LCR vs. GAA
Compare and contrast key facts about Leuthold Core ETF (LCR) and Cambria Global Asset Allocation ETF (GAA).
LCR and GAA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCR is an actively managed fund by The Leuthold Group LLC. It was launched on Jan 6, 2020. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014.
Performance
LCR vs. GAA - Performance Comparison
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LCR vs. GAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | -2.16% | 12.43% | 8.68% | 12.80% | -7.58% | 12.12% | 13.28% |
GAA Cambria Global Asset Allocation ETF | 3.89% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 8.05% |
Returns By Period
In the year-to-date period, LCR achieves a -2.16% return, which is significantly lower than GAA's 3.89% return.
LCR
- 1D
- 1.65%
- 1M
- -4.26%
- YTD
- -2.16%
- 6M
- -0.55%
- 1Y
- 10.25%
- 3Y*
- 9.58%
- 5Y*
- 6.14%
- 10Y*
- —
GAA
- 1D
- 1.44%
- 1M
- -4.27%
- YTD
- 3.89%
- 6M
- 8.34%
- 1Y
- 19.51%
- 3Y*
- 11.98%
- 5Y*
- 6.28%
- 10Y*
- 7.36%
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LCR vs. GAA - Expense Ratio Comparison
LCR has a 0.79% expense ratio, which is higher than GAA's 0.41% expense ratio.
Return for Risk
LCR vs. GAA — Risk / Return Rank
LCR
GAA
LCR vs. GAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and Cambria Global Asset Allocation ETF (GAA). 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.
| LCR | GAA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.90 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.55 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.86 | -1.11 |
Martin ratioReturn relative to average drawdown | 6.96 | 11.75 | -4.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCR | GAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.90 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.56 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.60 | +0.07 |
Correlation
The correlation between LCR and GAA is 0.56, 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.
Dividends
LCR vs. GAA - Dividend Comparison
LCR's dividend yield for the trailing twelve months is around 1.40%, less than GAA's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | 1.40% | 1.37% | 1.86% | 1.60% | 0.75% | 0.21% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAA Cambria Global Asset Allocation ETF | 3.78% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
Drawdowns
LCR vs. GAA - Drawdown Comparison
The maximum LCR drawdown since its inception was -17.44%, smaller than the maximum GAA drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for LCR and GAA.
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Drawdown Indicators
| LCR | GAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.44% | -26.57% | +9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.02% | -7.18% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -13.40% | -18.47% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.57% | — |
Current DrawdownCurrent decline from peak | -4.47% | -4.27% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -3.90% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.75% | -0.23% |
Volatility
LCR vs. GAA - Volatility Comparison
The current volatility for Leuthold Core ETF (LCR) is 3.51%, while Cambria Global Asset Allocation ETF (GAA) has a volatility of 4.33%. This indicates that LCR experiences smaller price fluctuations and is considered to be less risky than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCR | GAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.33% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 7.20% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.06% | 10.33% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 11.27% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.49% | 11.05% | +0.44% |