FYLD vs. VAMO
FYLD (Cambria Foreign Shareholder Yield ETF) and VAMO (Cambria Value and Momentum ETF) are both exchange-traded funds - FYLD is a Foreign Small & Mid Cap Equities fund actively managed by Cambria, while VAMO is a Momentum fund actively managed by Cambria. Both are actively managed. Over the past 10 years, FYLD returned 11.60%/yr vs 5.91%/yr for VAMO. Their 0.42 correlation means their historical movements had little consistent relationship. FYLD charges 0.59%/yr vs 0.65%/yr for VAMO.
Performance
FYLD vs. VAMO - Performance Comparison
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Returns By Period
In the year-to-date period, FYLD achieves a 21.93% return, which is significantly higher than VAMO's 7.33% return. Over the past 10 years, FYLD has outperformed VAMO with an annualized return of 11.60%, while VAMO has yielded a comparatively lower 5.91% annualized return.
FYLD
- 1D
- -0.14%
- 1M
- 5.37%
- 6M
- 9.35%
- YTD
- 21.93%
- 1Y
- 35.40%
- 3Y*
- 21.91%
- 5Y*
- 12.79%
- 10Y*
- 11.60%
- ALL TIME*
- 8.32%
VAMO
- 1D
- -0.70%
- 1M
- 1.79%
- 6M
- 2.95%
- YTD
- 7.33%
- 1Y
- 19.22%
- 3Y*
- 12.44%
- 5Y*
- 10.55%
- 10Y*
- 5.91%
- ALL TIME*
- 4.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.76M | $1.76M | $3.02M | |
| $89.36K | $92.51K | $952.26K |
FYLD vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 21.93% | 34.53% | 3.00% | 13.18% | -5.53% | 18.67% | 4.17% | 17.83% | -14.47% | 29.81% |
VAMO Cambria Value and Momentum ETF | 7.33% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
Correlation
The correlation between FYLD and VAMO is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2015 | 0.42 |
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Return for Risk
FYLD vs. VAMO — Risk / Return Rank
FYLD
VAMO
FYLD vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Cambria Value and Momentum ETF (VAMO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FYLD | VAMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.31 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 6.27 | 3.47 | +2.80 |
| Martin ratioReturn relative to average drawdown | 19.10 | 9.99 | +9.11 |
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Drawdowns
FYLD vs. VAMO - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, which is greater than VAMO's maximum drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for FYLD and VAMO.
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Drawdown Indicators
| FYLD | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -41.84% | -2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -5.55% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.15% | -11.61% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -17.25% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -41.84% | -2.71% |
Current DrawdownCurrent decline from peak | -0.55% | -0.78% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -9.83% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.93% | -0.07% |
Volatility
FYLD vs. VAMO - Volatility Comparison
Cambria Foreign Shareholder Yield ETF (FYLD) has a higher volatility of 2.90% compared to Cambria Value and Momentum ETF (VAMO) at 2.11%. This indicates that FYLD's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FYLD | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.11% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 7.17% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 10.94% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 16.68% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 18.10% | -0.35% |
FYLD vs. VAMO - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Dividends
FYLD vs. VAMO - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 3.31%, more than VAMO's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 3.31% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
VAMO Cambria Value and Momentum ETF | 0.61% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Frequently Asked Questions
FYLD and VAMO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FYLD has higher volatility (2.90%) compared to VAMO (2.11%). In terms of maximum drawdown, FYLD dropped -44.55% vs VAMO's -41.84%.
On 10-year performance, FYLD leads with 11.60% vs 5.91% for VAMO. On fees, FYLD is cheaper at 0.59% per year. On volatility, VAMO has been the lower-risk option at 2.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FYLD has performed better with a 11.60% return vs 5.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FYLD is cheaper with a 0.59% expense ratio, compared with 0.65% for VAMO.
FYLD has the higher dividend yield at 3.31%, compared with 0.61% for VAMO.
FYLD is categorized as Foreign Small & Mid Cap Equities, while VAMO is Momentum. Their fees differ too: 0.59% for FYLD and 0.65% for VAMO.
FYLD currently has the higher Sharpe Ratio (2.96 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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