EYLD vs. FEMS
Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS).
EYLD and FEMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016. FEMS is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX EM Small Cap Index. It was launched on Feb 15, 2012.
Performance
EYLD vs. FEMS - Performance Comparison
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EYLD vs. FEMS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 9.05% | 29.39% | 4.72% | 18.77% | -16.10% | 11.44% | 10.13% | 22.00% | -13.74% | 34.90% |
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 9.43% | 16.48% | 1.88% | 3.55% | 1.85% | 3.76% | 7.85% | 28.88% | -22.63% | 49.02% |
Returns By Period
The year-to-date returns for both investments are quite close, with EYLD having a 9.05% return and FEMS slightly higher at 9.43%.
EYLD
- 1D
- 0.36%
- 1M
- -5.80%
- YTD
- 9.05%
- 6M
- 14.95%
- 1Y
- 37.97%
- 3Y*
- 19.73%
- 5Y*
- 8.04%
- 10Y*
- —
FEMS
- 1D
- 0.46%
- 1M
- -3.03%
- YTD
- 9.43%
- 6M
- 5.45%
- 1Y
- 27.92%
- 3Y*
- 11.96%
- 5Y*
- 5.64%
- 10Y*
- 9.05%
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EYLD vs. FEMS - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is lower than FEMS's 0.80% expense ratio.
Return for Risk
EYLD vs. FEMS — Risk / Return Rank
EYLD
FEMS
EYLD vs. FEMS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS). 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.
| EYLD | FEMS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.60 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.14 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.19 | +0.67 |
Martin ratioReturn relative to average drawdown | 12.57 | 8.52 | +4.05 |
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
| EYLD | FEMS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.60 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.32 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.27 | +0.23 |
Correlation
The correlation between EYLD and FEMS is 0.68, 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
EYLD vs. FEMS - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 5.55%, more than FEMS's 4.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 5.55% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% | 0.00% |
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 4.38% | 4.27% | 3.97% | 4.65% | 4.55% | 6.25% | 2.90% | 4.37% | 4.68% | 3.39% | 2.42% | 3.28% |
Drawdowns
EYLD vs. FEMS - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum FEMS drawdown of -47.85%. Use the drawdown chart below to compare losses from any high point for EYLD and FEMS.
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Drawdown Indicators
| EYLD | FEMS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -47.85% | +6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -13.24% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -30.26% | -30.40% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.85% | — |
Current DrawdownCurrent decline from peak | -7.36% | -4.11% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -17.58% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.41% | -0.30% |
Volatility
EYLD vs. FEMS - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 8.15% compared to First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) at 6.95%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than FEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EYLD | FEMS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 6.95% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 11.77% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 17.55% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 17.86% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 19.96% | +1.66% |