FAIL vs. BTAL
Compare and contrast key facts about Cambria Global Tail Risk ETF (FAIL) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL).
FAIL and BTAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAIL is an actively managed fund by Cambria. It was launched on Feb 23, 2016. BTAL is a passively managed fund by AGF that tracks the performance of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. It was launched on Sep 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAIL or BTAL.
Correlation
The correlation between FAIL and BTAL is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FAIL vs. BTAL - Performance Comparison
Key characteristics
FAIL:
-0.54
BTAL:
0.02
FAIL:
-0.71
BTAL:
0.15
FAIL:
0.91
BTAL:
1.02
FAIL:
-0.15
BTAL:
0.01
FAIL:
-0.98
BTAL:
0.05
FAIL:
5.82%
BTAL:
5.83%
FAIL:
10.53%
BTAL:
15.82%
FAIL:
-36.70%
BTAL:
-38.36%
FAIL:
-36.50%
BTAL:
-24.58%
Returns By Period
In the year-to-date period, FAIL achieves a 0.01% return, which is significantly higher than BTAL's -3.41% return.
FAIL
0.01%
0.00%
-3.34%
-5.95%
-7.45%
N/A
BTAL
-3.41%
-1.27%
-8.37%
3.49%
-3.00%
-0.26%
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FAIL vs. BTAL - Expense Ratio Comparison
FAIL has a 0.63% expense ratio, which is lower than BTAL's 2.11% expense ratio.
Risk-Adjusted Performance
FAIL vs. BTAL — Risk-Adjusted Performance Rank
FAIL
BTAL
FAIL vs. BTAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Tail Risk ETF (FAIL) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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.
Dividends
FAIL vs. BTAL - Dividend Comparison
FAIL's dividend yield for the trailing twelve months is around 3.92%, more than BTAL's 3.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAIL Cambria Global Tail Risk ETF | 3.92% | 3.92% | 1.65% | 0.00% | 0.00% | 0.63% | 4.69% | 4.17% | 4.94% | 3.13% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.61% | 3.49% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% |
Drawdowns
FAIL vs. BTAL - Drawdown Comparison
The maximum FAIL drawdown since its inception was -36.70%, roughly equal to the maximum BTAL drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for FAIL and BTAL. For additional features, visit the drawdowns tool.
Volatility
FAIL vs. BTAL - Volatility Comparison
The current volatility for Cambria Global Tail Risk ETF (FAIL) is 0.00%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 6.85%. This indicates that FAIL experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.