Correlation
The correlation between FAIL and CAOS is 0.26, 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.
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.
Performance
FAIL vs. CAOS - Performance Comparison
Loading data...
Key characteristics
Returns By Period
FAIL
N/A
N/A
N/A
N/A
N/A
N/A
N/A
CAOS
1.39%
0.21%
1.81%
5.28%
N/A
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading data...
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 | 1.63% | 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
Loading data...
Volatility
FAIL vs. CAOS - Volatility Comparison
Loading data...