EYLD vs. VAMO
EYLD (Cambria Emerging Shareholder Yield ETF) and VAMO (Cambria Value and Momentum ETF) are both exchange-traded funds - EYLD is a Emerging Markets Equities fund actively managed by Cambria, while VAMO is a Momentum fund actively managed by Cambria. Both are actively managed. Over the past 10 years, EYLD returned 11.63%/yr vs 5.76%/yr for VAMO. At a 0.30 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.
Performance
EYLD vs. VAMO - Performance Comparison
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Returns By Period
In the year-to-date period, EYLD achieves a 21.34% return, which is significantly higher than VAMO's 6.28% return. Over the past 10 years, EYLD has outperformed VAMO with an annualized return of 11.63%, while VAMO has yielded a comparatively lower 5.76% annualized return.
EYLD
- 1D
- -2.24%
- 1M
- -3.31%
- 6M
- 16.39%
- YTD
- 21.34%
- 1Y
- 33.97%
- 3Y*
- 22.23%
- 5Y*
- 9.97%
- 10Y*
- 11.63%
VAMO
- 1D
- 0.52%
- 1M
- 0.26%
- 6M
- 2.92%
- YTD
- 6.28%
- 1Y
- 19.35%
- 3Y*
- 12.81%
- 5Y*
- 10.50%
- 10Y*
- 5.76%
EYLD vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 21.34% | 29.39% | 4.72% | 18.77% | -16.10% | 11.44% | 10.13% | 22.00% | -13.74% | 34.90% |
VAMO Cambria Value and Momentum ETF | 6.28% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
Correlation
The correlation between EYLD and VAMO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.30 |
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Return for Risk
EYLD vs. VAMO — Risk / Return Rank
EYLD
VAMO
EYLD vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Cambria Value and Momentum ETF (VAMO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EYLD | VAMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 3.50 | -0.25 |
| Martin ratioReturn relative to average drawdown | 10.78 | 10.00 | +0.78 |
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Drawdowns
EYLD vs. VAMO - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, roughly equal to the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for EYLD and VAMO.
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Drawdown Indicators
| EYLD | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -41.84% | +0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -5.55% | -4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.89% | -11.61% | -9.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.27% | -17.25% | -12.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -41.84% | +0.02% |
Current DrawdownCurrent decline from peak | -5.12% | -0.21% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -9.89% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.94% | +1.22% |
Volatility
EYLD vs. VAMO - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 8.42% compared to Cambria Value and Momentum ETF (VAMO) at 2.74%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EYLD | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 2.74% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.70% | 7.46% | +10.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 11.18% | +8.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 17.05% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 18.10% | +3.68% |
EYLD vs. VAMO - Expense Ratio Comparison
Both EYLD and VAMO have an expense ratio of 0.65%.
Dividends
EYLD vs. VAMO - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 5.02%, more than VAMO's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 5.02% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.61% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Frequently Asked Questions
EYLD and VAMO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EYLD has higher volatility (8.42%) compared to VAMO (2.74%). In terms of maximum drawdown, EYLD dropped -41.82% vs VAMO's -41.84%.
On 10-year performance, EYLD leads with 11.63% vs 5.76% for VAMO. Both ETFs have the same 0.65% expense ratio. On volatility, VAMO has been the lower-risk option at 2.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EYLD has performed better with a 11.63% return vs 5.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EYLD and VAMO have the same expense ratio: 0.65% per year.
EYLD has the higher dividend yield at 5.02%, compared with 0.61% for VAMO.
EYLD is categorized as Emerging Markets Equities, while VAMO is Momentum.
VAMO currently has the higher Sharpe Ratio (1.74 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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