GVAL vs. EFAV
Compare and contrast key facts about Cambria Global Value ETF (GVAL) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
GVAL and EFAV 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. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GVAL or EFAV.
Correlation
The correlation between GVAL and EFAV is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GVAL vs. EFAV - Performance Comparison
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Key characteristics
GVAL:
1.02
EFAV:
1.39
GVAL:
1.72
EFAV:
1.94
GVAL:
1.27
EFAV:
1.27
GVAL:
1.58
EFAV:
1.99
GVAL:
4.75
EFAV:
4.92
GVAL:
5.23%
EFAV:
3.50%
GVAL:
23.02%
EFAV:
12.24%
GVAL:
-46.82%
EFAV:
-27.56%
GVAL:
0.00%
EFAV:
-3.01%
Returns By Period
In the year-to-date period, GVAL achieves a 27.47% return, which is significantly higher than EFAV's 14.41% return. Over the past 10 years, GVAL has outperformed EFAV with an annualized return of 5.34%, while EFAV has yielded a comparatively lower 4.52% annualized return.
GVAL
27.47%
11.21%
26.41%
23.31%
16.35%
5.34%
EFAV
14.41%
4.15%
12.53%
16.92%
7.75%
4.52%
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GVAL vs. EFAV - Expense Ratio Comparison
GVAL has a 0.71% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Risk-Adjusted Performance
GVAL vs. EFAV — Risk-Adjusted Performance Rank
GVAL
EFAV
GVAL vs. EFAV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
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Dividends
GVAL vs. EFAV - Dividend Comparison
GVAL's dividend yield for the trailing twelve months is around 3.65%, more than EFAV's 2.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVAL Cambria Global Value ETF | 3.65% | 4.75% | 6.12% | 5.04% | 2.98% | 1.90% | 2.84% | 2.55% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 2.83% | 3.24% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% |
Drawdowns
GVAL vs. EFAV - Drawdown Comparison
The maximum GVAL drawdown since its inception was -46.82%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for GVAL and EFAV. For additional features, visit the drawdowns tool.
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Volatility
GVAL vs. EFAV - Volatility Comparison
The current volatility for Cambria Global Value ETF (GVAL) is 2.92%, while iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a volatility of 3.63%. This indicates that GVAL experiences smaller price fluctuations and is considered to be less risky than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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