MFUT vs. GMOM

Last updated Apr 1, 2026

Compare and contrast key facts about Cambria Chesapeake Pure Trend ETF (MFUT) and Cambria Global Momentum ETF (GMOM).

MFUT and GMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFUT is an actively managed fund by Cambria. It was launched on May 28, 2024. GMOM is an actively managed fund by Cambria. It was launched on Nov 4, 2014.

Performance

MFUT vs. GMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Chesapeake Pure Trend ETF (MFUT) and Cambria Global Momentum ETF (GMOM). The values are adjusted to include any dividend payments, if applicable.

MFUT vs. GMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MFUT Cambria Chesapeake Pure Trend ETF	7.52%	-1.83%	-16.68%
GMOM Cambria Global Momentum ETF	8.03%	20.63%	0.17%

Returns By Period

In the year-to-date period, MFUT achieves a 7.52% return, which is significantly lower than GMOM's 8.03% return.

MFUT

• 1D: 0.92%
• 1M: -3.38%
• YTD: 7.52%
• 6M: 13.12%
• 1Y: 12.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOM

• 1D: 1.13%
• 1M: -4.66%
• YTD: 8.03%
• 6M: 12.16%
• 1Y: 28.42%
• 3Y*: 12.60%
• 5Y*: 7.73%
• 10Y*: 7.31%

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

MFUT vs. GMOM - Expense Ratio Comparison

MFUT has a 1.18% expense ratio, which is higher than GMOM's 0.96% expense ratio.

MFUT

Cambria Chesapeake Pure Trend ETF

GMOM

Cambria Global Momentum ETF

Return for Risk

MFUT vs. GMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFUT

MFUT Risk / Return Rank: 43
MFUT Sharpe Ratio Rank: 46
MFUT Sortino Ratio Rank: 40
MFUT Omega Ratio Rank: 45
MFUT Calmar Ratio Rank: 52
MFUT Martin Ratio Rank: 30

GMOM

GMOM Risk / Return Rank: 86
GMOM Sharpe Ratio Rank: 86
GMOM Sortino Ratio Rank: 86
GMOM Omega Ratio Rank: 86
GMOM Calmar Ratio Rank: 85
GMOM Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFUT vs. GMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Chesapeake Pure Trend ETF (MFUT) and Cambria Global Momentum ETF (GMOM). 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.

	MFUT	GMOM	Difference
Sharpe ratio Return per unit of total volatility	0.85	1.81	-0.96
Sortino ratio Return per unit of downside risk	1.15	2.39	-1.24
Omega ratio Gain probability vs. loss probability	1.18	1.36	-0.18
Calmar ratio Return relative to maximum drawdown	1.37	2.74	-1.37
Martin ratio Return relative to average drawdown	2.59	11.60	-9.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFUT vs. GMOM - Sharpe Ratio Comparison

The current MFUT Sharpe Ratio is 0.85, which is lower than the GMOM Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of MFUT and GMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MFUT	GMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	1.81	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	0.48	-0.98

Correlation

The correlation between MFUT and GMOM is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MFUT vs. GMOM - Dividend Comparison

MFUT has not paid dividends to shareholders, while GMOM's dividend yield for the trailing twelve months is around 1.63%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MFUT Cambria Chesapeake Pure Trend ETF	0.00%	0.00%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GMOM Cambria Global Momentum ETF	1.63%	3.01%	2.16%	3.63%	2.52%	3.42%	1.24%	2.60%	1.90%	2.05%	1.77%	1.88%

Drawdowns

MFUT vs. GMOM - Drawdown Comparison

The maximum MFUT drawdown since its inception was -29.28%, which is greater than GMOM's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for MFUT and GMOM.

Drawdown Indicators

	MFUT	GMOM	Difference
Max Drawdown Largest peak-to-trough decline	-29.28%	-25.03%	-4.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-10.54%	+1.11%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.16%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.03%	—
Current Drawdown Current decline from peak	-12.06%	-5.18%	-6.88%
Average Drawdown Average peak-to-trough decline	-17.71%	-7.89%	-9.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.98%	2.49%	+2.49%

Volatility

MFUT vs. GMOM - Volatility Comparison

The current volatility for Cambria Chesapeake Pure Trend ETF (MFUT) is 4.82%, while Cambria Global Momentum ETF (GMOM) has a volatility of 5.95%. This indicates that MFUT experiences smaller price fluctuations and is considered to be less risky than GMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MFUT	GMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	5.95%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	13.03%	11.87%	+1.16%
Volatility (1Y) Calculated over the trailing 1-year period	15.17%	15.80%	-0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	14.51%	-0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.54%	12.76%	+0.78%