FYT vs. MYLD
FYT (First Trust Small Cap Value AlphaDEX Fund) and MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) are both Small Cap Value Equities funds. FYT is passively managed, while MYLD is actively managed. Over the past year, FYT returned 34.20% vs 36.15% for MYLD. Their correlation of 0.93 suggests significant overlap in exposure. FYT charges 0.72%/yr vs 0.59%/yr for MYLD.
Performance
FYT vs. MYLD - Performance Comparison
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Returns By Period
In the year-to-date period, FYT achieves a 15.42% return, which is significantly higher than MYLD's 13.45% return.
FYT
- 1D
- -1.70%
- 1M
- -1.10%
- YTD
- 15.42%
- 6M
- 14.14%
- 1Y
- 34.20%
- 3Y*
- 15.03%
- 5Y*
- 5.74%
- 10Y*
- 9.99%
MYLD
- 1D
- -1.42%
- 1M
- 1.39%
- YTD
- 13.45%
- 6M
- 13.96%
- 1Y
- 36.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYT vs. MYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FYT First Trust Small Cap Value AlphaDEX Fund | 15.42% | 4.00% | 6.23% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 13.45% | 10.48% | 6.95% |
Correlation
The correlation between FYT and MYLD is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024 | 0.93 |
The correlation between FYT and MYLD has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
FYT vs. MYLD — Risk / Return Rank
FYT
MYLD
FYT vs. MYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Small Cap Value AlphaDEX Fund (FYT) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). 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.
| FYT | MYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.66 | +0.46 |
| Martin ratioReturn relative to average drawdown | 11.64 | 10.64 | +1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FYT | MYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.00 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.65 | -0.26 |
Drawdowns
FYT vs. MYLD - Drawdown Comparison
The maximum FYT drawdown since its inception was -50.48%, which is greater than MYLD's maximum drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for FYT and MYLD.
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Drawdown Indicators
| FYT | MYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -28.23% | -22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -9.92% | +1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -28.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.48% | — | — |
Current DrawdownCurrent decline from peak | -2.65% | -1.42% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -6.00% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.41% | -0.46% |
Volatility
FYT vs. MYLD - Volatility Comparison
First Trust Small Cap Value AlphaDEX Fund (FYT) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) have volatilities of 4.66% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FYT | MYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.76% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 11.94% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 18.22% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 19.95% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.96% | 19.95% | +6.01% |
FYT vs. MYLD - Expense Ratio Comparison
FYT has a 0.72% expense ratio, which is higher than MYLD's 0.59% expense ratio.
Dividends
FYT vs. MYLD - Dividend Comparison
FYT's dividend yield for the trailing twelve months is around 1.12%, less than MYLD's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYT First Trust Small Cap Value AlphaDEX Fund | 1.12% | 0.94% | 2.07% | 1.50% | 1.36% | 1.19% | 0.96% | 1.44% | 1.78% | 1.16% | 1.16% | 0.96% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.10% | 6.22% | 3.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, FYT and MYLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MYLD has higher volatility (4.76%) compared to FYT (4.66%). In terms of maximum drawdown, FYT dropped -50.48% vs MYLD's -28.23%.
On 1-year performance, MYLD leads with 36.15% vs 34.20% for FYT. On fees, MYLD is cheaper at 0.59% per year. On volatility, FYT has been the lower-risk option at 4.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYLD has performed better with a 36.15% return vs 34.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYLD is cheaper with a 0.59% expense ratio, compared with 0.72% for FYT.
MYLD has the higher dividend yield at 2.10%, compared with 1.12% for FYT.
They also come from different issuers: First Trust and Cambria. Their fees differ too: 0.72% for FYT and 0.59% for MYLD.
MYLD currently has the higher Sharpe Ratio (2.00 vs 1.83), 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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