TBFG vs. GMOD

Last updated Aug 4, 2026

TBFG (The Brinsmere Fund - Growth ETF) and GMOD (GMO Dynamic Allocation ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.92 means they have usually moved in the same direction. TBFG charges 0.42%/yr vs 0.50%/yr for GMOD.

Performance

TBFG vs. GMOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Brinsmere Fund - Growth ETF (TBFG) 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, TBFG achieves a 9.50% return, which is significantly higher than GMOD's 8.52% return.

TBFG

• 1D: 0.68%
• 1M: 0.21%
• 6M: 5.88%
• YTD: 9.50%
• 1Y: 19.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.56%

GMOD

• 1D: 0.43%
• 1M: 1.03%
• 6M: 4.92%
• YTD: 8.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GMOD GMO Dynamic Allocation ETF	$233.60K	$303.83K	$289.06K
TBFG The Brinsmere Fund - Growth ETF	$89.67K	$50.96K	$145.54K

TBFG vs. GMOD - Yearly Performance Comparison

	2026 (YTD)	2025
TBFG The Brinsmere Fund - Growth ETF	9.50%	2.94%
GMOD GMO Dynamic Allocation ETF	8.52%	4.35%

Correlation

The correlation between TBFG and GMOD is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025	0.92

Return for Risk

TBFG vs. GMOD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TBFG

TBFG Risk / Return Rank: 74
TBFG Sharpe Ratio Rank: 75
TBFG Sortino Ratio Rank: 74
TBFG Omega Ratio Rank: 75
TBFG Calmar Ratio Rank: 69
TBFG Martin Ratio Rank: 77

GMOD

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TBFG vs. GMOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Growth ETF (TBFG) 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.

	TBFG	GMOD	Difference
Sharpe ratio: Return per unit of total volatility	1.83	—	—
Sortino ratio: Return per unit of downside risk	2.55	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.60	—	—
Martin ratio: Return relative to average drawdown	10.51	—	—

Drawdowns

TBFG vs. GMOD - Drawdown Comparison

The maximum TBFG drawdown since its inception was -13.43%, which is greater than GMOD's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for TBFG and GMOD.

Drawdown Indicators

	TBFG	GMOD	Difference
Max Drawdown Largest peak-to-trough decline	-13.43%	-6.50%	-6.93%
Max Drawdown (1Y) Largest decline over 1 year	-7.63%	—	—
Current Drawdown Current decline from peak	-1.13%	0.00%	-1.13%
Average Drawdown Average peak-to-trough decline	-1.62%	-1.06%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	—	—

Volatility

Volatility by Period

	TBFG	GMOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.87%	8.75%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.14%	8.75%	+2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.14%	8.75%	+2.39%

TBFG vs. GMOD - Expense Ratio Comparison

TBFG has a 0.42% expense ratio, which is lower than GMOD's 0.50% expense ratio.

Dividends

TBFG vs. GMOD - Dividend Comparison

TBFG's dividend yield for the trailing twelve months is around 2.40%, more than GMOD's 1.35% yield.

Position	TTM	2025	2024
GMOD GMO Dynamic Allocation ETF	1.35%	0.93%	0.00%
TBFG The Brinsmere Fund - Growth ETF	2.40%	2.65%	2.43%

Frequently Asked Questions

Can I hold both TBFG and GMOD in my portfolio?

With a correlation of 0.92, TBFG and GMOD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, TBFG or GMOD?

On fees, TBFG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TBFG or GMOD?

TBFG is cheaper with a 0.42% expense ratio, compared with 0.50% for GMOD.

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

TBFG has the higher dividend yield at 2.40%, compared with 1.35% for GMOD.

What is the main difference between TBFG and GMOD?

They also come from different issuers: Brinsmere and GMO. Their fees differ too: 0.42% for TBFG and 0.50% for GMOD.