GAA vs. FIG

Last updated Apr 2, 2026

Compare and contrast key facts about Cambria Global Asset Allocation ETF (GAA) and Figma, Inc (FIG).

GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014.

Performance

GAA vs. FIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Asset Allocation ETF (GAA) and Figma, Inc (FIG). The values are adjusted to include any dividend payments, if applicable.

GAA vs. FIG - Yearly Performance Comparison

	2026 (YTD)	2025
GAA Cambria Global Asset Allocation ETF	4.83%	9.24%
FIG Figma, Inc	-45.36%	-67.65%

Returns By Period

In the year-to-date period, GAA achieves a 4.83% return, which is significantly higher than FIG's -45.36% return.

GAA

• 1D: 0.91%
• 1M: -2.65%
• YTD: 4.83%
• 6M: 8.44%
• 1Y: 20.85%
• 3Y*: 12.32%
• 5Y*: 6.47%
• 10Y*: 7.46%

FIG

• 1D: -3.41%
• 1M: -30.28%
• YTD: -45.36%
• 6M: -59.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GAA vs. FIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAA

GAA Risk / Return Rank: 89
GAA Sharpe Ratio Rank: 90
GAA Sortino Ratio Rank: 91
GAA Omega Ratio Rank: 89
GAA Calmar Ratio Rank: 87
GAA Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GAA vs. FIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and Figma, Inc (FIG). 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.

	GAA	FIG	Difference
Sharpe ratio Return per unit of total volatility	2.03	—	—
Sortino ratio Return per unit of downside risk	2.70	—	—
Omega ratio Gain probability vs. loss probability	1.38	—	—
Calmar ratio Return relative to maximum drawdown	2.87	—	—
Martin ratio Return relative to average drawdown	11.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GAA	FIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	-1.06	+1.67

Correlation

The correlation between GAA and FIG is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GAA vs. FIG - Dividend Comparison

GAA's dividend yield for the trailing twelve months is around 3.74%, while FIG has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GAA Cambria Global Asset Allocation ETF	3.74%	4.24%	3.88%	3.73%	6.05%	4.21%	2.73%	3.32%	3.01%	2.36%	2.82%	2.49%
FIG Figma, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GAA vs. FIG - Drawdown Comparison

The maximum GAA drawdown since its inception was -26.57%, smaller than the maximum FIG drawdown of -83.48%. Use the drawdown chart below to compare losses from any high point for GAA and FIG.

Drawdown Indicators

	GAA	FIG	Difference
Max Drawdown Largest peak-to-trough decline	-26.57%	-83.48%	+56.91%
Max Drawdown (1Y) Largest decline over 1 year	-7.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.57%	—	—
Current Drawdown Current decline from peak	-3.40%	-83.26%	+79.86%
Average Drawdown Average peak-to-trough decline	-3.90%	-63.78%	+59.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	GAA	FIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.34%	87.65%	-77.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.27%	87.65%	-76.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.05%	87.65%	-76.60%