GVAL vs. AVES

In the year-to-date period, GVAL achieves a 28.57% return, which is significantly higher than AVES's 10.02% return.

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GVAL has a 0.71% expense ratio, which is higher than AVES's 0.36% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and Avantis Emerging Markets Value ETF (AVES). 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.

The current GVAL Sharpe Ratio is 0.90, which is higher than the AVES Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of GVAL and AVES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GVAL's dividend yield for the trailing twelve months is around 3.62%, less than AVES's 3.72% yield.

The maximum GVAL drawdown since its inception was -46.82%, which is greater than AVES's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for GVAL and AVES. For additional features, visit the drawdowns tool.

The current volatility for Cambria Global Value ETF (GVAL) is 3.10%, while Avantis Emerging Markets Value ETF (AVES) has a volatility of 4.35%. This indicates that GVAL experiences smaller price fluctuations and is considered to be less risky than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.