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EYLD vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EYLD vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Emerging Shareholder Yield ETF (EYLD) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EYLD having a 20.89% return and VEXC slightly lower at 20.67%.


EYLD

1D
-3.97%
1M
1.24%
YTD
20.89%
6M
21.27%
1Y
37.65%
3Y*
24.14%
5Y*
9.26%
10Y*

VEXC

1D
-3.33%
1M
3.67%
YTD
20.67%
6M
21.35%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYLD vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between EYLD and VEXC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.84

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Return for Risk

EYLD vs. VEXC — Risk / Return Rank

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

EYLD
EYLD Risk / Return Rank: 6666
Overall Rank
EYLD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
EYLD Omega Ratio Rank: 6363
Omega Ratio Rank
EYLD Calmar Ratio Rank: 7474
Calmar Ratio Rank
EYLD Martin Ratio Rank: 7373
Martin Ratio Rank

VEXC

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

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.

EYLD vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


EYLDVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.59

Martin ratioReturn relative to average drawdown

12.91

EYLD vs. VEXC - Sharpe Ratio Comparison


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Drawdowns

EYLD vs. VEXC - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EYLD and VEXC.


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Drawdown Indicators


EYLDVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-41.82%

-12.42%

-29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

Max Drawdown (3Y)

Largest decline over 3 years

-20.89%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

Current Drawdown

Current decline from peak

-5.47%

-3.33%

-2.14%

Average Drawdown

Average peak-to-trough decline

-10.24%

-2.23%

-8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

EYLD vs. VEXC - Volatility Comparison


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Volatility by Period


EYLDVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

20.27%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

20.27%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

20.27%

+1.51%

EYLD vs. VEXC - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

EYLD vs. VEXC - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.03%, more than VEXC's 1.43% yield.


PositionTTM2025202420232022202120202019201820172016
EYLD
Cambria Emerging Shareholder Yield ETF
5.03%5.40%5.16%5.54%6.97%7.27%3.02%4.21%7.87%2.77%0.75%
VEXC
Vanguard Emerging Markets Ex-China ETF
1.43%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EYLD and VEXC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.65% for EYLD.

EYLD has the higher dividend yield at 5.03%, compared with 1.43% for VEXC.

They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.65% for EYLD and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for EYLD and VEXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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