GMOM vs. SEIM

Last updated Jun 4, 2026

GMOM (Cambria Global Momentum ETF) and SEIM (SEI Enhanced US Large Cap Momentum Factor ETF) are both Momentum funds. Both are actively managed. Over the past 3 years, GMOM returned 13.75%/yr vs 29.67%/yr for SEIM. A 0.59 correlation means they provide meaningful diversification when combined. GMOM charges 0.96%/yr vs 0.15%/yr for SEIM.

Performance

GMOM vs. SEIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Momentum ETF (GMOM) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GMOM achieves a 11.55% return, which is significantly lower than SEIM's 18.91% return.

GMOM

• 1D: -0.57%
• 1M: 0.88%
• YTD: 11.55%
• 6M: 13.63%
• 1Y: 29.29%
• 3Y*: 13.75%
• 5Y*: 7.01%
• 10Y*: 7.69%

SEIM

• 1D: -0.33%
• 1M: 7.63%
• YTD: 18.91%
• 6M: 20.91%
• 1Y: 36.91%
• 3Y*: 29.67%
• 5Y*: —
• 10Y*: —

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

GMOM vs. SEIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GMOM Cambria Global Momentum ETF	11.55%	20.63%	6.75%	0.65%	-7.13%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	18.91%	20.20%	39.12%	16.25%	-2.39%

Correlation

The correlation between GMOM and SEIM is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.59

The correlation between GMOM and SEIM has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.

GMOM vs. SEIM - Sectors Allocation Comparison

Sectors	GMOM	SEIM
Energy	20.7%	11.8%
Industrials	16.1%	6.8%
Basic Materials	15.6%	4.7%
Financial Services	12.0%	8.1%
Utilities	11.0%	2.4%
Technology	8.4%	29.5%
Consumer Cyclical	5.4%	7.2%
Communication Services	4.1%	4.4%
Consumer Defensive	3.5%	7.9%
Real Estate	2.2%	7.2%
Healthcare	1.1%	9.5%

Return for Risk

GMOM vs. SEIM — Risk / Return Rank

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

GMOM

GMOM Risk / Return Rank: 63
GMOM Sharpe Ratio Rank: 64
GMOM Sortino Ratio Rank: 60
GMOM Omega Ratio Rank: 64
GMOM Calmar Ratio Rank: 61
GMOM Martin Ratio Rank: 66

SEIM

SEIM Risk / Return Rank: 70
SEIM Sharpe Ratio Rank: 68
SEIM Sortino Ratio Rank: 66
SEIM Omega Ratio Rank: 65
SEIM Calmar Ratio Rank: 73
SEIM Martin Ratio Rank: 81

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.

GMOM vs. SEIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and SEI Enhanced US Large Cap Momentum Factor ETF (SEIM). 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.

	GMOM	SEIM	Difference
Sharpe ratio: Return per unit of total volatility	2.16	2.28	-0.12
Sortino ratio: Return per unit of downside risk	2.86	3.08	-0.22
Omega ratio: Gain probability vs. loss probability	1.39	1.40	0.00
Calmar ratio: Return relative to maximum drawdown	3.07	3.68	-0.61
Martin ratio: Return relative to average drawdown	12.03	16.18	-4.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GMOM vs. SEIM - Sharpe Ratio Comparison

The current GMOM Sharpe Ratio is 2.16, which is comparable to the SEIM Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of GMOM and SEIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GMOM	SEIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	2.28	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	1.19	-0.70

Drawdowns

GMOM vs. SEIM - Drawdown Comparison

The maximum GMOM drawdown since its inception was -25.03%, which is greater than SEIM's maximum drawdown of -22.17%. Use the drawdown chart below to compare losses from any high point for GMOM and SEIM.

Drawdown Indicators

	GMOM	SEIM	Difference
Max Drawdown Largest peak-to-trough decline	-25.03%	-22.17%	-2.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.57%	-10.07%	+0.50%
Max Drawdown (3Y) Largest decline over 3 years	-13.73%	-22.17%	+8.44%
Max Drawdown (5Y) Largest decline over 5 years	-19.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.03%	—	—
Current Drawdown Current decline from peak	-2.09%	-0.33%	-1.76%
Average Drawdown Average peak-to-trough decline	-7.81%	-3.98%	-3.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	2.29%	+0.15%

Volatility

GMOM vs. SEIM - Volatility Comparison

The current volatility for Cambria Global Momentum ETF (GMOM) is 3.29%, while SEI Enhanced US Large Cap Momentum Factor ETF (SEIM) has a volatility of 4.68%. This indicates that GMOM experiences smaller price fluctuations and is considered to be less risky than SEIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GMOM	SEIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	4.68%	-1.39%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	13.33%	-2.15%
Volatility (1Y) Calculated over the trailing 1-year period	13.61%	16.28%	-2.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	18.86%	-4.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.82%	18.86%	-6.04%

GMOM vs. SEIM - Expense Ratio Comparison

GMOM has a 0.96% expense ratio, which is higher than SEIM's 0.15% expense ratio.

Dividends

GMOM vs. SEIM - Dividend Comparison

GMOM's dividend yield for the trailing twelve months is around 1.58%, more than SEIM's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GMOM Cambria Global Momentum ETF	1.58%	3.01%	2.16%	3.63%	2.52%	3.42%	1.24%	2.60%	1.90%	2.05%	1.77%	1.88%
SEIM SEI Enhanced US Large Cap Momentum Factor ETF	0.52%	0.56%	0.48%	0.89%	1.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GMOM and SEIM in my portfolio?

GMOM and SEIM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GMOM or SEIM?

SEIM has higher volatility (4.68%) compared to GMOM (3.29%). In terms of maximum drawdown, GMOM dropped -25.03% vs SEIM's -22.17%.

Which ETF is better, GMOM or SEIM?

On 3-year performance, SEIM leads with 29.67% vs 13.75% for GMOM. On fees, SEIM is cheaper at 0.15% per year. On volatility, GMOM has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GMOM or SEIM?

Over the 3-year period, SEIM has performed better with a 29.67% return vs 13.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GMOM or SEIM?

SEIM is cheaper with a 0.15% expense ratio, compared with 0.96% for GMOM.

Which ETF pays a higher dividend yield, GMOM or SEIM?

GMOM has the higher dividend yield at 1.58%, compared with 0.52% for SEIM.

What is the main difference between GMOM and SEIM?

They also come from different issuers: Cambria and SEI. Their fees differ too: 0.96% for GMOM and 0.15% for SEIM.

Which has better risk-adjusted returns?

SEIM currently has the higher Sharpe Ratio (2.28 vs 2.16), 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.