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BFOR vs. SYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BFOR and SYLD is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BFOR vs. SYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and Cambria Shareholder Yield ETF (SYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BFOR:

13.49%

SYLD:

17.90%

Max Drawdown

BFOR:

-0.37%

SYLD:

-0.91%

Current Drawdown

BFOR:

-0.04%

SYLD:

0.00%

Returns By Period


BFOR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BFOR vs. SYLD - Expense Ratio Comparison

BFOR has a 0.70% expense ratio, which is higher than SYLD's 0.59% expense ratio.


Risk-Adjusted Performance

BFOR vs. SYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFOR
The Risk-Adjusted Performance Rank of BFOR is 5050
Overall Rank
The Sharpe Ratio Rank of BFOR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BFOR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BFOR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BFOR is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BFOR is 4747
Martin Ratio Rank

SYLD
The Risk-Adjusted Performance Rank of SYLD is 66
Overall Rank
The Sharpe Ratio Rank of SYLD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SYLD is 66
Sortino Ratio Rank
The Omega Ratio Rank of SYLD is 66
Omega Ratio Rank
The Calmar Ratio Rank of SYLD is 55
Calmar Ratio Rank
The Martin Ratio Rank of SYLD is 66
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.

BFOR vs. SYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and Cambria Shareholder Yield ETF (SYLD). 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.



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Dividends

BFOR vs. SYLD - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.70%, less than SYLD's 2.25% yield.


TTM20242023202220212020201920182017201620152014
BFOR
ALPS Barron's 400 ETF
0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYLD
Cambria Shareholder Yield ETF
2.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BFOR vs. SYLD - Drawdown Comparison

The maximum BFOR drawdown since its inception was -0.37%, smaller than the maximum SYLD drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for BFOR and SYLD. For additional features, visit the drawdowns tool.


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Volatility

BFOR vs. SYLD - Volatility Comparison


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