Cambria Global Momentum ETF (GMOM)
Description
The GMOM ETF contains constituents. It is focused on blend holdings in the region.
Price $28.73 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.62% |
| Expense ratio | 0.96% |
| Average spread | 0.278% |
| 1Y roundtrip cost | 1.238% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.3% | 2.6% | 5.0% | -2.9% | 2.2% | -7.4% | 0.3% | -1.1% | -3.1% | 1.4% | -1.7% | ||
| 2021 | 1.9% | 5.4% | 2.6% | 4.0% | 3.0% | -1.0% | -2.4% | 2.0% | -1.6% | 4.2% | -4.7% | 2.7% | 16.1% |
| 2020 | -0.3% | -5.6% | -5.6% | 1.3% | 1.0% | 1.5% | 3.9% | 0.6% | -2.5% | -1.6% | 6.1% | 4.3% | 3.0% |
| 2019 | 2.0% | 0.1% | 1.7% | -0.2% | -1.5% | 2.3% | 0.2% | 1.2% | 0.0% | 0.6% | -0.5% | 1.9% | 8.0% |
| 4.9% | 2.5% | 3.7% | 2.2% | 4.8% | -4.6% | 2.0% | 2.7% | -7.1% | 4.6% | 0.8% | 8.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.31 | 0.14 | 0.01 | 0.47 | |||||||||
| 2021 | 0.01 | 0.16 | 0.25 | 0.42 | |||||||||
| 2020 | 0.06 | 0.05 | 0.19 | 0.30 | |||||||||
| 2019 | 0.13 | 0.12 | 0.17 | 0.25 | 0.67 | ||||||||
| 2018 | 0.25 | 0.25 | |||||||||||
| 0.00 | 0.00 | 0.46 | 0.00 | 0.00 | 0.49 | 0.00 | 0.00 | 0.47 | 0.00 | 0.00 | 0.69 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| GMOM | FMIL | HSMV | PXSV | VUSE | XSVM | |
|---|---|---|---|---|---|---|
| Product name | Cambria Global Momentum ETF | Fidelity New Millennium ETF | First Trust Horizon Managed Volatility Small/Mid ETF | PowerShares Russell 2000 Pure Value Portfolio ETF | Vident Core U.S. Equity Fund | Invesco S&P SmallCap Value with Momentum ETF |
| Issuer | Cambria | Fidelity | First Trust | N/A | Vident | Invesco |
| Price | $28.732 | $27.48 | $28.7342 | $43.26 | $38.998 | $43.26 |
| Expense Ratio | 0.96% |  0.59% | 0.8% | 0.39% | 0.48% | 0.39% |
| Average Spread | 0.278% | 0.218% | 0.139% | 0.185% | 0.205% | 0.185% |
| AUM | $58,209,100 | $55,854,400 | $12,935,000 | $0 | $382,155,000 | $373,138,000 |
| Shares | 2,025,932 | 2,032,547 | 450,161 | 0 | 9,799,338 | 8,625,475 |
| Average Daily Volume | 80,811 | 38,697 | 879 | 120,080 | 26,537 | 120,080 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2014-11-04 | 2020-06-03 | 2020-04-06 | 2005-03-03 | 2014-01-22 | 2005-03-03 |
| Index Tracked | No Underlying Index | No Underlying Index | No Underlying Index | S&P SmallCap 600 High Momentum Value Index | Vident Core U.S. Stock Index | S&P SmallCap 600 High Momentum Value Index |
| Category | Hedge Fund | Large Cap Blend Equities | Small Cap Blend Equities | Small Cap Value Equities | All Cap Equities | Small Cap Value Equities |
| Asset Class | Multi-Asset | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid Caps | Mid/Small Caps | Large/Mid/Small Caps | Mid/Small Caps | ||
| Value or Growth | Blend | Blend | Blend | Value | Blend | Blend |
| Region | North America | North America | North America | North America | ||
| Countries | Broad | Broad | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.466 | $0.569 | $0.37 | $0.879 | $0.598 | $0.879 |
| Annual Dividend Yield | 0.016% | 0.021% | 0.013% | 0.020% | 0.015% | 0.020% |
| Number of Holdings | 121 | 200 | 117 | 225 | 117 | |
| YTD Return | -2.26% | -6.15% | -16.59% | -18.70% | -15.85% | -18.70% |
| Beta | 0.51 | 0.93 | 0.90 | 1.24 | 1.05 | 1.24 |
| Upside Beta | 0.49 | 0.70 | 0.63 | 0.25 | 0.36 | 0.25 |
| Downside Beta | 0.36 | 0.12 | 0.00 | 0.01 | -0.23 | 0.01 |
| Volatility 1Y | 16.14% | 21.04% | 18.99% | 26.00% | 23.66% | 26.00% |
| Sharpe Ratio 3Y | 0.56 | 0.00 | 0.00 | 0.69 | 0.50 | 0.69 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.01 | 0.01 | 0.01 |