GMOD vs. TRTY

Last updated Jun 6, 2026

GMOD (GMO Dynamic Allocation ETF) and TRTY (Cambria Trinity ETF) are both Tactical Allocation funds. GMOD is actively managed, while TRTY is passively managed. A 0.78 correlation means they provide meaningful diversification when combined. GMOD charges 0.50%/yr vs 0.44%/yr for TRTY.

Performance

GMOD vs. TRTY - Performance Comparison

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

Returns By Period

In the year-to-date period, GMOD achieves a 5.74% return, which is significantly lower than TRTY's 8.10% return.

GMOD

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

TRTY

• 1D: -1.96%
• 1M: -2.03%
• YTD: 8.10%
• 6M: 9.35%
• 1Y: 21.37%
• 3Y*: 11.02%
• 5Y*: 5.53%
• 10Y*: —

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

GMOD vs. TRTY - Yearly Performance Comparison

	2026 (YTD)	2025
GMOD GMO Dynamic Allocation ETF	5.74%	3.87%
TRTY Cambria Trinity ETF	8.10%	3.32%

Correlation

The correlation between GMOD and TRTY is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.78

Return for Risk

GMOD vs. TRTY — Risk / Return Rank

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

TRTY

TRTY Risk / Return Rank: 74
TRTY Sharpe Ratio Rank: 70
TRTY Sortino Ratio Rank: 62
TRTY Omega Ratio Rank: 77
TRTY Calmar Ratio Rank: 79
TRTY Martin Ratio Rank: 83

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. TRTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and Cambria Trinity ETF (TRTY). 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.

Sharpe Ratios by Period

	GMOD	TRTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.20	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.77	0.59	+1.19

Drawdowns

GMOD vs. TRTY - Drawdown Comparison

The maximum GMOD drawdown since its inception was -6.50%, smaller than the maximum TRTY drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for GMOD and TRTY.

Drawdown Indicators

	GMOD	TRTY	Difference
Max Drawdown Largest peak-to-trough decline	-6.50%	-22.35%	+15.85%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.49%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.25%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.72%	—
Current Drawdown Current decline from peak	-1.83%	-2.43%	+0.60%
Average Drawdown Average peak-to-trough decline	-1.16%	-4.16%	+3.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.33%	—

Volatility

Volatility by Period

	GMOD	TRTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.95%	9.76%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.95%	10.65%	-1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.95%	10.43%	-1.48%

GMOD vs. TRTY - Expense Ratio Comparison

GMOD has a 0.50% expense ratio, which is higher than TRTY's 0.44% expense ratio.

Dividends

GMOD vs. TRTY - Dividend Comparison

GMOD's dividend yield for the trailing twelve months is around 0.88%, less than TRTY's 3.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GMOD GMO Dynamic Allocation ETF	0.88%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRTY Cambria Trinity ETF	3.06%	2.86%	3.55%	3.24%	5.17%	4.52%	1.99%	2.64%	1.07%

Frequently Asked Questions

Can I hold both GMOD and TRTY in my portfolio?

GMOD and TRTY have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GMOD or TRTY?

On fees, TRTY is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GMOD or TRTY?

TRTY is cheaper with a 0.44% expense ratio, compared with 0.50% for GMOD.

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

TRTY has the higher dividend yield at 3.06%, compared with 0.88% for GMOD.

What is the main difference between GMOD and TRTY?

They also come from different issuers: GMO and Cambria. Their fees differ too: 0.50% for GMOD and 0.44% for TRTY.