GSC vs. VAMO
GSC (Goldman Sachs Small Cap Core Equity ETF) and VAMO (Cambria Value and Momentum ETF) are both exchange-traded funds - GSC is a Small Cap Blend Equities fund actively managed by Goldman Sachs, while VAMO is a Momentum fund actively managed by Cambria. Both are actively managed. Over the past 10 years, GSC returned 11.56%/yr vs 5.87%/yr for VAMO. At a 0.21 correlation, their price movements are largely independent. GSC charges 0.75%/yr vs 0.65%/yr for VAMO.
Performance
GSC vs. VAMO - Performance Comparison
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Returns By Period
In the year-to-date period, GSC achieves a 21.55% return, which is significantly higher than VAMO's 4.39% return. Over the past 10 years, GSC has outperformed VAMO with an annualized return of 11.56%, while VAMO has yielded a comparatively lower 5.87% annualized return.
GSC
- 1D
- -1.20%
- 1M
- 7.98%
- YTD
- 21.55%
- 6M
- 18.78%
- 1Y
- 33.32%
- 3Y*
- 28.34%
- 5Y*
- 24.30%
- 10Y*
- 11.56%
VAMO
- 1D
- -0.39%
- 1M
- 1.34%
- YTD
- 4.39%
- 6M
- 3.05%
- 1Y
- 19.78%
- 3Y*
- 13.95%
- 5Y*
- 9.24%
- 10Y*
- 5.87%
GSC vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSC Goldman Sachs Small Cap Core Equity ETF | 21.55% | 6.29% | 13.79% | 33.52% | 28.40% | 58.09% | -33.08% | 29.69% | -19.52% | 2.90% |
VAMO Cambria Value and Momentum ETF | 4.39% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
Correlation
The correlation between GSC and VAMO is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2015 | 0.21 |
Over the past year, GSC and VAMO have become more correlated (0.62) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
GSC vs. VAMO — Risk / Return Rank
GSC
VAMO
GSC vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Core Equity ETF (GSC) and Cambria Value and Momentum ETF (VAMO). 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.
| GSC | VAMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.99 | 1.31 | +0.68 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 3.58 | -3.00 |
| Martin ratioReturn relative to average drawdown | 1.98 | 10.28 | -8.30 |
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Drawdowns
GSC vs. VAMO - Drawdown Comparison
The maximum GSC drawdown since its inception was -88.63%, which is greater than VAMO's maximum drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for GSC and VAMO.
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Drawdown Indicators
| GSC | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -41.84% | -46.79% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -5.55% | -52.70% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -11.61% | -46.64% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -17.25% | -41.00% |
Max Drawdown (10Y)Largest decline over 10 years | -66.06% | -41.84% | -24.22% |
Current DrawdownCurrent decline from peak | -27.81% | -1.59% | -26.22% |
Average DrawdownAverage peak-to-trough decline | -59.18% | -9.94% | -49.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.91% | 1.93% | +14.98% |
Volatility
GSC vs. VAMO - Volatility Comparison
Goldman Sachs Small Cap Core Equity ETF (GSC) has a higher volatility of 6.31% compared to Cambria Value and Momentum ETF (VAMO) at 2.70%. This indicates that GSC's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSC | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 2.70% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 187.41% | 7.65% | +179.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 403.80% | 11.23% | +392.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 218.85% | 17.18% | +201.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 160.44% | 18.10% | +142.34% |
GSC vs. VAMO - Expense Ratio Comparison
GSC has a 0.75% expense ratio, which is higher than VAMO's 0.65% expense ratio.
Dividends
GSC vs. VAMO - Dividend Comparison
GSC's dividend yield for the trailing twelve months is around 0.16%, less than VAMO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSC Goldman Sachs Small Cap Core Equity ETF | 0.16% | 0.16% | 0.66% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.62% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Frequently Asked Questions
GSC and VAMO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSC has higher volatility (6.31%) compared to VAMO (2.70%). In terms of maximum drawdown, GSC dropped -88.63% vs VAMO's -41.84%.
On 10-year performance, GSC leads with 11.56% vs 5.87% for VAMO. On fees, VAMO is cheaper at 0.65% per year. On volatility, VAMO has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GSC has performed better with a 11.56% return vs 5.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VAMO is cheaper with a 0.65% expense ratio, compared with 0.75% for GSC.
VAMO has the higher dividend yield at 0.62%, compared with 0.16% for GSC.
GSC is categorized as Small Cap Blend Equities, while VAMO is Momentum. They also come from different issuers: Goldman Sachs and Cambria. Their fees differ too: 0.75% for GSC and 0.65% for VAMO.
VAMO currently has the higher Sharpe Ratio (1.77 vs 0.08), 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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