GAA vs. TRTY
Compare and contrast key facts about Cambria Global Asset Allocation ETF (GAA) and Cambria Trinity ETF (TRTY).
GAA and TRTY 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. TRTY is a passively managed fund by Cambria that tracks the performance of the Cambria Trinity Index. It was launched on Sep 10, 2018.
Performance
GAA vs. TRTY - Performance Comparison
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GAA vs. TRTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 3.89% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 9.11% | 15.12% | -5.24% |
TRTY Cambria Trinity ETF | 5.59% | 16.35% | 3.89% | 3.97% | -3.30% | 15.73% | 1.68% | 8.36% | -5.74% |
Returns By Period
In the year-to-date period, GAA achieves a 3.89% return, which is significantly lower than TRTY's 5.59% return.
GAA
- 1D
- 1.44%
- 1M
- -4.27%
- YTD
- 3.89%
- 6M
- 8.34%
- 1Y
- 19.51%
- 3Y*
- 11.98%
- 5Y*
- 6.28%
- 10Y*
- 7.36%
TRTY
- 1D
- 1.37%
- 1M
- -3.49%
- YTD
- 5.59%
- 6M
- 9.31%
- 1Y
- 20.96%
- 3Y*
- 10.29%
- 5Y*
- 6.37%
- 10Y*
- —
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GAA vs. TRTY - Expense Ratio Comparison
GAA has a 0.41% expense ratio, which is lower than TRTY's 0.44% expense ratio.
Return for Risk
GAA vs. TRTY — Risk / Return Rank
GAA
TRTY
GAA vs. TRTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and Cambria Trinity ETF (TRTY). 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 | TRTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.92 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.55 | 2.47 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.81 | +0.05 |
Martin ratioReturn relative to average drawdown | 11.75 | 13.32 | -1.57 |
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
| GAA | TRTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.92 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.57 | +0.03 |
Correlation
The correlation between GAA and TRTY is 0.60, 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.
Dividends
GAA vs. TRTY - Dividend Comparison
GAA's dividend yield for the trailing twelve months is around 3.78%, more than TRTY's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 3.78% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
TRTY Cambria Trinity ETF | 3.14% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
GAA vs. TRTY - Drawdown Comparison
The maximum GAA drawdown since its inception was -26.57%, which is greater than TRTY's maximum drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for GAA and TRTY.
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Drawdown Indicators
| GAA | TRTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.57% | -22.35% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -7.52% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -13.72% | -4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -26.57% | — | — |
Current DrawdownCurrent decline from peak | -4.27% | -3.49% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -4.24% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.59% | +0.16% |
Volatility
GAA vs. TRTY - Volatility Comparison
Cambria Global Asset Allocation ETF (GAA) and Cambria Trinity ETF (TRTY) have volatilities of 4.33% and 4.40%, 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
| GAA | TRTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.40% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 8.54% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.33% | 10.97% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.27% | 10.75% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.05% | 10.47% | +0.58% |