GMOD vs. TBFG

Last updated Jul 17, 2026

GMOD (GMO Dynamic Allocation ETF) and TBFG (The Brinsmere Fund - Growth ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. GMOD charges 0.50%/yr vs 0.42%/yr for TBFG.

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.

Returns By Period

In the year-to-date period, GMOD achieves a 7.50% return, which is significantly lower than TBFG's 8.81% return.

GMOD

• 1D: -0.20%
• 1M: -0.29%
• 6M: 5.04%
• YTD: 7.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TBFG

• 1D: -0.52%
• 1M: -1.24%
• 6M: 6.14%
• YTD: 8.81%
• 1Y: 18.47%
• 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	7.50%	4.35%
TBFG The Brinsmere Fund - Growth ETF	8.81%	2.94%

Correlation

The correlation between GMOD and TBFG is 0.92, 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 14, 2025	0.92

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TBFG

TBFG Risk / Return Rank: 66
TBFG Sharpe Ratio Rank: 67
TBFG Sortino Ratio Rank: 66
TBFG Omega Ratio Rank: 67
TBFG Calmar Ratio Rank: 61
TBFG Martin Ratio Rank: 70

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.

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.

	GMOD	TBFG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.74	—
Sortino ratio: Return per unit of downside risk	—	2.43	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.43	—
Martin ratio: Return relative to average drawdown	—	10.08	—

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.

Drawdown Indicators

	GMOD	TBFG	Difference
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	-0.55%	-1.75%	+1.20%
Average Drawdown Average peak-to-trough decline	-1.09%	-1.61%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.84%	—

Volatility

Volatility by Period

	GMOD	TBFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.83%	10.65%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.83%	11.13%	-2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.83%	11.13%	-2.30%

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 1.37%, less than TBFG's 2.41% yield.

Position	TTM	2025	2024
GMOD GMO Dynamic Allocation ETF	1.37%	0.93%	0.00%
TBFG The Brinsmere Fund - Growth ETF	2.41%	2.65%	2.43%

Frequently Asked Questions

Can I hold both GMOD and TBFG in my portfolio?

With a correlation of 0.92, 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.

Which ETF is better, GMOD or TBFG?

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.

Which ETF is cheaper, GMOD or TBFG?

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

Which ETF pays a higher dividend yield, GMOD or TBFG?

TBFG has the higher dividend yield at 2.41%, compared with 1.37% for GMOD.

What is the main difference between GMOD and TBFG?

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