Cambria Global Value ETF (GVAL)
GVAL is an actively managed ETF by Cambria. GVAL launched on Mar 12, 2014 and has a 0.71% expense ratio.
ETF Info
US1320614092
132061409
Mar 12, 2014
Developed Europe (Broad)
1x
No Index (Active)
Multi-Cap
Value
Share Price Chart
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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.
Returns By Period
Cambria Global Value ETF had a return of 3.23% year-to-date (YTD) and 7.48% in the last 12 months. Over the past 10 years, Cambria Global Value ETF had an annualized return of 3.24%, while the S&P 500 had an annualized return of 11.16%, indicating that Cambria Global Value ETF did not perform as well as the benchmark.
GVAL
3.23%
-3.56%
-3.46%
7.48%
2.63%
3.24%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.52% | 0.68% | 3.54% | 0.85% | 4.37% | -2.68% | 0.59% | 2.21% | 4.39% | -4.82% | 3.23% | ||
| 2023 | 4.19% | -1.63% | -0.37% | 1.82% | -4.81% | 5.63% | 6.01% | -5.58% | -3.23% | -0.48% | 8.24% | 3.87% | 13.31% |
| 2022 | 1.22% | -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% |
| 2019 | 10.33% | -1.04% | -1.28% | 1.94% | -4.03% | 7.86% | -1.67% | -5.93% | 3.27% | 2.42% | 0.35% | 4.99% | 17.24% |
| 2018 | 9.18% | -4.94% | -1.05% | -1.02% | -6.11% | -1.90% | 3.54% | -3.87% | 0.82% | -5.50% | 0.40% | -3.85% | -14.30% |
| 2017 | 6.04% | 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% |
| 2014 | 3.97% | 0.23% | -0.08% | 0.41% | -4.75% | -0.24% | -7.08% | -5.06% | -0.14% | -8.69% | -20.08% |
Expense Ratio
GVAL features an expense ratio of 0.71%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GVAL is 20, indicating that it is in the bottom 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
Cambria Global Value ETF provided a 5.64% dividend yield over the last twelve months, with an annual payout of $1.18 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.18 | $1.30 | $1.01 | $0.68 | $0.41 | $0.68 | $0.98 | $0.51 | $0.51 | $0.37 | $0.31 |
Dividend yield | 5.64% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.97 | $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.
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 6.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.82% | Jan 29, 2018 | 538 | Mar 18, 2020 | 1043 | May 9, 2024 | 1581 |
| -38.47% | Jun 11, 2014 | 407 | Jan 21, 2016 | 384 | Jul 31, 2017 | 791 |
| -9.48% | May 21, 2024 | 53 | Aug 6, 2024 | 34 | Sep 24, 2024 | 87 |
| -7.35% | Oct 8, 2024 | 28 | Nov 14, 2024 | — | — | — |
| -5.19% | Sep 12, 2017 | 47 | Nov 15, 2017 | 31 | Jan 2, 2018 | 78 |
Volatility
Volatility Chart
The current Cambria Global Value ETF volatility is 4.80%, 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.