GMOM vs. USVM
GMOM (Cambria Global Momentum ETF) and USVM (VictoryShares US Small Mid Cap Value Momentum ETF) are both Momentum funds. GMOM is actively managed, while USVM is passively managed. Over the past 5 years, GMOM returned 7.64%/yr vs 11.52%/yr for USVM. Their 0.58 correlation means they have sometimes moved together and sometimes differently. GMOM charges 0.96%/yr vs 0.29%/yr for USVM.
Performance
GMOM vs. USVM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GMOM achieves a 10.77% return, which is significantly lower than USVM's 24.33% return.
GMOM
- 1D
- 0.83%
- 1M
- 4.48%
- 6M
- 1.88%
- YTD
- 10.77%
- 1Y
- 24.88%
- 3Y*
- 12.63%
- 5Y*
- 7.64%
- 10Y*
- 7.18%
- ALL TIME*
- 5.87%
USVM
- 1D
- 1.51%
- 1M
- 3.51%
- 6M
- 15.95%
- YTD
- 24.33%
- 1Y
- 37.47%
- 3Y*
- 19.83%
- 5Y*
- 11.52%
- 10Y*
- —
- ALL TIME*
- 11.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $382.91K | $314.43K | $258.97K | |
| $4.17M | $4.69M | $4.71M |
GMOM vs. USVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 10.77% | 20.63% | 6.75% | 0.65% | -2.82% | 19.13% | 2.42% | 8.24% | -9.61% | 3.44% |
USVM VictoryShares US Small Mid Cap Value Momentum ETF | 24.33% | 10.56% | 16.59% | 18.90% | -13.23% | 24.44% | 11.56% | 21.65% | -9.39% | 2.06% |
Correlation
The correlation between GMOM and USVM is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.58 |
The correlation between GMOM and USVM has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GMOM vs. USVM — Risk / Return Rank
GMOM
USVM
GMOM vs. USVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Momentum ETF (GMOM) and VictoryShares US Small Mid Cap Value Momentum ETF (USVM). 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 | USVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.45 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 4.50 | -1.89 |
| Martin ratioReturn relative to average drawdown | 7.84 | 17.45 | -9.61 |
Loading charts...
Drawdowns
GMOM vs. USVM - Drawdown Comparison
The maximum GMOM drawdown since its inception was -25.03%, smaller than the maximum USVM drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for GMOM and USVM.
Loading charts...
Drawdown Indicators
| GMOM | USVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -42.38% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -8.36% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | -24.34% | +10.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.16% | -25.27% | +6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | — | — |
Current DrawdownCurrent decline from peak | -2.78% | 0.00% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -7.76% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.15% | +1.03% |
Volatility
GMOM vs. USVM - Volatility Comparison
Cambria Global Momentum ETF (GMOM) and VictoryShares US Small Mid Cap Value Momentum ETF (USVM) have volatilities of 3.25% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GMOM | USVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 3.37% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 10.75% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.72% | 14.63% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 19.46% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 21.86% | -8.91% |
GMOM vs. USVM - Expense Ratio Comparison
GMOM has a 0.96% expense ratio, which is higher than USVM's 0.29% expense ratio.
Dividends
GMOM vs. USVM - Dividend Comparison
GMOM's dividend yield for the trailing twelve months is around 1.47%, less than USVM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 1.47% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
USVM VictoryShares US Small Mid Cap Value Momentum ETF | 1.77% | 1.84% | 1.75% | 1.63% | 1.43% | 0.70% | 1.21% | 1.77% | 1.43% | 0.65% | 0.00% | 0.00% |
Frequently Asked Questions
GMOM and USVM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USVM has higher volatility (3.37%) compared to GMOM (3.25%). In terms of maximum drawdown, GMOM dropped -25.03% vs USVM's -42.38%.
On 5-year performance, USVM leads with 11.52% vs 7.64% for GMOM. On fees, USVM is cheaper at 0.29% per year. On volatility, GMOM has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, USVM has performed better with a 11.52% return vs 7.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USVM is cheaper with a 0.29% expense ratio, compared with 0.96% for GMOM.
USVM has the higher dividend yield at 1.77%, compared with 1.47% for GMOM.
They also come from different issuers: Cambria and Victory. Their fees differ too: 0.96% for GMOM and 0.29% for USVM.
USVM currently has the higher Sharpe Ratio (2.58 vs 1.70), 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.
Find the right allocation for GMOM and USVM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer