FYLD vs. AVDV
Compare and contrast key facts about Cambria Foreign Shareholder Yield ETF (FYLD) and Avantis International Small Cap Value ETF (AVDV).
FYLD and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FYLD or AVDV.
Key characteristics
| FYLD | AVDV | |
|---|---|---|
| YTD Return | 8.42% | 11.41% |
| 1Y Return | 21.13% | 25.46% |
| 3Y Return (Ann) | 4.88% | 3.90% |
| 5Y Return (Ann) | 8.23% | 8.15% |
| Sharpe Ratio | 1.38 | 1.67 |
| Sortino Ratio | 1.93 | 2.30 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 2.06 | 2.22 |
| Martin Ratio | 8.00 | 9.84 |
| Ulcer Index | 2.47% | 2.46% |
| Daily Std Dev | 14.29% | 14.46% |
| Max Drawdown | -44.55% | -43.01% |
| Current Drawdown | -3.82% | -3.88% |
Correlation
The correlation between FYLD and AVDV is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FYLD vs. AVDV - Performance Comparison
In the year-to-date period, FYLD achieves a 8.42% return, which is significantly lower than AVDV's 11.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FYLD vs. AVDV - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
FYLD vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Avantis International Small Cap Value ETF (AVDV). 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
FYLD vs. AVDV - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 4.35%, more than AVDV's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 4.35% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% | 5.13% | 0.07% |
AVDV Avantis International Small Cap Value ETF | 3.03% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FYLD vs. AVDV - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, roughly equal to the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for FYLD and AVDV. For additional features, visit the drawdowns tool.
Volatility
FYLD vs. AVDV - Volatility Comparison
Cambria Foreign Shareholder Yield ETF (FYLD) has a higher volatility of 4.30% compared to Avantis International Small Cap Value ETF (AVDV) at 3.51%. This indicates that FYLD's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.