

+0.52

Drawdowns

GMOD vs. TBFG - Drawdown Comparison

The maximum GMOD drawdown since its inception was -6.50%, smaller than the maximum TBFG drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for GMOD and TBFG.


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Drawdown Indicators


GMODTBFGDifference

Max Drawdown

Largest peak-to-trough decline

-6.50%

-13.43%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

Current Drawdown

Current decline from peak

-1.83%

-2.92%

+1.09%

Average Drawdown

Average peak-to-trough decline

-1.16%

-1.63%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

Volatility

GMOD vs. TBFG - Volatility Comparison


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Volatility by Period


GMODTBFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

8.95%

10.11%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

11.07%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

11.07%

-2.12%

GMOD vs. TBFG - Expense Ratio Comparison

GMOD has a 0.50% expense ratio, which is higher than TBFG's 0.42% expense ratio.


Dividends

GMOD vs. TBFG - Dividend Comparison

GMOD's dividend yield for the trailing twelve months is around 0.88%, less than TBFG's 2.41% yield.


PositionTTM20252024
GMOD
GMO Dynamic Allocation ETF
0.88%0.93%0.00%
TBFG
The Brinsmere Fund - Growth ETF
2.41%2.65%2.43%

Frequently Asked Questions


With a correlation of 0.93, GMOD and TBFG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, TBFG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TBFG is cheaper with a 0.42% expense ratio, compared with 0.50% for GMOD.

TBFG has the higher dividend yield at 2.41%, compared with 0.88% for GMOD.

They also come from different issuers: GMO and The Brinsmere Funds. Their fees differ too: 0.50% for GMOD and 0.42% for TBFG.

Portfolio Optimizer

Find the right allocation for GMOD and TBFG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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