GVAL vs. DFIV
Compare and contrast key facts about Cambria Global Value ETF (GVAL) and Dimensional International Value ETF (DFIV).
GVAL and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVAL is an actively managed fund by Cambria. It was launched on Mar 12, 2014. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GVAL or DFIV.
Correlation
The correlation between GVAL and DFIV is 0.83, 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.
Performance
GVAL vs. DFIV - Performance Comparison
Key characteristics
GVAL:
1.04
DFIV:
0.74
GVAL:
1.66
DFIV:
1.10
GVAL:
1.26
DFIV:
1.15
GVAL:
1.53
DFIV:
0.87
GVAL:
4.65
DFIV:
3.42
GVAL:
5.17%
DFIV:
3.76%
GVAL:
23.04%
DFIV:
17.34%
GVAL:
-46.82%
DFIV:
-25.42%
GVAL:
-6.72%
DFIV:
-4.98%
Returns By Period
In the year-to-date period, GVAL achieves a 17.74% return, which is significantly higher than DFIV's 9.26% return.
GVAL
17.74%
-2.23%
11.99%
22.30%
13.63%
5.48%
DFIV
9.26%
-4.98%
4.08%
12.56%
N/A
N/A
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GVAL vs. DFIV - Expense Ratio Comparison
GVAL has a 0.71% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
GVAL vs. DFIV — Risk-Adjusted Performance Rank
GVAL
DFIV
GVAL vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and Dimensional International Value ETF (DFIV). 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.
Dividends
GVAL vs. DFIV - Dividend Comparison
GVAL's dividend yield for the trailing twelve months is around 3.95%, more than DFIV's 3.71% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVAL Cambria Global Value ETF | 3.95% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% | 1.59% |
DFIV Dimensional International Value ETF | 3.71% | 3.88% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GVAL vs. DFIV - Drawdown Comparison
The maximum GVAL drawdown since its inception was -46.82%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for GVAL and DFIV. For additional features, visit the drawdowns tool.
Volatility
GVAL vs. DFIV - Volatility Comparison
Cambria Global Value ETF (GVAL) and Dimensional International Value ETF (DFIV) have volatilities of 11.68% and 11.79%, 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.