GMOI vs. GMOD
GMOI (GMO International Value ETF) and GMOD (GMO Dynamic Allocation ETF) are both exchange-traded funds - GMOI is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Value, while GMOD is a Tactical Allocation fund actively managed by GMO. GMOI is passively managed, while GMOD is actively managed. Their correlation of 0.84 means they have usually moved in the same direction. GMOI charges 0.60%/yr vs 0.50%/yr for GMOD.
Performance
GMOI vs. GMOD - Performance Comparison
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Returns By Period
In the year-to-date period, GMOI achieves a 20.68% return, which is significantly higher than GMOD's 8.52% return.
GMOI
- 1D
- 0.10%
- 1M
- 6.07%
- 6M
- 13.00%
- YTD
- 20.68%
- 1Y
- 42.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 34.22%
GMOD
- 1D
- 0.43%
- 1M
- 1.03%
- 6M
- 4.92%
- YTD
- 8.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $233.60K | $303.83K | $289.06K | |
| $8.04M | $4.71M | $3.16M |
GMOI vs. GMOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMOI GMO International Value ETF | 20.68% | 10.55% |
GMOD GMO Dynamic Allocation ETF | 8.52% | 4.35% |
Correlation
The correlation between GMOI and GMOD is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.84 |
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Return for Risk
GMOI vs. GMOD — Risk / Return Rank
GMOI
GMOD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GMOI vs. GMOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO International Value ETF (GMOI) and GMO Dynamic Allocation ETF (GMOD). 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.
| GMOI | GMOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.58 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | — | — |
| Martin ratioReturn relative to average drawdown | 20.75 | — | — |
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Drawdowns
GMOI vs. GMOD - Drawdown Comparison
The maximum GMOI drawdown since its inception was -14.67%, which is greater than GMOD's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for GMOI and GMOD.
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Drawdown Indicators
| GMOI | GMOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.67% | -6.50% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | 0.00% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -1.06% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | — | — |
Volatility
GMOI vs. GMOD - Volatility Comparison
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Volatility by Period
| GMOI | GMOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 8.75% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 8.75% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 8.75% | +6.62% |
GMOI vs. GMOD - Expense Ratio Comparison
GMOI has a 0.60% expense ratio, which is higher than GMOD's 0.50% expense ratio.
Dividends
GMOI vs. GMOD - Dividend Comparison
GMOI's dividend yield for the trailing twelve months is around 2.65%, more than GMOD's 1.35% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GMOD GMO Dynamic Allocation ETF | 1.35% | 0.93% | 0.00% |
GMOI GMO International Value ETF | 2.65% | 2.74% | 0.54% |
Frequently Asked Questions
GMOI and GMOD have a correlation of 0.84, 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 0.60% for GMOI.
GMOI has the higher dividend yield at 2.65%, compared with 1.35% for GMOD.
GMOI is categorized as Foreign Large Cap Equities, while GMOD is Tactical Allocation. Their fees differ too: 0.60% for GMOI and 0.50% for GMOD.
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