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EFAV vs. GVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFAV vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Min Vol EAFE ETF (EFAV) and Cambria Global Value ETF (GVAL). The values are adjusted to include any dividend payments, if applicable.

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EFAV vs. GVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFAV
iShares Edge MSCI Min Vol EAFE ETF
5.94%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%22.24%
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

The year-to-date returns for both stocks are quite close, with EFAV having a 5.94% return and GVAL slightly lower at 5.70%. Over the past 10 years, EFAV has underperformed GVAL with an annualized return of 6.46%, while GVAL has yielded a comparatively higher 9.91% annualized return.


EFAV

1D
1.98%
1M
-3.69%
YTD
5.94%
6M
9.18%
1Y
21.13%
3Y*
14.12%
5Y*
7.53%
10Y*
6.46%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFAV vs. GVAL - Expense Ratio Comparison

EFAV has a 0.20% expense ratio, which is lower than GVAL's 0.66% expense ratio.


Return for Risk

EFAV vs. GVAL — Risk / Return Rank

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

EFAV
EFAV Risk / Return Rank: 8888
Overall Rank
EFAV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 8787
Sortino Ratio Rank
EFAV Omega Ratio Rank: 8686
Omega Ratio Rank
EFAV Calmar Ratio Rank: 9090
Calmar Ratio Rank
EFAV Martin Ratio Rank: 8989
Martin Ratio Rank

GVAL
GVAL Risk / Return Rank: 9494
Overall Rank
GVAL Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GVAL Sortino Ratio Rank: 9494
Sortino Ratio Rank
GVAL Omega Ratio Rank: 9595
Omega Ratio Rank
GVAL Calmar Ratio Rank: 9292
Calmar Ratio Rank
GVAL Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFAV vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) 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.


EFAVGVALDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.26

-0.52

Sortino ratio

Return per unit of downside risk

2.33

2.90

-0.58

Omega ratio

Gain probability vs. loss probability

1.34

1.47

-0.13

Calmar ratio

Return relative to maximum drawdown

2.88

3.32

-0.44

Martin ratio

Return relative to average drawdown

10.58

12.67

-2.09

EFAV vs. GVAL - Sharpe Ratio Comparison

The current EFAV Sharpe Ratio is 1.74, which is comparable to the GVAL Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of EFAV and GVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EFAVGVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.26

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.73

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.52

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.32

+0.23

Correlation

The correlation between EFAV and GVAL is 0.70, 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.


Dividends

EFAV vs. GVAL - Dividend Comparison

EFAV's dividend yield for the trailing twelve months is around 3.02%, less than GVAL's 3.06% yield.


TTM20252024202320222021202020192018201720162015
EFAV
iShares Edge MSCI Min Vol EAFE ETF
3.02%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
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

EFAV vs. GVAL - Drawdown Comparison

The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for EFAV and GVAL.


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Drawdown Indicators


EFAVGVALDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-46.82%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-11.50%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.46%

-30.83%

+3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

-46.82%

+19.26%

Current Drawdown

Current decline from peak

-3.69%

-7.55%

+3.86%

Average Drawdown

Average peak-to-trough decline

-4.78%

-14.04%

+9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

3.02%

-1.08%

Volatility

EFAV vs. GVAL - Volatility Comparison

The current volatility for iShares Edge MSCI Min Vol EAFE ETF (EFAV) is 5.19%, while Cambria Global Value ETF (GVAL) has a volatility of 8.03%. This indicates that EFAV 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


EFAVGVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

8.03%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

11.33%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

17.32%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

18.31%

-6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

19.18%

-5.97%