TRTY vs. GMOD
TRTY (Cambria Trinity ETF) and GMOD (GMO Dynamic Allocation ETF) are both Tactical Allocation funds. TRTY is passively managed, while GMOD is actively managed. A 0.77 correlation means they provide meaningful diversification when combined. TRTY charges 0.44%/yr vs 0.50%/yr for GMOD.
Performance
TRTY vs. GMOD - Performance Comparison
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Returns By Period
In the year-to-date period, TRTY achieves a 8.59% return, which is significantly higher than GMOD's 7.11% return.
TRTY
- 1D
- -0.05%
- 1M
- -0.96%
- 6M
- 4.23%
- YTD
- 8.59%
- 1Y
- 19.02%
- 3Y*
- 10.10%
- 5Y*
- 6.15%
- 10Y*
- —
GMOD
- 1D
- -0.60%
- 1M
- -0.23%
- 6M
- 4.70%
- YTD
- 7.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRTY vs. GMOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRTY Cambria Trinity ETF | 8.59% | 3.43% |
GMOD GMO Dynamic Allocation ETF | 7.11% | 4.35% |
Correlation
The correlation between TRTY and GMOD is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.77 |
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Return for Risk
TRTY vs. GMOD — Risk / Return Rank
TRTY
GMOD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRTY vs. GMOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) 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.
| TRTY | GMOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | — | — |
| Martin ratioReturn relative to average drawdown | 12.40 | — | — |
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Drawdowns
TRTY vs. GMOD - Drawdown Comparison
The maximum TRTY drawdown since its inception was -22.35%, which is greater than GMOD's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for TRTY and GMOD.
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Drawdown Indicators
| TRTY | GMOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -6.50% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -9.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | — | — |
Current DrawdownCurrent decline from peak | -1.99% | -0.90% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -1.10% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | — | — |
Volatility
TRTY vs. GMOD - Volatility Comparison
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Volatility by Period
| TRTY | GMOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 8.89% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.55% | 8.89% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.41% | 8.89% | +1.52% |
TRTY vs. GMOD - Expense Ratio Comparison
TRTY has a 0.44% expense ratio, which is lower than GMOD's 0.50% expense ratio.
Dividends
TRTY vs. GMOD - Dividend Comparison
TRTY's dividend yield for the trailing twelve months is around 2.92%, more than GMOD's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GMOD GMO Dynamic Allocation ETF | 1.37% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRTY Cambria Trinity ETF | 2.92% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Frequently Asked Questions
TRTY and GMOD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRTY is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRTY is cheaper with a 0.44% expense ratio, compared with 0.50% for GMOD.
TRTY has the higher dividend yield at 2.92%, compared with 1.37% for GMOD.
They also come from different issuers: Cambria and GMO. Their fees differ too: 0.44% for TRTY and 0.50% for GMOD.
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