GMOM vs QQQ

GMOM vs QQQ
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Quick Verdict

QQQ has a lower expense ratio. QQQ delivered stronger 1-year returns. QQQ offers more diversification with 108 holdings.

Lower Fees: QQQHigher Returns: QQQMore Diversified: QQQ

Side-by-Side Comparison

MetricGMOMQQQWinner
Expense Ratio1.01%0.18%
AUM$73M$496.3B
Dividend Yield1.48%0.44%
Holdings15108
YTD Return+12.81%+17.13%
1Y Return+23.25%+24.75%
3Y Return (annualized)+13.59%+24.85%
5Y Return (annualized)+7.74%+14.21%
Volatility (annualized)9.7%30.6%
Max Drawdown-25.0%-83.0%
Fund FamilyCambria Investment ManagementInvesco (US)
CategoryAllocation/BalancedEquity
InceptionNov 3, 2014Mar 10, 1999

GMOM vs QQQ Performance

Cambria Global Momentum ETF (GMOM) is a ETF from Cambria Investment Management and Invesco QQQ Trust, Series 1 (QQQ) is a ETF from Invesco (US). Over the past year GMOM returned +23.25% while QQQ returned +24.75%. Year to date, GMOM is up 12.81% versus a gain of 17.13% for QQQ.

Over three years, GMOM compounded at +13.59% per year against +24.85% for QQQ; over five years the annualized figures are +7.74% and +14.21% respectively. Across the full 12-year window we track, QQQ has the edge at +13.04% annualized vs +5.97%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

QQQ has been the more volatile fund, with annualized monthly volatility of 30.6% compared with 9.7% for GMOM. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -25.0% for GMOM and -83.0% for QQQ. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.49. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

GMOM charges 1.01% per year while QQQ charges 0.18%. On a $10,000 position that is $101 vs $18 annually, a gap of $83 per year that compounds over a long holding period. On income, GMOM currently yields 1.48% against 0.44% for QQQ.

Holdings Overlap

0.0%overlap

GMOM and QQQ share 0 holdings out of 116 unique holdings combined, representing a 0.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Frequently Asked Questions

Which is cheaper, GMOM or QQQ?

GMOM has an expense ratio of 1.01% while QQQ charges 0.18%. QQQ is the cheaper option. On a $10,000 investment, that is $83 per year of difference.

Which performed better, GMOM or QQQ?

Over the past year GMOM returned +23.25% vs +24.75% for QQQ, so QQQ leads on 1-year performance. Over the longest common window we track (12 years), GMOM annualized +5.97% vs +13.04% for QQQ. Past performance does not guarantee future results.

Which is riskier, GMOM or QQQ?

QQQ has been the more volatile fund at 30.6% annualized versus 9.7% for GMOM. Worst drawdown: GMOM -25.0% vs QQQ -83.0%.

Should I hold both GMOM and QQQ?

GMOM and QQQ have a monthly-return correlation of 0.49, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between GMOM and QQQ?

GMOM and QQQ share 0 common holdings with a 0.0% weight overlap. Combined, they hold 116 unique securities.

Which pays a higher dividend, GMOM or QQQ?

GMOM yields 1.48% while QQQ yields 0.44%, so GMOM currently pays the higher dividend yield.

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