SAMM vs. SMOM

Last updated Jun 25, 2026

SAMM (Strategas Macro Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - SAMM is a Momentum fund actively managed by Strategas, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. Their correlation of 0.80 suggests significant overlap in exposure. SAMM charges 0.66%/yr vs 0.63%/yr for SMOM.

Performance

SAMM vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Momentum ETF (SAMM) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SAMM having a 6.77% return and SMOM slightly higher at 6.85%.

SAMM

• 1D: -1.42%
• 1M: 0.09%
• YTD: 6.77%
• 6M: 4.99%
• 1Y: 19.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SMOM

• 1D: -0.17%
• 1M: -0.64%
• YTD: 6.85%
• 6M: 5.41%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SAMM vs. SMOM - Yearly Performance Comparison

	2026 (YTD)	2025
SAMM Strategas Macro Momentum ETF	6.77%	7.88%
SMOM Symmetry Panoramic Sector Momentum ETF	6.85%	2.78%

Correlation

The correlation between SAMM and SMOM is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025	0.80

Return for Risk

SAMM vs. SMOM — Risk / Return Rank

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

SAMM

SAMM Risk / Return Rank: 40
SAMM Sharpe Ratio Rank: 32
SAMM Sortino Ratio Rank: 30
SAMM Omega Ratio Rank: 31
SAMM Calmar Ratio Rank: 54
SAMM Martin Ratio Rank: 50

SMOM

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

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.

SAMM vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Momentum ETF (SAMM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.

	SAMM	SMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.05	—	—
Sortino ratio: Return per unit of downside risk	1.50	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	2.33	—	—
Martin ratio: Return relative to average drawdown	7.52	—	—

Drawdowns

SAMM vs. SMOM - Drawdown Comparison

The maximum SAMM drawdown since its inception was -24.09%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for SAMM and SMOM.

Drawdown Indicators

	SAMM	SMOM	Difference
Max Drawdown Largest peak-to-trough decline	-24.09%	-7.45%	-16.64%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	—	—
Current Drawdown Current decline from peak	-5.58%	-2.70%	-2.88%
Average Drawdown Average peak-to-trough decline	-4.37%	-1.50%	-2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	—	—

Volatility

Volatility by Period

	SAMM	SMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.74%	12.77%	+5.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.39%	12.77%	+6.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	12.77%	+6.62%

SAMM vs. SMOM - Expense Ratio Comparison

SAMM has a 0.66% expense ratio, which is higher than SMOM's 0.63% expense ratio.

Dividends

SAMM vs. SMOM - Dividend Comparison

SAMM's dividend yield for the trailing twelve months is around 0.97%, more than SMOM's 0.15% yield.

Position	TTM	2025	2024
SAMM Strategas Macro Momentum ETF	0.97%	1.03%	0.70%
SMOM Symmetry Panoramic Sector Momentum ETF	0.15%	0.16%	0.00%

Frequently Asked Questions

Can I hold both SAMM and SMOM in my portfolio?

SAMM and SMOM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SAMM or SMOM?

On fees, SMOM is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SAMM or SMOM?

SMOM is cheaper with a 0.63% expense ratio, compared with 0.66% for SAMM.

Which ETF pays a higher dividend yield, SAMM or SMOM?

SAMM has the higher dividend yield at 0.97%, compared with 0.15% for SMOM.

What is the main difference between SAMM and SMOM?

SAMM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Strategas and Symmetry Partners. Their fees differ too: 0.66% for SAMM and 0.63% for SMOM.