AUSF vs. GVAL
Compare and contrast key facts about Global X Adaptive U.S. Factor ETF (AUSF) and Cambria Global Value ETF (GVAL).
AUSF and GVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index (USD). It was launched on Aug 24, 2018. GVAL is an actively managed fund by Cambria. It was launched on Mar 12, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUSF or GVAL.
Key characteristics
| AUSF | GVAL | |
|---|---|---|
| YTD Return | 5.71% | 2.97% |
| 1Y Return | 32.92% | 13.19% |
| 3Y Return (Ann) | 12.03% | 3.08% |
| 5Y Return (Ann) | 12.60% | 3.06% |
| Sharpe Ratio | 2.45 | 1.01 |
| Daily Std Dev | 13.08% | 13.91% |
| Max Drawdown | -44.24% | -46.82% |
| Current Drawdown | -4.28% | -1.39% |
Correlation
The correlation between AUSF and GVAL is 0.64, 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.
Performance
AUSF vs. GVAL - Performance Comparison
In the year-to-date period, AUSF achieves a 5.71% return, which is significantly higher than GVAL's 2.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AUSF vs. GVAL - Expense Ratio Comparison
AUSF has a 0.27% expense ratio, which is lower than GVAL's 0.71% expense ratio.
Risk-Adjusted Performance
AUSF vs. GVAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and Cambria Global Value ETF (GVAL). 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.
Dividends
AUSF vs. GVAL - Dividend Comparison
AUSF's dividend yield for the trailing twelve months is around 1.79%, less than GVAL's 5.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 1.79% | 1.83% | 1.99% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% |
GVAL Cambria Global Value ETF | 5.31% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% | 1.59% |
Drawdowns
AUSF vs. GVAL - Drawdown Comparison
The maximum AUSF drawdown since its inception was -44.24%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for AUSF and GVAL. For additional features, visit the drawdowns tool.
Volatility
AUSF vs. GVAL - Volatility Comparison
The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 3.21%, while Cambria Global Value ETF (GVAL) has a volatility of 4.43%. This indicates that AUSF experiences smaller price fluctuations and is considered to be less risky than GVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.