GVAL vs. APHKX
Compare and contrast key facts about Cambria Global Value ETF (GVAL) and Artisan International Value Fund (APHKX).
GVAL is an actively managed fund by Cambria. It was launched on Mar 11, 2014. APHKX is an actively managed fund by Artisan. It was launched on Oct 2, 2006.
Performance
GVAL vs. APHKX - Performance Comparison
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GVAL vs. APHKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GVAL Cambria Global Value ETF | 6.95% | 55.87% | 2.59% | 13.30% | -7.98% | 10.70% | -8.51% | 17.24% | -14.30% | 29.50% |
APHKX Artisan International Value Fund | -0.46% | 22.84% | 6.64% | 22.95% | -6.78% | 16.94% | 8.81% | 24.22% | -15.48% | 24.09% |
Returns By Period
In the year-to-date period, GVAL achieves a 6.95% return, which is significantly higher than APHKX's -0.46% return. Both investments have delivered pretty close results over the past 10 years, with GVAL having a 10.04% annualized return and APHKX not far ahead at 10.11%.
GVAL
- 1D
- 1.18%
- 1M
- -2.90%
- YTD
- 6.95%
- 6M
- 15.22%
- 1Y
- 39.26%
- 3Y*
- 23.80%
- 5Y*
- 13.53%
- 10Y*
- 10.04%
APHKX
- 1D
- 1.58%
- 1M
- -6.87%
- YTD
- -0.46%
- 6M
- 3.19%
- 1Y
- 15.86%
- 3Y*
- 13.31%
- 5Y*
- 9.73%
- 10Y*
- 10.11%
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GVAL vs. APHKX - Expense Ratio Comparison
GVAL has a 0.66% expense ratio, which is lower than APHKX's 0.97% expense ratio.
Return for Risk
GVAL vs. APHKX — Risk / Return Rank
GVAL
APHKX
GVAL vs. APHKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and Artisan International Value Fund (APHKX). 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.
| GVAL | APHKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 1.10 | +1.17 |
Sortino ratioReturn per unit of downside risk | 2.93 | 1.58 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.24 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.41 | +2.11 |
Martin ratioReturn relative to average drawdown | 13.29 | 4.92 | +8.38 |
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
| GVAL | APHKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.10 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.71 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.63 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.41 | -0.09 |
Correlation
The correlation between GVAL and APHKX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GVAL vs. APHKX - Dividend Comparison
GVAL's dividend yield for the trailing twelve months is around 3.02%, less than APHKX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVAL Cambria Global Value ETF | 3.02% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
APHKX Artisan International Value Fund | 7.17% | 7.10% | 4.34% | 3.10% | 2.28% | 10.00% | 0.98% | 3.92% | 5.69% | 4.15% | 3.31% | 6.40% |
Drawdowns
GVAL vs. APHKX - Drawdown Comparison
The maximum GVAL drawdown since its inception was -46.82%, smaller than the maximum APHKX drawdown of -56.33%. Use the drawdown chart below to compare losses from any high point for GVAL and APHKX.
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Drawdown Indicators
| GVAL | APHKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -56.33% | +9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -9.96% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -24.83% | -6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -46.82% | -38.07% | -8.75% |
Current DrawdownCurrent decline from peak | -6.46% | -8.21% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -9.16% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.85% | +0.20% |
Volatility
GVAL vs. APHKX - Volatility Comparison
Cambria Global Value ETF (GVAL) has a higher volatility of 7.38% compared to Artisan International Value Fund (APHKX) at 5.24%. This indicates that GVAL's price experiences larger fluctuations and is considered to be riskier than APHKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVAL | APHKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 5.24% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 10.89% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 14.54% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 13.82% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 16.10% | +3.08% |