GVAL vs. MWEBX
GVAL (Cambria Global Value ETF) and MWEBX (MFS Global Equity Fund) are both Global Equities funds. Over the past 10 years, GVAL returned 11.00%/yr vs 9.55%/yr for MWEBX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. GVAL charges 0.66%/yr vs 1.90%/yr for MWEBX.
Performance
GVAL vs. MWEBX - Performance Comparison
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Returns By Period
In the year-to-date period, GVAL achieves a 20.34% return, which is significantly higher than MWEBX's 4.33% return. Over the past 10 years, GVAL has outperformed MWEBX with an annualized return of 11.00%, while MWEBX has yielded a comparatively lower 9.55% annualized return.
GVAL
- 1D
- 0.09%
- 1M
- 3.73%
- 6M
- 8.80%
- YTD
- 20.34%
- 1Y
- 40.34%
- 3Y*
- 26.56%
- 5Y*
- 14.91%
- 10Y*
- 11.00%
- ALL TIME*
- 6.96%
MWEBX
- 1D
- 0.73%
- 1M
- 3.06%
- 6M
- 2.97%
- YTD
- 4.33%
- 1Y
- 11.33%
- 3Y*
- 13.40%
- 5Y*
- 6.23%
- 10Y*
- 9.55%
- ALL TIME*
- 8.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.55M | $5.48M | $6.45M | |
| $0.00 | $0.00 | $0.00 |
GVAL vs. MWEBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GVAL Cambria Global Value ETF | 20.34% | 55.87% | 2.59% | 13.30% | -7.98% | 10.70% | -8.51% | 17.24% | -14.30% | 29.50% |
MWEBX MFS Global Equity Fund | 4.33% | 12.70% | 22.16% | 13.48% | -18.53% | 16.15% | 13.03% | 29.23% | -10.51% | 22.63% |
Correlation
The correlation between GVAL and MWEBX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2014 | 0.69 |
The correlation between GVAL and MWEBX has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
GVAL vs. MWEBX — Risk / Return Rank
GVAL
MWEBX
GVAL vs. MWEBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Value ETF (GVAL) and MFS Global Equity Fund (MWEBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GVAL | MWEBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.14 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 0.77 | +2.75 |
| Martin ratioReturn relative to average drawdown | 13.02 | 2.61 | +10.41 |
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Drawdowns
GVAL vs. MWEBX - Drawdown Comparison
The maximum GVAL drawdown since its inception was -46.82%, smaller than the maximum MWEBX drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for GVAL and MWEBX.
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Drawdown Indicators
| GVAL | MWEBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -52.31% | +5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -13.43% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -15.10% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -28.70% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -46.82% | -33.91% | -12.91% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -7.87% | -5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.94% | -0.83% |
Volatility
GVAL vs. MWEBX - Volatility Comparison
Cambria Global Value ETF (GVAL) has a higher volatility of 4.79% compared to MFS Global Equity Fund (MWEBX) at 3.63%. This indicates that GVAL's price experiences larger fluctuations and is considered to be riskier than MWEBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVAL | MWEBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 3.63% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 10.57% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 13.04% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 17.12% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 17.06% | +1.94% |
GVAL vs. MWEBX - Expense Ratio Comparison
GVAL has a 0.66% expense ratio, which is lower than MWEBX's 1.90% expense ratio.
Dividends
GVAL vs. MWEBX - Dividend Comparison
GVAL's dividend yield for the trailing twelve months is around 2.37%, less than MWEBX's 23.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVAL Cambria Global Value ETF | 2.37% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
MWEBX MFS Global Equity Fund | 23.13% | 24.13% | 28.50% | 8.83% | 9.68% | 5.33% | 2.09% | 1.46% | 5.42% | 2.16% | 0.85% | 1.19% |
Frequently Asked Questions
GVAL and MWEBX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GVAL has higher volatility (4.79%) compared to MWEBX (3.63%). In terms of maximum drawdown, GVAL dropped -46.82% vs MWEBX's -52.31%.
GVAL currently has the higher Sharpe Ratio (2.54 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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