GMOD vs VIXM
Comparison between GMO DYNAMIC ALLOCATION ETF (GMOD, ETF) and ProShares VIX Mid-Term Futures ETF (VIXM, ETF).
GMOD vs VIXM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GMOD
$40M
Winner
VIXM
$40M
Expense Ratio
Winner
GMOD
0.50%
VIXM
0.92%
Max Drawdown
Winner
GMOD
6.50%
VIXM
96.23%
Sharpe Ratio
Winner
GMOD
1.25
VIXM
-0.99
5Y Beta
GMOD
0.56
Winner
VIXM
-1.52
GMOD vs VIXM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
GMOD
+0.09%
VIXM
-3.42%
3M
Winner
GMOD
+2.53%
VIXM
-9.67%
6M
Winner
GMOD
+5.02%
VIXM
-3.78%
1Y
GMOD
N/A
VIXM
-15.20%
5Y(CAGR)
GMOD
N/A
VIXM
-14.47%
10Y(CAGR)
GMOD
N/A
VIXM
-11.72%
Max(CAGR)
Winner
GMOD
+15.32%
VIXM
-18.07%
GMOD vs VIXM - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | GMOD | VIXM |
|---|---|---|
| 2026 | +6.80% | -5.33% |
| 2025 | +3.87% | +4.52% |
| 2024 | N/A | -13.41% |
| 2023 | N/A | -43.92% |
| 2022 | N/A | +0.30% |
| 2021 | N/A | -18.41% |
| 2020 | N/A | +76.27% |
| 2019 | N/A | -19.33% |
| 2018 | N/A | +28.50% |
| 2017 | N/A | -48.41% |
| 2016 | N/A | -23.79% |
| 2015 | N/A | -14.80% |
| 2014 | N/A | -18.01% |
| 2013 | N/A | -40.24% |
| 2012 | N/A | -52.75% |
| 2011 | N/A | -6.90% |
GMOD vs VIXM Drawdown Comparison
The maximum drawdown for GMOD was -6.50%, occurring on Mar 27, 2026. Recovery took 47 trading sessions.
The maximum drawdown for VIXM was -96.23%, occurring on Nov 29, 2024. This drawdown has not yet recovered.
The current GMOD drawdown is -0.64%. The current VIXM drawdown is -96.05%.
| Rank | GMOD | VIXM |
|---|---|---|
| #1 | -6.50% Feb 27, 2026 - May 6, 2026 | -96.23% Oct 3, 2011 - Nov 29, 2024 |
| #2 | -2.54% Nov 12, 2025 - Nov 26, 2025 | -27.67% Jan 4, 2011 - Sep 9, 2011 |
| #3 | -2.00% Jun 2, 2026 - Jun 15, 2026 | -3.37% Sep 13, 2011 - Sep 22, 2011 |
| #4 | -1.56% May 6, 2026 - May 26, 2026 | -2.88% Sep 22, 2011 - Sep 28, 2011 |
| #5 | -1.51% Jun 15, 2026 - Jul 6, 2026 | -0.75% Sep 28, 2011 - Sep 30, 2011 |
| #6 | -1.45% Oct 27, 2025 - Nov 12, 2025 | N/A |
| #7 | -1.21% Jul 6, 2026 - Jul 20, 2026 | N/A |
| #8 | -0.93% Dec 11, 2025 - Dec 22, 2025 | N/A |
| #9 | -0.91% Jan 14, 2026 - Jan 22, 2026 | N/A |
| #10 | -0.53% Jan 29, 2026 - Feb 4, 2026 | N/A |
| #11 | -0.44% Feb 20, 2026 - Feb 25, 2026 | N/A |
| #12 | -0.44% Feb 11, 2026 - Feb 20, 2026 | N/A |
| #13 | -0.43% Feb 4, 2026 - Feb 6, 2026 | N/A |
| #14 | -0.40% Jan 6, 2026 - Jan 9, 2026 | N/A |
| #15 | -0.39% Nov 28, 2025 - Dec 3, 2025 | N/A |
Correlation
Correlation between GMOD and VIXM is -0.63 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.
-0.63
-101
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