GEND vs. CAOS

Last updated Jun 4, 2026

GEND (Genter Capital Dividend Income ETF) and CAOS (Alpha Architect Tail Risk ETF) are both exchange-traded funds - GEND is a Large Cap Value Equities fund actively managed by Genter Capital, while CAOS is a Options Trading fund actively managed by Alpha Architect. Both are actively managed. Over the past year, GEND returned 25.44% vs 1.88% for CAOS. At a correlation of -0.28, they often move in opposite directions. GEND charges 0.38%/yr vs 0.63%/yr for CAOS.

Performance

GEND vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital Dividend Income ETF (GEND) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GEND achieves a 11.95% return, which is significantly higher than CAOS's 0.82% return.

GEND

• 1D: -0.35%
• 1M: 1.03%
• YTD: 11.95%
• 6M: 12.26%
• 1Y: 25.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CAOS

• 1D: 0.12%
• 1M: -0.09%
• YTD: 0.82%
• 6M: 0.69%
• 1Y: 1.88%
• 3Y*: 4.26%
• 5Y*: —
• 10Y*: —

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

GEND vs. CAOS - Yearly Performance Comparison

	2026 (YTD)	2025
GEND Genter Capital Dividend Income ETF	11.95%	16.61%
CAOS Alpha Architect Tail Risk ETF	0.82%	2.38%

Correlation

The correlation between GEND and CAOS is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.21
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	-0.28

Return for Risk

GEND vs. CAOS — Risk / Return Rank

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

GEND

GEND Risk / Return Rank: 76
GEND Sharpe Ratio Rank: 75
GEND Sortino Ratio Rank: 78
GEND Omega Ratio Rank: 72
GEND Calmar Ratio Rank: 79
GEND Martin Ratio Rank: 76

CAOS

CAOS Risk / Return Rank: 40
CAOS Sharpe Ratio Rank: 34
CAOS Sortino Ratio Rank: 37
CAOS Omega Ratio Rank: 39
CAOS Calmar Ratio Rank: 49
CAOS Martin Ratio Rank: 39

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.

GEND vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital Dividend Income ETF (GEND) and Alpha Architect Tail Risk ETF (CAOS). 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.

	GEND	CAOS	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.24	+1.17
Sortino ratio: Return per unit of downside risk	3.49	1.98	+1.51
Omega ratio: Gain probability vs. loss probability	1.42	1.26	+0.16
Calmar ratio: Return relative to maximum drawdown	4.00	2.49	+1.50
Martin ratio: Return relative to average drawdown	14.48	6.22	+8.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEND vs. CAOS - Sharpe Ratio Comparison

The current GEND Sharpe Ratio is 2.41, which is higher than the CAOS Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of GEND and CAOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GEND	CAOS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	1.24	+1.17
Sharpe Ratio (All Time) Calculated using the full available price history	1.51	1.21	+0.30

Drawdowns

GEND vs. CAOS - Drawdown Comparison

The maximum GEND drawdown since its inception was -13.31%, which is greater than CAOS's maximum drawdown of -3.60%. Use the drawdown chart below to compare losses from any high point for GEND and CAOS.

Drawdown Indicators

	GEND	CAOS	Difference
Max Drawdown Largest peak-to-trough decline	-13.31%	-3.60%	-9.71%
Max Drawdown (1Y) Largest decline over 1 year	-6.40%	-0.76%	-5.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-3.60%	—
Current Drawdown Current decline from peak	-1.46%	-1.07%	-0.39%
Average Drawdown Average peak-to-trough decline	-1.88%	-0.90%	-0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	0.30%	+1.46%

Volatility

GEND vs. CAOS - Volatility Comparison

Genter Capital Dividend Income ETF (GEND) has a higher volatility of 2.56% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.26%. This indicates that GEND's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GEND	CAOS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	0.26%	+2.30%
Volatility (6M) Calculated over the trailing 6-month period	8.01%	1.03%	+6.98%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	1.52%	+9.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	4.26%	+9.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.15%	4.26%	+9.89%

GEND vs. CAOS - Expense Ratio Comparison

GEND has a 0.38% expense ratio, which is lower than CAOS's 0.63% expense ratio.

Dividends

GEND vs. CAOS - Dividend Comparison

GEND's dividend yield for the trailing twelve months is around 2.74%, while CAOS has not paid dividends to shareholders.

Position	TTM	2025
CAOS Alpha Architect Tail Risk ETF	0.00%	0.00%
GEND Genter Capital Dividend Income ETF	2.74%	2.10%

Frequently Asked Questions

Can I hold both GEND and CAOS in my portfolio?

GEND and CAOS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GEND or CAOS?

GEND has higher volatility (2.56%) compared to CAOS (0.26%). In terms of maximum drawdown, GEND dropped -13.31% vs CAOS's -3.60%.

Which ETF is better, GEND or CAOS?

On 1-year performance, GEND leads with 25.44% vs 1.88% for CAOS. On fees, GEND is cheaper at 0.38% per year. On volatility, CAOS has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GEND or CAOS?

Over the 1-year period, GEND has performed better with a 25.44% return vs 1.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GEND or CAOS?

GEND is cheaper with a 0.38% expense ratio, compared with 0.63% for CAOS.

Which ETF pays a higher dividend yield, GEND or CAOS?

GEND has the higher dividend yield at 2.74%, compared with 0.00% for CAOS.

What is the main difference between GEND and CAOS?

GEND is categorized as Large Cap Value Equities, while CAOS is Options Trading. They also come from different issuers: Genter Capital and Alpha Architect. Their fees differ too: 0.38% for GEND and 0.63% for CAOS.

Which has better risk-adjusted returns?

GEND currently has the higher Sharpe Ratio (2.41 vs 1.24), 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.