AGQI vs. FYLD
Compare and contrast key facts about First Trust Active Global Quality Income ETF (AGQI) and Cambria Foreign Shareholder Yield ETF (FYLD).
AGQI and FYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGQI is an actively managed fund by First Trust. It was launched on Nov 21, 2023. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013.
Performance
AGQI vs. FYLD - Performance Comparison
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AGQI vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AGQI First Trust Active Global Quality Income ETF | 4.22% | 26.67% | 2.98% | 5.25% |
FYLD Cambria Foreign Shareholder Yield ETF | 14.87% | 34.53% | 3.00% | 6.42% |
Returns By Period
In the year-to-date period, AGQI achieves a 4.22% return, which is significantly lower than FYLD's 14.87% return.
AGQI
- 1D
- 0.45%
- 1M
- -4.85%
- YTD
- 4.22%
- 6M
- 7.23%
- 1Y
- 25.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYLD
- 1D
- -0.31%
- 1M
- -1.81%
- YTD
- 14.87%
- 6M
- 20.45%
- 1Y
- 43.76%
- 3Y*
- 19.99%
- 5Y*
- 12.16%
- 10Y*
- 11.36%
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AGQI vs. FYLD - Expense Ratio Comparison
AGQI has a 0.85% expense ratio, which is higher than FYLD's 0.59% expense ratio.
Return for Risk
AGQI vs. FYLD — Risk / Return Rank
AGQI
FYLD
AGQI vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Global Quality Income ETF (AGQI) and Cambria Foreign Shareholder Yield ETF (FYLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGQI | FYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 2.68 | -0.91 |
Sortino ratioReturn per unit of downside risk | 2.37 | 3.35 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.59 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.33 | -0.88 |
Martin ratioReturn relative to average drawdown | 10.19 | 19.43 | -9.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGQI | FYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.68 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 0.44 | +0.88 |
Correlation
The correlation between AGQI and FYLD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AGQI vs. FYLD - Dividend Comparison
AGQI's dividend yield for the trailing twelve months is around 2.17%, less than FYLD's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGQI First Trust Active Global Quality Income ETF | 2.17% | 2.54% | 2.14% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.76% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Drawdowns
AGQI vs. FYLD - Drawdown Comparison
The maximum AGQI drawdown since its inception was -14.07%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for AGQI and FYLD.
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Drawdown Indicators
| AGQI | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.07% | -44.55% | +30.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -13.05% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.55% | — |
Current DrawdownCurrent decline from peak | -6.31% | -1.99% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -2.11% | -8.94% | +6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.29% | +0.21% |
Volatility
AGQI vs. FYLD - Volatility Comparison
First Trust Active Global Quality Income ETF (AGQI) has a higher volatility of 5.40% compared to Cambria Foreign Shareholder Yield ETF (FYLD) at 4.82%. This indicates that AGQI's price experiences larger fluctuations and is considered to be riskier than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGQI | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.82% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 9.10% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 16.41% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 16.30% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 18.09% | -5.56% |