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

ETF Info

ISIN

US1320614092

CUSIP

132061409

Issuer

Cambria

Inception Date

Mar 12, 2014

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

GVAL features an expense ratio of 0.71%, falling within the medium range.


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.


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

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%JulyAugustSeptemberOctoberNovemberDecember
20.56%
217.46%
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)

Returns By Period

Cambria Global Value ETF had a return of 1.93% year-to-date (YTD) and 3.03% in the last 12 months. Over the past 10 years, Cambria Global Value ETF had an annualized return of 3.91%, while the S&P 500 had an annualized return of 11.06%, indicating that Cambria Global Value ETF did not perform as well as the benchmark.


GVAL

YTD

1.93%

1M

-1.23%

6M

-0.14%

1Y

3.03%

5Y*

1.84%

10Y*

3.91%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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%-2.68%0.59%2.21%4.39%-4.82%-1.60%1.93%
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%1.74%3.37%5.11%-3.14%0.93%3.31%-2.56%3.80%-7.15%3.61%10.70%
2020-4.01%-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%2.42%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 25, meaning it’s performing worse than 75% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GVAL is 2525
Overall Rank
The Sharpe Ratio Rank of GVAL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of GVAL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of GVAL is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GVAL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of GVAL is 2222
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for GVAL, currently valued at 0.35, compared to the broader market0.002.004.000.352.10
The chart of Sortino ratio for GVAL, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.0010.000.572.80
The chart of Omega ratio for GVAL, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.39
The chart of Calmar ratio for GVAL, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.513.09
The chart of Martin ratio for GVAL, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.00100.001.1513.49
GVAL
^GSPC

The current Cambria Global Value ETF Sharpe ratio is 0.35. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.35
2.10
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Global Value ETF provided a 4.78% dividend yield over the last twelve months, with an annual payout of $0.99 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.99$1.30$1.01$0.68$0.41$0.68$0.98$0.51$0.51$0.37$0.31

Dividend yield

4.78%6.12%5.04%2.98%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$0.97$0.00$0.00$0.00$0.00$0.00$0.00$0.99
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.09%
-2.62%
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 8.09%.


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
-9.48%May 21, 202453Aug 6, 202434Sep 24, 202487
-9.19%Oct 8, 202451Dec 18, 2024
-5.19%Sep 12, 201747Nov 15, 201731Jan 2, 201878

Volatility

Volatility Chart

The current Cambria Global Value ETF volatility is 3.66%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.66%
3.79%
GVAL (Cambria Global Value ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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