SMOM vs. GMOM
SMOM (Symmetry Panoramic Sector Momentum ETF) and GMOM (Cambria Global Momentum ETF) are both exchange-traded funds - SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners, while GMOM is a Momentum fund actively managed by Cambria. Both are actively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. SMOM charges 0.63%/yr vs 0.96%/yr for GMOM.
Performance
SMOM vs. GMOM - Performance Comparison
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Returns By Period
In the year-to-date period, SMOM achieves a 9.28% return, which is significantly lower than GMOM's 10.11% return.
SMOM
- 1D
- 0.07%
- 1M
- 1.78%
- 6M
- 7.98%
- YTD
- 9.28%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GMOM
- 1D
- -0.01%
- 1M
- 3.87%
- 6M
- 2.59%
- YTD
- 10.11%
- 1Y
- 25.71%
- 3Y*
- 11.80%
- 5Y*
- 7.70%
- 10Y*
- 7.09%
- ALL TIME*
- 5.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.63K | $320.17K | $293.32K | |
| $282.40K | $230.96K | $175.69K |
SMOM vs. GMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMOM Symmetry Panoramic Sector Momentum ETF | 9.28% | 2.78% |
GMOM Cambria Global Momentum ETF | 10.11% | 8.15% |
Correlation
The correlation between SMOM and GMOM is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.72 |
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Return for Risk
SMOM vs. GMOM — Risk / Return Rank
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GMOM
SMOM vs. GMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Sector Momentum ETF (SMOM) 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.
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.
| SMOM | GMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.68 | — |
| Martin ratioReturn relative to average drawdown | — | 8.08 | — |
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Drawdowns
SMOM vs. GMOM - Drawdown Comparison
The maximum SMOM drawdown since its inception was -7.45%, smaller than the maximum GMOM drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for SMOM and GMOM.
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Drawdown Indicators
| SMOM | GMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.45% | -25.03% | +17.58% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.03% | — |
Current DrawdownCurrent decline from peak | -0.56% | -3.35% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -7.77% | +6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.17% | — |
Volatility
SMOM vs. GMOM - Volatility Comparison
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Volatility by Period
| SMOM | GMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 14.71% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 14.37% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 12.94% | -0.52% |
SMOM vs. GMOM - Expense Ratio Comparison
SMOM has a 0.63% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Dividends
SMOM vs. GMOM - Dividend Comparison
SMOM's dividend yield for the trailing twelve months is around 0.15%, less than GMOM's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 1.48% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMOM and GMOM have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
SMOM is cheaper with a 0.63% expense ratio, compared with 0.96% for GMOM.
GMOM has the higher dividend yield at 1.48%, compared with 0.15% for SMOM.
SMOM is categorized as Large Cap Blend Equities, while GMOM is Momentum. They also come from different issuers: Symmetry Partners and Cambria. Their fees differ too: 0.63% for SMOM and 0.96% for GMOM.
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