VAMO vs. GSC
VAMO (Cambria Value and Momentum ETF) and GSC (Goldman Sachs Small Cap Core Equity ETF) are both exchange-traded funds - VAMO is a Momentum fund actively managed by Cambria, while GSC is a Small Cap Blend Equities fund actively managed by Goldman Sachs. Both are actively managed. Over the past 10 years, VAMO returned 5.85%/yr vs 12.13%/yr for GSC. At a 0.21 correlation, their price movements are largely independent. VAMO charges 0.65%/yr vs 0.75%/yr for GSC.
Performance
VAMO vs. GSC - Performance Comparison
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Returns By Period
In the year-to-date period, VAMO achieves a 7.04% return, which is significantly lower than GSC's 23.15% return. Over the past 10 years, VAMO has underperformed GSC with an annualized return of 5.85%, while GSC has yielded a comparatively higher 12.13% annualized return.
VAMO
- 1D
- 0.64%
- 1M
- 2.93%
- 6M
- 2.21%
- YTD
- 7.04%
- 1Y
- 20.00%
- 3Y*
- 12.89%
- 5Y*
- 11.41%
- 10Y*
- 5.85%
GSC
- 1D
- 0.14%
- 1M
- 2.50%
- 6M
- 13.81%
- YTD
- 23.15%
- 1Y
- 32.74%
- 3Y*
- 28.90%
- 5Y*
- 23.02%
- 10Y*
- 12.13%
VAMO vs. GSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VAMO Cambria Value and Momentum ETF | 7.04% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
GSC Goldman Sachs Small Cap Core Equity ETF | 23.15% | 6.29% | 13.79% | 33.52% | 28.40% | 58.09% | -33.08% | 29.69% | -19.52% | 2.90% |
Correlation
The correlation between VAMO and GSC is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2015 | 0.21 |
Over the past year, VAMO and GSC have become more correlated (0.59) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
VAMO vs. GSC — Risk / Return Rank
VAMO
GSC
VAMO vs. GSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value and Momentum ETF (VAMO) and Goldman Sachs Small Cap Core Equity ETF (GSC). 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 | GSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.99 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 0.56 | +3.05 |
| Martin ratioReturn relative to average drawdown | 10.35 | 1.94 | +8.41 |
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Drawdowns
VAMO vs. GSC - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.84%, smaller than the maximum GSC drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for VAMO and GSC.
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Drawdown Indicators
| VAMO | GSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -88.63% | +46.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.55% | -58.25% | +52.70% |
Max Drawdown (3Y)Largest decline over 3 years | -11.61% | -58.25% | +46.64% |
Max Drawdown (5Y)Largest decline over 5 years | -17.25% | -58.25% | +41.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | -66.06% | +24.22% |
Current DrawdownCurrent decline from peak | 0.00% | -26.86% | +26.86% |
Average DrawdownAverage peak-to-trough decline | -9.88% | -59.07% | +49.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 16.92% | -14.98% |
Volatility
VAMO vs. GSC - Volatility Comparison
The current volatility for Cambria Value and Momentum ETF (VAMO) is 2.08%, while Goldman Sachs Small Cap Core Equity ETF (GSC) has a volatility of 5.34%. This indicates that VAMO experiences smaller price fluctuations and is considered to be less risky than GSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAMO | GSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 5.34% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 125.43% | -117.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 403.81% | -392.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 218.83% | -201.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 160.37% | -142.28% |
VAMO vs. GSC - Expense Ratio Comparison
VAMO has a 0.65% expense ratio, which is lower than GSC's 0.75% expense ratio.
Dividends
VAMO vs. GSC - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.61%, more than GSC's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSC Goldman Sachs Small Cap Core Equity ETF | 0.13% | 0.16% | 0.66% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.61% | 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 GSC have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSC has higher volatility (5.34%) compared to VAMO (2.08%). In terms of maximum drawdown, VAMO dropped -41.84% vs GSC's -88.63%.
On 10-year performance, GSC leads with 12.13% vs 5.85% for VAMO. On fees, VAMO is cheaper at 0.65% per year. On volatility, VAMO has been the lower-risk option at 2.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GSC has performed better with a 12.13% return vs 5.85%. 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 0.75% for GSC.
VAMO has the higher dividend yield at 0.61%, compared with 0.13% for GSC.
VAMO is categorized as Momentum, while GSC is Small Cap Blend Equities. They also come from different issuers: Cambria and Goldman Sachs. Their fees differ too: 0.65% for VAMO and 0.75% for GSC.
VAMO currently has the higher Sharpe Ratio (1.81 vs 0.08), 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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