COLO vs. GVAL
Compare and contrast key facts about Global X MSCI Colombia ETF (COLO) and Cambria Global Value ETF (GVAL).
COLO and GVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COLO is a passively managed fund by Global X that tracks the performance of the MSCI All Colombia Select 25/50 Index. It was launched on Feb 5, 2009. GVAL is an actively managed fund by Cambria. It was launched on Mar 11, 2014.
Performance
COLO vs. GVAL - Performance Comparison
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COLO vs. GVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COLO Global X MSCI Colombia ETF | 11.00% | 68.88% | 4.68% | 24.92% | -21.32% | -11.50% | -14.60% | 30.42% | -19.88% | 11.88% |
GVAL Cambria Global Value ETF | 5.70% | 55.87% | 2.59% | 13.30% | -7.98% | 10.70% | -8.51% | 17.24% | -14.30% | 29.50% |
Returns By Period
In the year-to-date period, COLO achieves a 11.00% return, which is significantly higher than GVAL's 5.70% return. Over the past 10 years, COLO has underperformed GVAL with an annualized return of 5.52%, while GVAL has yielded a comparatively higher 9.91% annualized return.
COLO
- 1D
- 1.70%
- 1M
- 1.64%
- YTD
- 11.00%
- 6M
- 26.51%
- 1Y
- 55.42%
- 3Y*
- 36.07%
- 5Y*
- 13.77%
- 10Y*
- 5.52%
GVAL
- 1D
- 3.01%
- 1M
- -6.45%
- YTD
- 5.70%
- 6M
- 14.74%
- 1Y
- 38.86%
- 3Y*
- 23.32%
- 5Y*
- 13.26%
- 10Y*
- 9.91%
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COLO vs. GVAL - Expense Ratio Comparison
COLO has a 0.62% expense ratio, which is lower than GVAL's 0.66% expense ratio.
Return for Risk
COLO vs. GVAL — Risk / Return Rank
COLO
GVAL
COLO vs. GVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (COLO) 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.
| COLO | GVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 2.26 | +0.19 |
Sortino ratioReturn per unit of downside risk | 3.01 | 2.90 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.32 | +0.23 |
Martin ratioReturn relative to average drawdown | 11.73 | 12.67 | -0.94 |
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
| COLO | GVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 2.26 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.73 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.52 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.32 | -0.10 |
Correlation
The correlation between COLO and GVAL is 0.57, 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
COLO vs. GVAL - Dividend Comparison
COLO's dividend yield for the trailing twelve months is around 6.77%, more than GVAL's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLO Global X MSCI Colombia ETF | 6.77% | 7.51% | 6.08% | 6.99% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% |
GVAL Cambria Global Value ETF | 3.06% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
Drawdowns
COLO vs. GVAL - Drawdown Comparison
The maximum COLO drawdown since its inception was -78.91%, which is greater than GVAL's maximum drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for COLO and GVAL.
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Drawdown Indicators
| COLO | GVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.91% | -46.82% | -32.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.37% | -11.50% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -43.86% | -30.83% | -13.03% |
Max Drawdown (10Y)Largest decline over 10 years | -62.75% | -46.82% | -15.93% |
Current DrawdownCurrent decline from peak | -24.65% | -7.55% | -17.10% |
Average DrawdownAverage peak-to-trough decline | -40.47% | -14.04% | -26.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 3.02% | +1.94% |
Volatility
COLO vs. GVAL - Volatility Comparison
The current volatility for Global X MSCI Colombia ETF (COLO) is 6.77%, while Cambria Global Value ETF (GVAL) has a volatility of 8.03%. This indicates that COLO 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.
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Volatility by Period
| COLO | GVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 8.03% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.84% | 11.33% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 17.32% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 18.31% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.34% | 19.18% | +6.16% |