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Cambria Foreign Shareholder Yield ETF (FYLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS1320613003
CUSIP132061300
IssuerCambria
Inception DateDec 3, 2013
RegionGlobal ex-U.S. (Broad)
CategoryGlobal Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FYLD has a high expense ratio of 0.59%, indicating higher-than-average management fees.


Expense ratio chart for FYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cambria Foreign Shareholder Yield ETF

Popular comparisons: FYLD vs. PICK, FYLD vs. ICOW, FYLD vs. AVDV, FYLD vs. JEPI, FYLD vs. HEFA, FYLD vs. HSCZ, FYLD vs. SCHF, FYLD vs. SPHD, FYLD vs. SMCWX, FYLD vs. IHDG

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.


50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
78.20%
195.42%
FYLD (Cambria Foreign Shareholder Yield ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cambria Foreign Shareholder Yield ETF had a return of 9.74% year-to-date (YTD) and 20.59% in the last 12 months. Over the past 10 years, Cambria Foreign Shareholder Yield ETF had an annualized return of 5.43%, while the S&P 500 had an annualized return of 10.99%, indicating that Cambria Foreign Shareholder Yield ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.74%11.18%
1 month6.47%5.60%
6 months16.74%17.48%
1 year20.59%26.33%
5 years (annualized)9.93%13.16%
10 years (annualized)5.43%10.99%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.93%1.98%2.61%-0.78%9.74%
20237.81%-2.50%-0.79%1.52%-7.24%5.12%5.44%-4.04%-0.05%-2.21%5.54%5.05%13.18%
20220.89%-0.98%1.49%-5.46%3.85%-11.60%3.20%-2.91%-10.34%4.94%14.34%-0.40%-5.53%
20210.59%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%
20198.23%1.70%-0.80%0.99%-6.14%4.92%-2.61%-4.29%5.94%3.18%2.71%3.68%17.82%
20184.11%-3.15%-1.65%1.72%-1.06%-2.79%2.90%-2.20%0.20%-7.10%-1.15%-4.79%-14.47%
20174.25%0.71%3.21%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%2.20%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%
20134.42%4.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FYLD is 67, 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.


The Risk-Adjusted Performance Rank of FYLD is 6767
FYLD (Cambria Foreign Shareholder Yield ETF)
The Sharpe Ratio Rank of FYLD is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of FYLD is 6363Sortino Ratio Rank
The Omega Ratio Rank of FYLD is 6161Omega Ratio Rank
The Calmar Ratio Rank of FYLD is 7575Calmar Ratio Rank
The Martin Ratio Rank of FYLD is 7070Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


FYLD
Sharpe ratio
The chart of Sharpe ratio for FYLD, currently valued at 1.55, compared to the broader market0.002.004.001.55
Sortino ratio
The chart of Sortino ratio for FYLD, currently valued at 2.24, compared to the broader market0.005.0010.002.24
Omega ratio
The chart of Omega ratio for FYLD, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for FYLD, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Martin ratio
The chart of Martin ratio for FYLD, currently valued at 7.01, compared to the broader market0.0020.0040.0060.0080.00100.007.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Cambria Foreign Shareholder Yield ETF Sharpe ratio is 1.55. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cambria Foreign Shareholder Yield ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.55
2.38
FYLD (Cambria Foreign Shareholder Yield ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Foreign Shareholder Yield ETF granted a 5.29% dividend yield in the last twelve months. The annual payout for that period amounted to $1.48 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.48$1.56$1.49$1.30$0.95$0.91$1.11$0.75$0.57$0.80$1.15$0.02

Dividend yield

5.29%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.22
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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.09%
FYLD (Cambria Foreign Shareholder Yield ETF)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.55%Jan 29, 2018541Mar 23, 2020188Dec 17, 2020729
-30.06%Jul 7, 2014405Feb 11, 2016358Jul 19, 2017763
-25.12%Jan 18, 2022175Sep 27, 2022309Dec 19, 2023484
-7.84%Jun 8, 202129Jul 19, 2021123Jan 11, 2022152
-7.42%Jan 16, 201413Feb 4, 201419Mar 4, 201432

Volatility

Volatility Chart

The current Cambria Foreign Shareholder Yield ETF volatility is 3.16%, 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.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.16%
3.36%
FYLD (Cambria Foreign Shareholder Yield ETF)
Benchmark (^GSPC)