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ENDW vs. MAPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENDW vs. MAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Endowment Style ETF (ENDW) and Harbor Multi-Asset Explorer ETF (MAPP). The values are adjusted to include any dividend payments, if applicable.

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ENDW vs. MAPP - Yearly Performance Comparison


2026 (YTD)2025
ENDW
Cambria Endowment Style ETF
3.42%30.77%
MAPP
Harbor Multi-Asset Explorer ETF
-0.04%23.71%

Returns By Period

In the year-to-date period, ENDW achieves a 3.42% return, which is significantly higher than MAPP's -0.04% return.


ENDW

1D
1.81%
1M
-4.20%
YTD
3.42%
6M
7.27%
1Y
3Y*
5Y*
10Y*

MAPP

1D
1.46%
1M
-4.59%
YTD
-0.04%
6M
2.72%
1Y
17.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENDW vs. MAPP - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than MAPP's 0.92% expense ratio.


Return for Risk

ENDW vs. MAPP — Risk / Return Rank

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

ENDW

MAPP
MAPP Risk / Return Rank: 7777
Overall Rank
MAPP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MAPP Sortino Ratio Rank: 7878
Sortino Ratio Rank
MAPP Omega Ratio Rank: 7979
Omega Ratio Rank
MAPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAPP Martin Ratio Rank: 8282
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.

ENDW vs. MAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and Harbor Multi-Asset Explorer ETF (MAPP). 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.


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

ENDW vs. MAPP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ENDWMAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

3.24

1.34

+1.90

Correlation

The correlation between ENDW and MAPP is 0.89, 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

ENDW vs. MAPP - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.34%, less than MAPP's 2.96% yield.


TTM202520242023
ENDW
Cambria Endowment Style ETF
2.34%1.91%0.00%0.00%
MAPP
Harbor Multi-Asset Explorer ETF
2.96%2.96%2.41%2.78%

Drawdowns

ENDW vs. MAPP - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum MAPP drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for ENDW and MAPP.


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Drawdown Indicators


ENDWMAPPDifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-12.92%

+6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

Current Drawdown

Current decline from peak

-4.36%

-4.80%

+0.44%

Average Drawdown

Average peak-to-trough decline

-0.82%

-1.39%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

ENDW vs. MAPP - Volatility Comparison


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Volatility by Period


ENDWMAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

12.26%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

10.83%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

10.83%

+0.53%