FYLD vs. IHDG
Compare and contrast key facts about Cambria Foreign Shareholder Yield ETF (FYLD) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
FYLD and IHDG 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. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FYLD or IHDG.
Key characteristics
| FYLD | IHDG | |
|---|---|---|
| YTD Return | 8.42% | 8.16% |
| 1Y Return | 21.13% | 16.75% |
| 3Y Return (Ann) | 4.88% | 5.29% |
| 5Y Return (Ann) | 8.23% | 9.60% |
| 10Y Return (Ann) | 5.97% | 9.52% |
| Sharpe Ratio | 1.38 | 1.51 |
| Sortino Ratio | 1.93 | 2.10 |
| Omega Ratio | 1.24 | 1.27 |
| Calmar Ratio | 2.06 | 1.86 |
| Martin Ratio | 8.00 | 6.89 |
| Ulcer Index | 2.47% | 2.52% |
| Daily Std Dev | 14.29% | 11.51% |
| Max Drawdown | -44.55% | -29.24% |
| Current Drawdown | -3.82% | -4.05% |
Correlation
The correlation between FYLD and IHDG is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FYLD vs. IHDG - Performance Comparison
The year-to-date returns for both stocks are quite close, with FYLD having a 8.42% return and IHDG slightly lower at 8.16%. Over the past 10 years, FYLD has underperformed IHDG with an annualized return of 5.97%, while IHDG has yielded a comparatively higher 9.52% annualized 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. IHDG - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is higher than IHDG's 0.58% expense ratio.
Risk-Adjusted Performance
FYLD vs. IHDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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. IHDG - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 4.35%, more than IHDG's 1.71% 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% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.71% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
Drawdowns
FYLD vs. IHDG - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for FYLD and IHDG. For additional features, visit the drawdowns tool.
Volatility
FYLD vs. IHDG - Volatility Comparison
Cambria Foreign Shareholder Yield ETF (FYLD) has a higher volatility of 4.30% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 3.32%. This indicates that FYLD's price experiences larger fluctuations and is considered to be riskier than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.