VAMO vs. GMOM
Compare and contrast key facts about Cambria Value & Momentum ETF (VAMO) and Cambria Global Momentum ETF (GMOM).
VAMO and GMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015. GMOM is an actively managed fund by Cambria. It was launched on Nov 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAMO or GMOM.
Correlation
The correlation between VAMO and GMOM is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VAMO vs. GMOM - Performance Comparison
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Key characteristics
VAMO:
5.53%
GMOM:
10.03%
VAMO:
0.00%
GMOM:
-0.53%
VAMO:
0.00%
GMOM:
0.00%
Returns By Period
VAMO
N/A
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GMOM
N/A
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VAMO vs. GMOM - Expense Ratio Comparison
VAMO has a 0.64% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Risk-Adjusted Performance
VAMO vs. GMOM — Risk-Adjusted Performance Rank
VAMO
GMOM
VAMO vs. GMOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value & 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.
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Dividends
VAMO vs. GMOM - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 1.73%, less than GMOM's 3.40% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
VAMO Cambria Value & Momentum ETF | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GMOM Cambria Global Momentum ETF | 3.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VAMO vs. GMOM - Drawdown Comparison
The maximum VAMO drawdown since its inception was 0.00%, smaller than the maximum GMOM drawdown of -0.53%. Use the drawdown chart below to compare losses from any high point for VAMO and GMOM. For additional features, visit the drawdowns tool.
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Volatility
VAMO vs. GMOM - Volatility Comparison
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