GPT vs. FYLD

Last updated Jun 24, 2026

GPT (Intelligent Alpha Atlas ETF) and FYLD (Cambria Foreign Shareholder Yield ETF) are both Global Equities funds. Both are actively managed. Over the past year, GPT returned 30.02% vs 35.30% for FYLD. A 0.57 correlation means they provide meaningful diversification when combined. GPT charges 0.69%/yr vs 0.59%/yr for FYLD.

Performance

GPT vs. FYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intelligent Alpha Atlas ETF (GPT) and Cambria Foreign Shareholder Yield ETF (FYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GPT achieves a 11.47% return, which is significantly lower than FYLD's 16.00% return.

GPT

• 1D: -2.58%
• 1M: 0.22%
• YTD: 11.47%
• 6M: 9.96%
• 1Y: 30.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FYLD

• 1D: -1.30%
• 1M: -2.27%
• YTD: 16.00%
• 6M: 16.03%
• 1Y: 35.30%
• 3Y*: 21.72%
• 5Y*: 11.36%
• 10Y*: 11.87%

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

GPT vs. FYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GPT Intelligent Alpha Atlas ETF	11.47%	24.85%	-4.02%
FYLD Cambria Foreign Shareholder Yield ETF	16.00%	34.53%	-5.32%

Correlation

The correlation between GPT and FYLD is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024	0.57

The correlation between GPT and FYLD has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

Return for Risk

GPT vs. FYLD — Risk / Return Rank

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

GPT

GPT Risk / Return Rank: 60
GPT Sharpe Ratio Rank: 53
GPT Sortino Ratio Rank: 51
GPT Omega Ratio Rank: 51
GPT Calmar Ratio Rank: 73
GPT Martin Ratio Rank: 73

FYLD

FYLD Risk / Return Rank: 91
FYLD Sharpe Ratio Rank: 91
FYLD Sortino Ratio Rank: 91
FYLD Omega Ratio Rank: 88
FYLD Calmar Ratio Rank: 94
FYLD Martin Ratio Rank: 93

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.

GPT vs. FYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Alpha Atlas ETF (GPT) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GPT	FYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.64	2.95	-1.31
Sortino ratio: Return per unit of downside risk	2.28	4.04	-1.77
Omega ratio: Gain probability vs. loss probability	1.29	1.52	-0.22
Calmar ratio: Return relative to maximum drawdown	3.36	6.52	-3.16
Martin ratio: Return relative to average drawdown	12.48	22.40	-9.92

GPT vs. FYLD - Sharpe Ratio Comparison

The current GPT Sharpe Ratio is 1.64, which is lower than the FYLD Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of GPT and FYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GPT vs. FYLD - Drawdown Comparison

The maximum GPT drawdown since its inception was -25.59%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for GPT and FYLD.

Drawdown Indicators

	GPT	FYLD	Difference
Max Drawdown Largest peak-to-trough decline	-25.59%	-44.55%	+18.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-5.44%	-3.53%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.55%	—
Current Drawdown Current decline from peak	-2.58%	-3.62%	+1.04%
Average Drawdown Average peak-to-trough decline	-4.19%	-8.80%	+4.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	1.58%	+0.83%

Volatility

GPT vs. FYLD - Volatility Comparison

Intelligent Alpha Atlas ETF (GPT) has a higher volatility of 6.20% compared to Cambria Foreign Shareholder Yield ETF (FYLD) at 4.20%. This indicates that GPT's price experiences larger fluctuations and is considered to be riskier than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPT	FYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.20%	4.20%	+2.00%
Volatility (6M) Calculated over the trailing 6-month period	15.19%	9.44%	+5.75%
Volatility (1Y) Calculated over the trailing 1-year period	18.39%	12.04%	+6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.81%	16.26%	+4.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.81%	17.83%	+2.98%

GPT vs. FYLD - Expense Ratio Comparison

GPT has a 0.69% expense ratio, which is higher than FYLD's 0.59% expense ratio.

Dividends

GPT vs. FYLD - Dividend Comparison

GPT's dividend yield for the trailing twelve months is around 0.68%, less than FYLD's 3.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FYLD Cambria Foreign Shareholder Yield ETF	3.47%	4.07%	5.41%	6.06%	6.13%	4.74%	3.94%	3.73%	5.17%	2.85%	2.72%	3.98%
GPT Intelligent Alpha Atlas ETF	0.68%	0.75%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GPT and FYLD in my portfolio?

GPT and FYLD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPT or FYLD?

GPT has higher volatility (6.20%) compared to FYLD (4.20%). In terms of maximum drawdown, GPT dropped -25.59% vs FYLD's -44.55%.

Which ETF is better, GPT or FYLD?

On 1-year performance, FYLD leads with 35.30% vs 30.02% for GPT. On fees, FYLD is cheaper at 0.59% per year. On volatility, FYLD has been the lower-risk option at 4.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPT or FYLD?

Over the 1-year period, FYLD has performed better with a 35.30% return vs 30.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPT or FYLD?

FYLD is cheaper with a 0.59% expense ratio, compared with 0.69% for GPT.

Which ETF pays a higher dividend yield, GPT or FYLD?

FYLD has the higher dividend yield at 3.47%, compared with 0.68% for GPT.

What is the main difference between GPT and FYLD?

They also come from different issuers: Intelligent Alpha and Cambria. Their fees differ too: 0.69% for GPT and 0.59% for FYLD.

Which has better risk-adjusted returns?

FYLD currently has the higher Sharpe Ratio (2.95 vs 1.64), 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.