- CUSIP
- 132061763
- Issuer
- Cambria
- Inception Date
- Mar 27, 2025
- Category
- Intermediate Core-Plus Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
CFIT Performance Chart
Cambria Fixed Income Trend ETF (CFIT) is up 6.0% since the beginning of the year. CFIT is currently trading at $26 per share.
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Returns By Period
Cambria Fixed Income Trend ETF (CFIT) has returned 5.95% so far this year and 12.03% over the past 12 months.
Cambria Fixed Income Trend ETF
- 1D
- -0.28%
- 1M
- 1.30%
- YTD
- 5.95%
- 6M
- 5.55%
- 1Y
- 12.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CFIT Monthly Returns History
Based on dividend-adjusted daily data since Mar 28, 2025, CFIT's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.
Historically, 63% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +3.6%, while the worst month was Mar 2026 at -3.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CFIT closed higher 56% of trading days. The best single day was Jun 15, 2026 with a return of +0.9%, while the worst single day was Mar 20, 2026 at -1.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.68% | 1.27% | -3.12% | 3.63% | 2.02% | 0.46% | 5.95% | ||||||
| 2025 | -0.18% | -2.26% | -0.41% | 2.11% | 0.15% | 1.01% | 2.51% | 1.24% | -0.34% | -0.39% | 3.40% |
Benchmark Metrics
Cambria Fixed Income Trend ETF has an annualized alpha of 2.94%, beta of 0.20, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since March 28, 2025.
- This ETF participated in 46.43% of S&P 500 Index downside but only 31.31% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.20 may look defensive, but with R2 of 0.39 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.39 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.94%
- Beta
- 0.20
- R²
- 0.39
- Upside Capture
- 31.31%
- Downside Capture
- 46.43%
Expense Ratio
CFIT has an expense ratio of 0.71%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CFIT ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Cambria Fixed Income Trend ETF (CFIT) and compare them to S&P 500 Index.
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.
| CFIT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.78 | +0.07 |
| Martin ratioReturn relative to average drawdown | 10.53 | 12.44 | -1.91 |
Dividends
Dividend History
Cambria Fixed Income Trend ETF provided a 3.84% dividend yield over the last twelve months, with an annual payout of $1.01 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $1.01 | $0.79 |
Dividend yield | 3.84% | 3.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Fixed Income Trend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.10 | $0.39 | ||||||
| 2025 | $0.17 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.08 | $0.79 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Fixed Income Trend ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Cambria Fixed Income Trend ETF was 4.23%, occurring on Mar 30, 2026. Recovery took 16 trading sessions.
The current Cambria Fixed Income Trend ETF drawdown is 0.28%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -4.23%Mar 2026 | 1mo 2d | 23d | 1mo 25dFeb 2026 - Apr 2026 |
2025 selloff2025 | -3.64%May 2025 | 1mo 18d | 2mo 24d | 4mo 12dApr 2025 - Aug 2025 |
2025 pullback2025 | -3.07%Nov 2025 | 23d | 1mo 25d | 2mo 18dOct 2025 - Jan 2026 |
2026 pullback2026 | -2.04%Jun 2026 | 7d | 8d | 15dJun 2026 - Jun 2026 |
2026 pullback2026 | -1.33%May 2026 | 4d | 7d | 11dMay 2026 - May 2026 |
Drawdown Indicators
| CFIT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.23% | -56.78% | +52.55% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -9.10% | +4.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.28% | -1.80% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -1.19% | -10.71% | +9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 2.03% | -0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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