LOTI vs. GMOD

Last updated Jun 23, 2026

LOTI (Liberty One Tactical Income ETF) and GMOD (GMO Dynamic Allocation ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. LOTI charges 1.01%/yr vs 0.50%/yr for GMOD.

Performance

LOTI vs. GMOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Tactical Income ETF (LOTI) and GMO Dynamic Allocation ETF (GMOD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOTI achieves a 2.71% return, which is significantly lower than GMOD's 7.30% return.

LOTI

• 1D: -0.43%
• 1M: -0.87%
• YTD: 2.71%
• 6M: 2.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOD

• 1D: -0.22%
• 1M: 0.88%
• YTD: 7.30%
• 6M: 7.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOTI vs. GMOD - Yearly Performance Comparison

	2026 (YTD)	2025
LOTI Liberty One Tactical Income ETF	2.71%	-0.01%
GMOD GMO Dynamic Allocation ETF	7.30%	4.35%

Correlation

The correlation between LOTI and GMOD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025	0.40

Return for Risk

LOTI vs. GMOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Tactical Income ETF (LOTI) and GMO Dynamic Allocation ETF (GMOD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

LOTI vs. GMOD - Drawdown Comparison

The maximum LOTI drawdown since its inception was -4.42%, smaller than the maximum GMOD drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for LOTI and GMOD.

Drawdown Indicators

	LOTI	GMOD	Difference
Max Drawdown Largest peak-to-trough decline	-4.42%	-6.50%	+2.08%
Current Drawdown Current decline from peak	-2.45%	-0.63%	-1.82%
Average Drawdown Average peak-to-trough decline	-1.36%	-1.13%	-0.23%

Volatility

Volatility by Period

	LOTI	GMOD	Difference
Volatility (1Y) Calculated over the trailing 1-year period	5.72%	9.03%	-3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.72%	9.03%	-3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.72%	9.03%	-3.31%

LOTI vs. GMOD - Expense Ratio Comparison

LOTI has a 1.01% expense ratio, which is higher than GMOD's 0.50% expense ratio.

Dividends

LOTI vs. GMOD - Dividend Comparison

LOTI's dividend yield for the trailing twelve months is around 1.62%, more than GMOD's 0.87% yield.

Position	TTM	2025
GMOD GMO Dynamic Allocation ETF	0.87%	0.93%
LOTI Liberty One Tactical Income ETF	1.62%	0.45%

Frequently Asked Questions

Can I hold both LOTI and GMOD in my portfolio?

LOTI and GMOD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOTI or GMOD?

On fees, GMOD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOTI or GMOD?

GMOD is cheaper with a 0.50% expense ratio, compared with 1.01% for LOTI.

Which ETF pays a higher dividend yield, LOTI or GMOD?

LOTI has the higher dividend yield at 1.62%, compared with 0.87% for GMOD.

What is the main difference between LOTI and GMOD?

They also come from different issuers: Liberty One and GMO. Their fees differ too: 1.01% for LOTI and 0.50% for GMOD.