MYLD vs. GAA
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and GAA (Cambria Global Asset Allocation ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while GAA is a Diversified Portfolio fund actively managed by Cambria. Both are actively managed. Over the past year, MYLD returned 38.77% vs 21.16% for GAA. A 0.52 correlation means they provide meaningful diversification when combined. MYLD charges 0.59%/yr vs 0.41%/yr for GAA.
Performance
MYLD vs. GAA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MYLD achieves a 15.16% return, which is significantly higher than GAA's 9.52% return.
MYLD
- 1D
- 1.52%
- 1M
- 1.38%
- YTD
- 15.16%
- 6M
- 16.13%
- 1Y
- 38.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GAA
- 1D
- 0.13%
- 1M
- 0.70%
- YTD
- 9.52%
- 6M
- 11.08%
- 1Y
- 21.16%
- 3Y*
- 14.39%
- 5Y*
- 6.40%
- 10Y*
- 7.66%
MYLD vs. GAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 15.16% | 10.48% | 6.95% |
GAA Cambria Global Asset Allocation ETF | 9.52% | 18.76% | 6.58% |
Correlation
The correlation between MYLD and GAA is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024 | 0.52 |
The correlation between MYLD and GAA has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MYLD vs. GAA — Risk / Return Rank
MYLD
GAA
MYLD vs. GAA - 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 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.
| MYLD | GAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 3.68 | +0.25 |
| Martin ratioReturn relative to average drawdown | 11.41 | 14.09 | -2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MYLD | GAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.34 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.64 | +0.05 |
Drawdowns
MYLD vs. GAA - Drawdown Comparison
The maximum MYLD drawdown since its inception was -28.23%, which is greater than GAA's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for MYLD and GAA.
Loading charts...
Drawdown Indicators
| MYLD | GAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -26.57% | -1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -5.78% | -4.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.57% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.54% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -3.85% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 1.51% | +1.90% |
Volatility
MYLD vs. GAA - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.75% compared to Cambria Global Asset Allocation ETF (GAA) at 2.49%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MYLD | GAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 2.49% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 7.38% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 9.16% | +9.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 11.28% | +8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 11.09% | +8.87% |
MYLD vs. GAA - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than GAA's 0.41% expense ratio.
Dividends
MYLD vs. GAA - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.07%, less than GAA's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 3.58% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
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
MYLD and GAA have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYLD has higher volatility (4.75%) compared to GAA (2.49%). In terms of maximum drawdown, MYLD dropped -28.23% vs GAA's -26.57%.
On 1-year performance, MYLD leads with 38.77% vs 21.16% for GAA. On fees, GAA is cheaper at 0.41% per year. On volatility, GAA has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYLD has performed better with a 38.77% return vs 21.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GAA is cheaper with a 0.41% expense ratio, compared with 0.59% for MYLD.
GAA has the higher dividend yield at 3.58%, compared with 2.07% for MYLD.
MYLD is categorized as Small Cap Value Equities, while GAA is Diversified Portfolio. Their fees differ too: 0.59% for MYLD and 0.41% for GAA.
GAA currently has the higher Sharpe Ratio (2.34 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.
Find the right allocation for MYLD and GAA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer