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Cambria Global Value ETF (GVAL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS1320614092
CUSIP132061409
IssuerCambria
Inception DateMar 12, 2014
RegionDeveloped Europe (Broad)
CategoryGlobal Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

GVAL has a high expense ratio of 0.71%, indicating higher-than-average management fees.


Expense ratio chart for GVAL: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

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 Global Value ETF

Popular comparisons: GVAL vs. EYLD, GVAL vs. AUSF, GVAL vs. VUG, GVAL vs. AVES, GVAL vs. VWO, GVAL vs. XEQT.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cambria Global Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%2024FebruaryMarchAprilMayJune
19.94%
190.74%
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cambria Global Value ETF had a return of 1.41% year-to-date (YTD) and 9.08% in the last 12 months. Over the past 10 years, Cambria Global Value ETF had an annualized return of 1.14%, while the S&P 500 had an annualized return of 10.77%, indicating that Cambria Global Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.41%13.87%
1 month-6.40%2.54%
6 months4.24%15.10%
1 year9.08%23.18%
5 years (annualized)2.81%13.48%
10 years (annualized)1.14%10.77%

Monthly Returns

The table below presents the monthly returns of GVAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.52%0.68%3.54%0.85%4.37%1.41%
20234.19%-1.63%-0.37%1.82%-4.81%5.63%6.01%-5.58%-3.23%-0.48%8.24%3.87%13.31%
20221.22%-9.24%1.34%-4.24%3.79%-11.75%0.18%-0.01%-10.33%9.43%11.85%2.51%-7.98%
2021-2.10%4.10%1.73%3.37%5.11%-3.14%0.93%3.31%-2.56%3.80%-7.15%3.61%10.70%
2020-4.02%-11.15%-24.22%5.39%3.79%5.21%0.68%1.92%-3.81%-7.95%23.05%10.04%-8.51%
201910.33%-1.04%-1.28%1.94%-4.03%7.86%-1.67%-5.93%3.27%2.41%0.35%4.99%17.24%
20189.18%-4.94%-1.05%-1.02%-6.11%-1.90%3.54%-3.87%0.82%-5.50%0.40%-3.85%-14.30%
20176.04%0.65%2.23%3.54%2.85%1.90%5.47%1.97%-0.20%-0.40%-1.35%3.72%29.50%
2016-5.64%-1.20%12.35%4.04%-3.76%-0.09%4.09%1.21%2.26%2.87%-4.48%5.69%17.23%
2015-3.13%9.03%-3.78%9.16%-3.03%-4.22%-0.15%-5.15%-3.14%3.39%-3.86%-2.21%-8.12%
20143.97%0.23%-0.08%0.41%-4.75%-0.24%-7.08%-5.06%-0.14%-8.69%-20.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GVAL is 39, 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 GVAL is 3939
GVAL (Cambria Global Value ETF)
The Sharpe Ratio Rank of GVAL is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of GVAL is 3838Sortino Ratio Rank
The Omega Ratio Rank of GVAL is 3636Omega Ratio Rank
The Calmar Ratio Rank of GVAL is 4646Calmar Ratio Rank
The Martin Ratio Rank of GVAL is 3636Martin 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 Global Value ETF (GVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GVAL
Sharpe ratio
The chart of Sharpe ratio for GVAL, currently valued at 0.74, compared to the broader market0.002.004.006.000.74
Sortino ratio
The chart of Sortino ratio for GVAL, currently valued at 1.13, compared to the broader market0.005.0010.001.13
Omega ratio
The chart of Omega ratio for GVAL, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.13
Calmar ratio
The chart of Calmar ratio for GVAL, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.58
Martin ratio
The chart of Martin ratio for GVAL, currently valued at 2.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current Cambria Global Value ETF Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cambria Global Value 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.74
2.14
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Global Value ETF granted a 5.40% dividend yield in the last twelve months. The annual payout for that period amounted to $1.16 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$1.16$1.30$1.01$0.68$0.41$0.68$0.98$0.51$0.51$0.37$0.31

Dividend yield

5.40%6.12%5.05%2.97%1.90%2.84%4.65%2.00%2.54%2.11%1.59%

Monthly Dividends

The table displays the monthly dividend distributions for Cambria Global Value 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$0.02$0.00$0.00$0.00$0.02
2023$0.00$0.00$0.16$0.00$0.00$0.66$0.00$0.00$0.29$0.00$0.00$0.19$1.30
2022$0.00$0.00$0.17$0.00$0.00$0.58$0.00$0.00$0.19$0.00$0.00$0.07$1.01
2021$0.00$0.00$0.02$0.00$0.00$0.38$0.00$0.00$0.12$0.00$0.00$0.16$0.68
2020$0.00$0.00$0.04$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.09$0.41
2019$0.00$0.00$0.01$0.00$0.00$0.21$0.00$0.00$0.24$0.00$0.00$0.21$0.68
2018$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.19$0.00$0.00$0.54$0.98
2017$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.10$0.00$0.00$0.10$0.51
2016$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.13$0.00$0.00$0.08$0.51
2015$0.00$0.00$0.01$0.00$0.00$0.23$0.00$0.00$0.08$0.00$0.00$0.07$0.37
2014$0.16$0.00$0.00$0.14$0.00$0.00$0.01$0.31

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-7.40%
-0.04%
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cambria Global Value 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 Global Value ETF was 46.82%, occurring on Mar 18, 2020. Recovery took 1043 trading sessions.

The current Cambria Global Value ETF drawdown is 7.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.82%Jan 29, 2018538Mar 18, 20201043May 9, 20241581
-38.47%Jun 11, 2014407Jan 21, 2016384Jul 31, 2017791
-7.4%May 21, 202418Jun 14, 2024
-5.19%Sep 12, 201747Nov 15, 201731Jan 2, 201878
-4.86%Apr 10, 20144Apr 15, 201436Jun 6, 201440

Volatility

Volatility Chart

The current Cambria Global Value ETF volatility is 3.32%, 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%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.32%
2.26%
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)