GMOM vs. QMOM
GMOM (Cambria Global Momentum ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both Momentum funds. Both are actively managed. Over the past 10 years, GMOM returned 6.95%/yr vs 13.47%/yr for QMOM. A 0.56 correlation means they provide meaningful diversification when combined. GMOM charges 0.96%/yr vs 0.28%/yr for QMOM.
Performance
GMOM vs. QMOM - Performance Comparison
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Returns By Period
In the year-to-date period, GMOM achieves a 5.27% return, which is significantly lower than QMOM's 18.66% return. Over the past 10 years, GMOM has underperformed QMOM with an annualized return of 6.95%, while QMOM has yielded a comparatively higher 13.47% annualized return.
GMOM
- 1D
- -1.62%
- 1M
- -5.15%
- YTD
- 5.27%
- 6M
- 3.97%
- 1Y
- 21.43%
- 3Y*
- 11.61%
- 5Y*
- 6.02%
- 10Y*
- 6.95%
QMOM
- 1D
- -0.93%
- 1M
- -0.03%
- YTD
- 18.66%
- 6M
- 16.00%
- 1Y
- 22.36%
- 3Y*
- 21.04%
- 5Y*
- 9.92%
- 10Y*
- 13.47%
GMOM vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 5.27% | 20.63% | 6.75% | 0.65% | -2.82% | 19.13% | 2.42% | 8.24% | -9.61% | 20.67% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 18.66% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 15.92% |
Correlation
The correlation between GMOM and QMOM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.56 |
The correlation between GMOM and QMOM shifts across timeframes, from 0.56 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GMOM vs. QMOM — Risk / Return Rank
GMOM
QMOM
GMOM vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.
| GMOM | QMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.78 | +0.47 |
| Martin ratioReturn relative to average drawdown | 8.04 | 6.21 | +1.83 |
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Drawdowns
GMOM vs. QMOM - Drawdown Comparison
The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for GMOM and QMOM.
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Drawdown Indicators
| GMOM | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -39.13% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -12.65% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -26.46% | +12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -26.82% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -39.13% | +14.10% |
Current DrawdownCurrent decline from peak | -7.61% | -5.15% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -12.88% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.61% | -0.94% |
Volatility
GMOM vs. QMOM - Volatility Comparison
The current volatility for Cambria Global Momentum ETF (GMOM) is 5.23%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 9.60%. This indicates that GMOM experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMOM | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 9.60% | -4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 21.14% | -8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 24.69% | -10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 24.42% | -9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.91% | 26.62% | -13.71% |
GMOM vs. QMOM - Expense Ratio Comparison
GMOM has a 0.96% expense ratio, which is higher than QMOM's 0.28% expense ratio.
Dividends
GMOM vs. QMOM - Dividend Comparison
GMOM's dividend yield for the trailing twelve months is around 1.55%, more than QMOM's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 1.55% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.46% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.00% |
Frequently Asked Questions
GMOM and QMOM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QMOM has higher volatility (9.60%) compared to GMOM (5.23%). In terms of maximum drawdown, GMOM dropped -25.03% vs QMOM's -39.13%.
On 10-year performance, QMOM leads with 13.47% vs 6.95% for GMOM. On fees, QMOM is cheaper at 0.28% per year. On volatility, GMOM has been the lower-risk option at 5.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, QMOM has performed better with a 13.47% return vs 6.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QMOM is cheaper with a 0.28% expense ratio, compared with 0.96% for GMOM.
GMOM has the higher dividend yield at 1.55%, compared with 0.46% for QMOM.
They also come from different issuers: Cambria and Alpha Architect. Their fees differ too: 0.96% for GMOM and 0.28% for QMOM.
GMOM currently has the higher Sharpe Ratio (1.49 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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