DIVI vs. FYLD
Compare and contrast key facts about Franklin International Core Dividend Tilt Index ETF (DIVI) and Cambria Foreign Shareholder Yield ETF (FYLD).
DIVI and FYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVI is an actively managed fund by Franklin. It was launched on Jun 1, 2016. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIVI or FYLD.
Key characteristics
| DIVI | FYLD | |
|---|---|---|
| YTD Return | 5.09% | 5.97% |
| 1Y Return | 16.69% | 16.99% |
| 3Y Return (Ann) | 7.47% | 4.35% |
| 5Y Return (Ann) | 7.63% | 7.78% |
| Sharpe Ratio | 1.34 | 1.21 |
| Sortino Ratio | 1.89 | 1.70 |
| Omega Ratio | 1.23 | 1.21 |
| Calmar Ratio | 2.25 | 1.81 |
| Martin Ratio | 7.01 | 6.87 |
| Ulcer Index | 2.48% | 2.53% |
| Daily Std Dev | 12.99% | 14.40% |
| Max Drawdown | -27.76% | -44.55% |
| Current Drawdown | -6.83% | -5.99% |
Correlation
The correlation between DIVI and FYLD is 0.71, 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
DIVI vs. FYLD - Performance Comparison
In the year-to-date period, DIVI achieves a 5.09% return, which is significantly lower than FYLD's 5.97% 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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DIVI vs. FYLD - Expense Ratio Comparison
DIVI has a 0.09% expense ratio, which is lower than FYLD's 0.59% expense ratio.
Risk-Adjusted Performance
DIVI vs. FYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) 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.
Dividends
DIVI vs. FYLD - Dividend Comparison
DIVI's dividend yield for the trailing twelve months is around 4.40%, less than FYLD's 4.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVI Franklin International Core Dividend Tilt Index ETF | 4.40% | 3.17% | 5.43% | 2.77% | 5.87% | 1.61% | 5.67% | 5.71% | 13.51% | 0.00% | 0.00% | 0.00% |
FYLD Cambria Foreign Shareholder Yield ETF | 4.45% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% | 5.13% | 0.07% |
Drawdowns
DIVI vs. FYLD - Drawdown Comparison
The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for DIVI and FYLD. For additional features, visit the drawdowns tool.
Volatility
DIVI vs. FYLD - Volatility Comparison
The current volatility for Franklin International Core Dividend Tilt Index ETF (DIVI) is 3.98%, while Cambria Foreign Shareholder Yield ETF (FYLD) has a volatility of 4.52%. This indicates that DIVI experiences smaller price fluctuations and is considered to be less risky than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.