GMOM vs. SMOM
GMOM (Cambria Global Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - GMOM is a Momentum fund actively managed by Cambria, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. GMOM charges 0.96%/yr vs 0.63%/yr for SMOM.
Performance
GMOM vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, GMOM achieves a 11.82% return, which is significantly higher than SMOM's 9.53% return.
GMOM
- 1D
- 0.24%
- 1M
- 0.47%
- YTD
- 11.82%
- 6M
- 13.95%
- 1Y
- 29.52%
- 3Y*
- 13.91%
- 5Y*
- 7.06%
- 10Y*
- 7.62%
SMOM
- 1D
- -0.27%
- 1M
- 4.63%
- YTD
- 9.53%
- 6M
- 10.08%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMOM vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMOM Cambria Global Momentum ETF | 11.82% | 7.48% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.53% | 2.81% |
Correlation
The correlation between GMOM and SMOM is 0.70, 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 Sep 11, 2025 | 0.70 |
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Return for Risk
GMOM vs. SMOM — Risk / Return Rank
GMOM
SMOM
GMOM vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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 | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | — | — |
| Martin ratioReturn relative to average drawdown | 12.12 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GMOM | SMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | — | — |
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 | 1.41 | -0.91 |
Drawdowns
GMOM vs. SMOM - Drawdown Comparison
The maximum GMOM drawdown since its inception was -25.03%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for GMOM and SMOM.
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Drawdown Indicators
| GMOM | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -7.45% | -17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | — | — |
Current DrawdownCurrent decline from peak | -1.85% | -0.27% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -1.47% | -6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | — | — |
Volatility
GMOM vs. SMOM - Volatility Comparison
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Volatility by Period
| GMOM | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 12.59% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 12.59% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.82% | 12.59% | +0.23% |
GMOM vs. SMOM - Expense Ratio Comparison
GMOM has a 0.96% expense ratio, which is higher than SMOM's 0.63% expense ratio.
Dividends
GMOM vs. SMOM - Dividend Comparison
GMOM's dividend yield for the trailing twelve months is around 1.58%, more than SMOM's 0.15% 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% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GMOM and SMOM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SMOM is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SMOM is cheaper with a 0.63% expense ratio, compared with 0.96% for GMOM.
GMOM has the higher dividend yield at 1.58%, compared with 0.15% for SMOM.
GMOM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Cambria and Symmetry Partners. Their fees differ too: 0.96% for GMOM and 0.63% for SMOM.
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