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