MYLD vs. FYLD

Last updated Jun 5, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and FYLD (Cambria Foreign Shareholder Yield ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while FYLD is a Global Equities fund actively managed by Cambria. Both are actively managed. Over the past year, MYLD returned 38.77% vs 41.16% for FYLD. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.

Performance

MYLD vs. FYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Cambria Foreign Shareholder Yield ETF (FYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYLD achieves a 15.16% return, which is significantly lower than FYLD's 19.37% return.

MYLD

• 1D: 1.52%
• 1M: 1.38%
• YTD: 15.16%
• 6M: 16.13%
• 1Y: 38.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FYLD

• 1D: 0.73%
• 1M: 0.68%
• YTD: 19.37%
• 6M: 20.57%
• 1Y: 41.16%
• 3Y*: 22.82%
• 5Y*: 11.54%
• 10Y*: 11.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MYLD vs. FYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	15.16%	10.48%	6.95%
FYLD Cambria Foreign Shareholder Yield ETF	19.37%	34.53%	2.76%

Correlation

The correlation between MYLD and FYLD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024	0.56

The correlation between MYLD and FYLD has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

Return for Risk

MYLD vs. FYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MYLD

MYLD Risk / Return Rank: 68
MYLD Sharpe Ratio Rank: 66
MYLD Sortino Ratio Rank: 70
MYLD Omega Ratio Rank: 64
MYLD Calmar Ratio Rank: 78
MYLD Martin Ratio Rank: 64

FYLD

FYLD Risk / Return Rank: 94
FYLD Sharpe Ratio Rank: 94
FYLD Sortino Ratio Rank: 94
FYLD Omega Ratio Rank: 93
FYLD Calmar Ratio Rank: 94
FYLD Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MYLD vs. FYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.

	MYLD	FYLD	Difference
Sharpe ratio: Return per unit of total volatility	2.14	3.60	-1.46
Sortino ratio: Return per unit of downside risk	3.13	4.90	-1.77
Omega ratio: Gain probability vs. loss probability	1.38	1.65	-0.26
Calmar ratio: Return relative to maximum drawdown	3.93	7.61	-3.68
Martin ratio: Return relative to average drawdown	11.41	27.21	-15.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MYLD vs. FYLD - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.14, which is lower than the FYLD Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of MYLD and FYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MYLD	FYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	3.60	-1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.46	+0.23

Drawdowns

MYLD vs. FYLD - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for MYLD and FYLD.

Drawdown Indicators

	MYLD	FYLD	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-44.55%	+16.32%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-5.44%	-4.48%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.55%	—
Current Drawdown Current decline from peak	0.00%	-0.82%	+0.82%
Average Drawdown Average peak-to-trough decline	-5.99%	-8.83%	+2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	1.52%	+1.89%

Volatility

MYLD vs. FYLD - Volatility Comparison

Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.75% compared to Cambria Foreign Shareholder Yield ETF (FYLD) at 3.03%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYLD	FYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	3.03%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	12.02%	8.79%	+3.23%
Volatility (1Y) Calculated over the trailing 1-year period	18.20%	11.50%	+6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	16.23%	+3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.96%	18.03%	+1.93%

MYLD vs. FYLD - Expense Ratio Comparison

Both MYLD and FYLD have an expense ratio of 0.59%.

Dividends

MYLD vs. FYLD - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.07%, less than FYLD's 3.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FYLD Cambria Foreign Shareholder Yield ETF	3.62%	4.07%	5.41%	6.06%	6.13%	4.74%	3.94%	3.73%	5.17%	2.85%	2.72%	3.98%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.07%	6.22%	3.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MYLD and FYLD in my portfolio?

MYLD and FYLD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MYLD or FYLD?

MYLD has higher volatility (4.75%) compared to FYLD (3.03%). In terms of maximum drawdown, MYLD dropped -28.23% vs FYLD's -44.55%.

Which ETF is better, MYLD or FYLD?

On 1-year performance, FYLD leads with 41.16% vs 38.77% for MYLD. Both ETFs have the same 0.59% expense ratio. On volatility, FYLD has been the lower-risk option at 3.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or FYLD?

Over the 1-year period, FYLD has performed better with a 41.16% return vs 38.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or FYLD?

MYLD and FYLD have the same expense ratio: 0.59% per year.

Which ETF pays a higher dividend yield, MYLD or FYLD?

FYLD has the higher dividend yield at 3.62%, compared with 2.07% for MYLD.

What is the main difference between MYLD and FYLD?

MYLD is categorized as Small Cap Value Equities, while FYLD is Global Equities.

Which has better risk-adjusted returns?

FYLD currently has the higher Sharpe Ratio (3.60 vs 2.14), 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.