VAMO vs. GMOM
VAMO (Cambria Value and Momentum ETF) and GMOM (Cambria Global Momentum ETF) are both Momentum funds from Cambria. Both are actively managed. Over the past 10 years, VAMO returned 5.87%/yr vs 7.08%/yr for GMOM. At a 0.47 correlation, their price movements are largely independent. VAMO charges 0.65%/yr vs 0.96%/yr for GMOM.
Performance
VAMO vs. GMOM - Performance Comparison
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Returns By Period
In the year-to-date period, VAMO achieves a 4.39% return, which is significantly lower than GMOM's 6.55% return. Over the past 10 years, VAMO has underperformed GMOM with an annualized return of 5.87%, while GMOM has yielded a comparatively higher 7.08% annualized return.
VAMO
- 1D
- -0.39%
- 1M
- 1.34%
- YTD
- 4.39%
- 6M
- 3.05%
- 1Y
- 19.78%
- 3Y*
- 13.95%
- 5Y*
- 9.24%
- 10Y*
- 5.87%
GMOM
- 1D
- -2.26%
- 1M
- -4.00%
- YTD
- 6.55%
- 6M
- 5.46%
- 1Y
- 23.01%
- 3Y*
- 12.06%
- 5Y*
- 6.41%
- 10Y*
- 7.08%
VAMO vs. GMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VAMO Cambria Value and Momentum ETF | 4.39% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
GMOM Cambria Global Momentum ETF | 6.55% | 20.63% | 6.75% | 0.65% | -2.82% | 19.13% | 2.42% | 8.24% | -9.61% | 20.67% |
Correlation
The correlation between VAMO and GMOM is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2015 | 0.47 |
The correlation between VAMO and GMOM shifts across timeframes, from 0.42 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VAMO vs. GMOM — Risk / Return Rank
VAMO
GMOM
VAMO vs. GMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value and Momentum ETF (VAMO) 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.
| VAMO | GMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.41 | +1.16 |
| Martin ratioReturn relative to average drawdown | 10.28 | 8.76 | +1.52 |
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Drawdowns
VAMO vs. GMOM - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.84%, which is greater than GMOM's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for VAMO and GMOM.
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Drawdown Indicators
| VAMO | GMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -25.03% | -16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -5.55% | -9.57% | +4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -11.61% | -13.73% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.25% | -19.16% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | -25.03% | -16.81% |
Current DrawdownCurrent decline from peak | -1.59% | -6.48% | +4.89% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -7.79% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.63% | -0.70% |
Volatility
VAMO vs. GMOM - Volatility Comparison
The current volatility for Cambria Value and Momentum ETF (VAMO) is 2.70%, while Cambria Global Momentum ETF (GMOM) has a volatility of 5.20%. This indicates that VAMO 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.
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Volatility by Period
| VAMO | GMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 5.20% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 12.12% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 14.45% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 14.50% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 12.91% | +5.19% |
VAMO vs. GMOM - Expense Ratio Comparison
VAMO has a 0.65% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Dividends
VAMO vs. GMOM - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.62%, less than GMOM's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOM Cambria Global Momentum ETF | 1.65% | 3.01% | 2.16% | 3.63% | 2.52% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% |
VAMO Cambria Value and Momentum ETF | 0.62% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Frequently Asked Questions
VAMO and GMOM have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GMOM has higher volatility (5.20%) compared to VAMO (2.70%). In terms of maximum drawdown, VAMO dropped -41.84% vs GMOM's -25.03%.
On 10-year performance, GMOM leads with 7.08% vs 5.87% for VAMO. On fees, VAMO is cheaper at 0.65% per year. On volatility, VAMO has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GMOM has performed better with a 7.08% return vs 5.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VAMO is cheaper with a 0.65% expense ratio, compared with 0.96% for GMOM.
GMOM has the higher dividend yield at 1.65%, compared with 0.62% for VAMO.
Their fees differ too: 0.65% for VAMO and 0.96% for GMOM.
VAMO currently has the higher Sharpe Ratio (1.77 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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