FYLD vs. SMCWX
Compare and contrast key facts about Cambria Foreign Shareholder Yield ETF (FYLD) and American Funds SMALLCAP World Fund Class A (SMCWX).
FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013. SMCWX is managed by American Funds. It was launched on Apr 30, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FYLD or SMCWX.
Key characteristics
| FYLD | SMCWX | |
|---|---|---|
| YTD Return | 4.40% | 6.58% |
| 1Y Return | 14.09% | 22.94% |
| 3Y Return (Ann) | 3.82% | -8.67% |
| 5Y Return (Ann) | 7.53% | 4.26% |
| 10Y Return (Ann) | 5.59% | 4.86% |
| Sharpe Ratio | 1.06 | 1.57 |
| Sortino Ratio | 1.50 | 2.23 |
| Omega Ratio | 1.19 | 1.28 |
| Calmar Ratio | 1.59 | 0.60 |
| Martin Ratio | 5.93 | 8.04 |
| Ulcer Index | 2.57% | 2.86% |
| Daily Std Dev | 14.45% | 14.69% |
| Max Drawdown | -44.55% | -61.27% |
| Current Drawdown | -7.38% | -24.24% |
Correlation
The correlation between FYLD and SMCWX is 0.70, 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. SMCWX - Performance Comparison
In the year-to-date period, FYLD achieves a 4.40% return, which is significantly lower than SMCWX's 6.58% return. Over the past 10 years, FYLD has outperformed SMCWX with an annualized return of 5.59%, while SMCWX has yielded a comparatively lower 4.86% 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. SMCWX - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is lower than SMCWX's 1.02% expense ratio.
Risk-Adjusted Performance
FYLD vs. SMCWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and American Funds SMALLCAP World Fund Class A (SMCWX). 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. SMCWX - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 4.51%, more than SMCWX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 4.51% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% | 5.13% | 0.07% |
SMCWX American Funds SMALLCAP World Fund Class A | 0.60% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.00% | 10.48% | 4.95% |
Drawdowns
FYLD vs. SMCWX - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, smaller than the maximum SMCWX drawdown of -61.27%. Use the drawdown chart below to compare losses from any high point for FYLD and SMCWX. For additional features, visit the drawdowns tool.
Volatility
FYLD vs. SMCWX - Volatility Comparison
Cambria Foreign Shareholder Yield ETF (FYLD) has a higher volatility of 4.67% compared to American Funds SMALLCAP World Fund Class A (SMCWX) at 3.72%. This indicates that FYLD's price experiences larger fluctuations and is considered to be riskier than SMCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.