Cambria Foreign Shareholder Yield ETF (FYLD)
FYLD is an actively managed ETF by Cambria. FYLD launched on Dec 3, 2013 and has a 0.59% expense ratio.
ETF Info
US1320613003
132061300
Dec 3, 2013
Global ex-U.S. (Broad)
1x
No Index (Active)
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cambria Foreign Shareholder Yield ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Cambria Foreign Shareholder Yield ETF had a return of 5.04% year-to-date (YTD) and 11.79% in the last 12 months. Over the past 10 years, Cambria Foreign Shareholder Yield ETF had an annualized return of 5.65%, while the S&P 500 had an annualized return of 11.13%, indicating that Cambria Foreign Shareholder Yield ETF did not perform as well as the benchmark.
FYLD
5.04%
-3.86%
-3.12%
11.79%
7.74%
5.65%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of FYLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.93% | 1.98% | 2.61% | -0.78% | 5.19% | -3.65% | 2.27% | 1.22% | 1.83% | -5.03% | 5.04% | ||
| 2023 | 7.81% | -2.50% | -0.79% | 1.52% | -7.24% | 5.12% | 5.44% | -4.04% | -0.05% | -2.21% | 5.54% | 5.05% | 13.18% |
| 2022 | 0.89% | -0.98% | 1.49% | -5.46% | 3.85% | -11.60% | 3.20% | -2.91% | -10.34% | 4.94% | 14.34% | -0.40% | -5.53% |
| 2021 | 0.59% | 7.97% | 3.42% | 3.14% | 3.54% | -1.54% | -1.21% | 1.74% | -2.04% | 2.45% | -5.11% | 4.97% | 18.67% |
| 2020 | -4.11% | -10.98% | -20.50% | 8.07% | 6.79% | 3.48% | 2.29% | 7.22% | -4.49% | -1.07% | 16.16% | 6.80% | 4.18% |
| 2019 | 8.23% | 1.70% | -0.80% | 0.99% | -6.14% | 4.92% | -2.61% | -4.29% | 5.94% | 3.18% | 2.71% | 3.68% | 17.82% |
| 2018 | 4.11% | -3.15% | -1.65% | 1.72% | -1.06% | -2.79% | 2.90% | -2.20% | 0.20% | -7.10% | -1.15% | -4.79% | -14.47% |
| 2017 | 4.25% | 0.71% | 3.20% | 2.07% | 3.24% | 0.92% | 4.90% | 1.07% | 2.13% | 0.90% | 0.69% | 2.40% | 29.81% |
| 2016 | -4.17% | -0.99% | 7.10% | 2.41% | -0.34% | -3.23% | 4.59% | 0.05% | 2.32% | -0.70% | -1.27% | 2.19% | 7.67% |
| 2015 | -1.20% | 6.64% | -3.69% | 4.27% | -0.30% | -3.90% | -1.08% | -6.72% | -3.37% | 6.25% | -1.54% | -1.93% | -7.28% |
| 2014 | -5.20% | 5.51% | 0.43% | 2.83% | -0.37% | 3.20% | -3.21% | 0.95% | -6.38% | -1.53% | -3.03% | -2.87% | -9.91% |
| 2013 | 4.42% | 4.42% |
Expense Ratio
FYLD features an expense ratio of 0.59%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FYLD is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Cambria Foreign Shareholder Yield ETF provided a 4.49% dividend yield over the last twelve months, with an annual payout of $1.17 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.17 | $1.56 | $1.49 | $1.30 | $0.95 | $0.91 | $1.11 | $0.75 | $0.57 | $0.80 | $1.15 | $0.02 |
Dividend yield | 4.49% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% | 5.13% | 0.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Foreign Shareholder Yield 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | |
| 2023 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.21 | $1.56 |
| 2022 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.12 | $1.49 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.14 | $1.30 |
| 2020 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.27 | $0.95 |
| 2019 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.18 | $0.91 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.49 | $1.11 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.75 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.57 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.80 |
| 2014 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.57 | $1.15 |
| 2013 | $0.02 | $0.02 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Foreign Shareholder Yield 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 Foreign Shareholder Yield ETF was 44.55%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current Cambria Foreign Shareholder Yield ETF drawdown is 6.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.55% | Jan 29, 2018 | 541 | Mar 23, 2020 | 188 | Dec 17, 2020 | 729 |
| -30.06% | Jul 7, 2014 | 405 | Feb 11, 2016 | 358 | Jul 19, 2017 | 763 |
| -25.12% | Jan 18, 2022 | 175 | Sep 27, 2022 | 309 | Dec 19, 2023 | 484 |
| -9.59% | Jun 3, 2024 | 44 | Aug 5, 2024 | 14 | Aug 23, 2024 | 58 |
| -7.85% | Sep 27, 2024 | 34 | Nov 13, 2024 | — | — | — |
Volatility
Volatility Chart
The current Cambria Foreign Shareholder Yield ETF volatility is 4.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.