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CDIG vs. GVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDIG vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in City Different Investments Global Equity ETF (CDIG) and Cambria Global Value ETF (GVAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDIG achieves a -0.17% return, which is significantly lower than GVAL's 20.23% return.


CDIG

1D
0.87%
1M
-3.00%
6M
-5.09%
YTD
-0.17%
1Y
3Y*
5Y*
10Y*
ALL TIME*

GVAL

1D
0.56%
1M
4.53%
6M
8.76%
YTD
20.23%
1Y
40.16%
3Y*
25.70%
5Y*
15.04%
10Y*
11.12%
ALL TIME*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$177.13K$207.07K$220.02K
$3.54M$5.56M$6.93M

CDIG vs. GVAL - Yearly Performance Comparison


Correlation

The correlation between CDIG and GVAL is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.64

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Return for Risk

CDIG vs. GVAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CDIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GVAL
GVAL Risk / Return Rank: 9191
Overall Rank
GVAL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GVAL Sortino Ratio Rank: 9292
Sortino Ratio Rank
GVAL Omega Ratio Rank: 9191
Omega Ratio Rank
GVAL Calmar Ratio Rank: 8888
Calmar Ratio Rank
GVAL Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CDIG vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for City Different Investments Global Equity ETF (CDIG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDIGGVALDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.51

Martin ratioReturn relative to average drawdown

12.97

CDIG vs. GVAL - Sharpe Ratio Comparison


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Drawdowns

CDIG vs. GVAL - Drawdown Comparison

The maximum CDIG drawdown since its inception was -11.35%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for CDIG and GVAL.


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Drawdown Indicators


CDIGGVALDifference

Max Drawdown

Largest peak-to-trough decline

-11.35%

-46.82%

+35.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

Max Drawdown (10Y)

Largest decline over 10 years

-46.82%

Current Drawdown

Current decline from peak

-8.03%

0.00%

-8.03%

Average Drawdown

Average peak-to-trough decline

-3.56%

-13.72%

+10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

CDIG vs. GVAL - Volatility Comparison


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Volatility by Period


CDIGGVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.96%

15.96%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

18.62%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

19.00%

+2.96%

CDIG vs. GVAL - Expense Ratio Comparison

CDIG has a 0.75% expense ratio, which is higher than GVAL's 0.66% expense ratio.


Dividends

CDIG vs. GVAL - Dividend Comparison

CDIG has not paid dividends to shareholders, while GVAL's dividend yield for the trailing twelve months is around 2.38%.


PositionTTM20252024202320222021202020192018201720162015
CDIG
City Different Investments Global Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GVAL
Cambria Global Value ETF
2.38%2.93%4.75%6.12%5.05%2.97%1.90%2.84%4.65%2.00%2.54%2.11%

Frequently Asked Questions


CDIG and GVAL have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GVAL is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GVAL is cheaper with a 0.66% expense ratio, compared with 0.75% for CDIG.

GVAL has the higher dividend yield at 2.38%, compared with 0.00% for CDIG.

They also come from different issuers: City Different and Cambria. Their fees differ too: 0.75% for CDIG and 0.66% for GVAL.

Portfolio Optimizer

Find the right allocation for CDIG and GVAL

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