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GVAL vs. EYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GVAL vs. EYLD

Last updated May 12, 2025

Compare and contrast key facts about Cambria Global Value ETF (GVAL) and Cambria Emerging Shareholder Yield ETF (EYLD).

GVAL and EYLD 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. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GVAL or EYLD.

Correlation

The correlation between GVAL and EYLD is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GVAL vs. EYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Value ETF (GVAL) and Cambria Emerging Shareholder Yield ETF (EYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GVAL:

5.55%

EYLD:

18.30%

Max Drawdown

GVAL:

-0.15%

EYLD:

-1.46%

Current Drawdown

GVAL:

0.00%

EYLD:

0.00%

Returns By Period

GVAL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

GVAL vs. EYLD - Expense Ratio Comparison

GVAL has a 0.71% expense ratio, which is higher than EYLD's 0.65% expense ratio.

GVAL
Cambria Global Value ETF
EYLD
Cambria Emerging Shareholder Yield ETF

Risk-Adjusted Performance

GVAL vs. EYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GVAL
The Risk-Adjusted Performance Rank of GVAL is 8686
Overall Rank
The Sharpe Ratio Rank of GVAL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of GVAL is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GVAL is 8888
Omega Ratio Rank
The Calmar Ratio Rank of GVAL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of GVAL is 8383
Martin Ratio Rank
EYLD
The Risk-Adjusted Performance Rank of EYLD is 1414
Overall Rank
The Sharpe Ratio Rank of EYLD is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of EYLD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EYLD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of EYLD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EYLD is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GVAL vs. EYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and Cambria Emerging Shareholder Yield ETF (EYLD). 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. EYLD - Dividend Comparison

GVAL's dividend yield for the trailing twelve months is around 3.70%, less than EYLD's 4.29% yield.

TTM20242023202220212020201920182017201620152014
GVAL
Cambria Global Value ETF		3.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EYLD
Cambria Emerging Shareholder Yield ETF		4.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GVAL vs. EYLD - Drawdown Comparison

The maximum GVAL drawdown since its inception was -0.15%, smaller than the maximum EYLD drawdown of -1.46%. Use the drawdown chart below to compare losses from any high point for GVAL and EYLD. For additional features, visit the drawdowns tool.

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Volatility

GVAL vs. EYLD - Volatility Comparison

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