GAA vs. EAOM
Compare and contrast key facts about Cambria Global Asset Allocation ETF (GAA) and iShares ESG Aware Moderate Allocation ETF (EAOM).
GAA and EAOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014. EAOM is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Moderate Allocation Index. It was launched on Jun 12, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAA or EAOM.
Key characteristics
| GAA | EAOM | |
|---|---|---|
| YTD Return | 9.44% | 9.02% |
| 1Y Return | 17.91% | 18.05% |
| 3Y Return (Ann) | 1.95% | 0.76% |
| Sharpe Ratio | 1.80 | 2.57 |
| Sortino Ratio | 2.57 | 3.79 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 1.75 | 1.29 |
| Martin Ratio | 12.02 | 15.73 |
| Ulcer Index | 1.51% | 1.09% |
| Daily Std Dev | 10.11% | 6.69% |
| Max Drawdown | -26.57% | -20.73% |
| Current Drawdown | -1.18% | -0.81% |
Correlation
The correlation between GAA and EAOM is 0.56, 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
GAA vs. EAOM - Performance Comparison
The year-to-date returns for both stocks are quite close, with GAA having a 9.44% return and EAOM slightly lower at 9.02%. 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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GAA vs. EAOM - Expense Ratio Comparison
GAA has a 0.41% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Risk-Adjusted Performance
GAA vs. EAOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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
GAA vs. EAOM - Dividend Comparison
GAA's dividend yield for the trailing twelve months is around 4.52%, more than EAOM's 2.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 4.52% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.00% | 2.35% | 2.81% | 2.49% | 0.57% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.81% | 2.70% | 1.93% | 1.32% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GAA vs. EAOM - Drawdown Comparison
The maximum GAA drawdown since its inception was -26.57%, which is greater than EAOM's maximum drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for GAA and EAOM. For additional features, visit the drawdowns tool.
Volatility
GAA vs. EAOM - Volatility Comparison
Cambria Global Asset Allocation ETF (GAA) has a higher volatility of 2.87% compared to iShares ESG Aware Moderate Allocation ETF (EAOM) at 1.69%. This indicates that GAA's price experiences larger fluctuations and is considered to be riskier than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.