LVHI vs. GDMA
LVHI (Franklin International Low Volatility High Dividend Index ETF) and GDMA (Gadsden Dynamic Multi-Asset ETF) are both exchange-traded funds - LVHI is a Dividend fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while GDMA is a Global Allocation fund actively managed by Gadsden. LVHI is passively managed, while GDMA is actively managed. Over the past 5 years, LVHI returned 16.77%/yr vs 8.45%/yr for GDMA. Their 0.28 correlation means their historical movements had little consistent relationship. LVHI charges 0.40%/yr vs 0.77%/yr for GDMA.
Performance
LVHI vs. GDMA - Performance Comparison
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Returns By Period
In the year-to-date period, LVHI achieves a 18.29% return, which is significantly higher than GDMA's 10.56% return.
LVHI
- 1D
- -0.70%
- 1M
- 5.74%
- 6M
- 13.36%
- YTD
- 18.29%
- 1Y
- 34.81%
- 3Y*
- 22.13%
- 5Y*
- 16.77%
- 10Y*
- 11.87%
- ALL TIME*
- 11.67%
GDMA
- 1D
- 0.67%
- 1M
- 0.43%
- 6M
- 1.94%
- YTD
- 10.56%
- 1Y
- 23.37%
- 3Y*
- 16.04%
- 5Y*
- 8.45%
- 10Y*
- —
- ALL TIME*
- 9.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.65M | $1.00M | $708.66K | |
| $37.17M | $30.23M | $26.64M |
LVHI vs. GDMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 18.29% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -3.72% |
GDMA Gadsden Dynamic Multi-Asset ETF | 10.56% | 25.29% | 7.44% | 1.72% | -2.08% | 3.95% | 21.08% | 11.59% | -3.70% |
Correlation
The correlation between LVHI and GDMA is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.28 |
The correlation between LVHI and GDMA shifts across timeframes, from 0.20 (5 years) to 0.35 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LVHI vs. GDMA — Risk / Return Rank
LVHI
GDMA
LVHI vs. GDMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) and Gadsden Dynamic Multi-Asset ETF (GDMA). 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.
| LVHI | GDMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.28 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 5.76 | 3.12 | +2.64 |
| Martin ratioReturn relative to average drawdown | 24.05 | 7.24 | +16.80 |
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Drawdowns
LVHI vs. GDMA - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, which is greater than GDMA's maximum drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for LVHI and GDMA.
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Drawdown Indicators
| LVHI | GDMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -16.66% | -15.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -7.53% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -7.53% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | -12.74% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -3.21% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -3.79% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.24% | -1.79% |
Volatility
LVHI vs. GDMA - Volatility Comparison
The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.48%, while Gadsden Dynamic Multi-Asset ETF (GDMA) has a volatility of 3.27%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than GDMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVHI | GDMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 3.27% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 13.20% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.46% | 15.80% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.05% | 10.24% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 11.39% | +2.31% |
LVHI vs. GDMA - Expense Ratio Comparison
LVHI has a 0.40% expense ratio, which is lower than GDMA's 0.77% expense ratio.
Dividends
LVHI vs. GDMA - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 4.51%, more than GDMA's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GDMA Gadsden Dynamic Multi-Asset ETF | 2.53% | 2.79% | 2.32% | 4.14% | 1.18% | 2.10% | 0.62% | 3.17% | 0.00% | 0.00% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.51% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Frequently Asked Questions
LVHI and GDMA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMA has higher volatility (3.27%) compared to LVHI (2.48%). In terms of maximum drawdown, LVHI dropped -32.31% vs GDMA's -16.66%.
On 5-year performance, LVHI leads with 16.77% vs 8.45% for GDMA. On fees, LVHI is cheaper at 0.40% per year. On volatility, LVHI has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LVHI has performed better with a 16.77% return vs 8.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LVHI is cheaper with a 0.40% expense ratio, compared with 0.77% for GDMA.
LVHI has the higher dividend yield at 4.51%, compared with 2.53% for GDMA.
LVHI is categorized as Dividend, while GDMA is Global Allocation. They also come from different issuers: Franklin Templeton and Gadsden. Their fees differ too: 0.40% for LVHI and 0.77% for GDMA.
LVHI currently has the higher Sharpe Ratio (3.72 vs 1.49), 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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