FAIL vs. CAOS
Compare and contrast key facts about Cambria Global Tail Risk ETF (FAIL) and Alpha Architect Tail Risk ETF (CAOS).
FAIL and CAOS 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. CAOS is an actively managed fund by Alpha Architect. It was launched on Aug 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAIL or CAOS.
Correlation
The correlation between FAIL and CAOS is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
FAIL vs. CAOS - Performance Comparison
Key characteristics
Returns By Period
FAIL
N/A
N/A
N/A
N/A
N/A
N/A
CAOS
0.31%
0.16%
2.40%
5.07%
N/A
N/A
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FAIL vs. CAOS - Expense Ratio Comparison
Both FAIL and CAOS have an expense ratio of 0.63%.
Risk-Adjusted Performance
FAIL vs. CAOS — Risk-Adjusted Performance Rank
FAIL
CAOS
FAIL vs. CAOS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Tail Risk ETF (FAIL) and Alpha Architect Tail Risk ETF (CAOS). 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. CAOS - Dividend Comparison
Neither FAIL nor CAOS has paid dividends to shareholders.
| 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% |
CAOS Alpha Architect Tail Risk ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FAIL vs. CAOS - Drawdown Comparison
Volatility
FAIL vs. CAOS - Volatility Comparison
The current volatility for Cambria Global Tail Risk ETF (FAIL) is 0.00%, while Alpha Architect Tail Risk ETF (CAOS) has a volatility of 0.27%. This indicates that FAIL experiences smaller price fluctuations and is considered to be less risky than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.