MYLD vs. TCV

Last updated Jul 17, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and TCV (Towle Value ETF) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, MYLD returned 43.44% vs 32.54% for TCV. A 0.75 correlation means they provide meaningful diversification when combined. MYLD charges 0.59%/yr vs 0.85%/yr for TCV.

Performance

MYLD vs. TCV - Performance Comparison

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

Returns By Period

In the year-to-date period, MYLD achieves a 26.42% return, which is significantly lower than TCV's 28.70% return.

MYLD

• 1D: 2.69%
• 1M: 7.86%
• 6M: 17.95%
• YTD: 26.42%
• 1Y: 43.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TCV

• 1D: 0.01%
• 1M: 4.66%
• 6M: 13.75%
• YTD: 28.70%
• 1Y: 32.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MYLD vs. TCV - Yearly Performance Comparison

	2026 (YTD)	2025
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	26.42%	13.46%
TCV Towle Value ETF	28.70%	2.99%

Correlation

The correlation between MYLD and TCV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 17, 2025	0.75

Return for Risk

MYLD vs. TCV — Risk / Return Rank

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

MYLD

MYLD Risk / Return Rank: 88
MYLD Sharpe Ratio Rank: 90
MYLD Sortino Ratio Rank: 91
MYLD Omega Ratio Rank: 87
MYLD Calmar Ratio Rank: 90
MYLD Martin Ratio Rank: 82

TCV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TCV - Risk-Adjusted Trends Comparison

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

	MYLD	TCV	Difference
Sharpe ratio: Return per unit of total volatility	2.40	—	—
Sortino ratio: Return per unit of downside risk	3.45	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	4.40	—	—
Martin ratio: Return relative to average drawdown	12.79	—	—

Drawdowns

MYLD vs. TCV - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, which is greater than TCV's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for MYLD and TCV.

Drawdown Indicators

	MYLD	TCV	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-12.23%	-16.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-12.23%	+2.31%
Current Drawdown Current decline from peak	0.00%	-0.09%	+0.09%
Average Drawdown Average peak-to-trough decline	-5.75%	-3.29%	-2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	—	—

Volatility

Volatility by Period

	MYLD	TCV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.17%	21.12%	-2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	21.12%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.79%	21.12%	-1.33%

MYLD vs. TCV - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is lower than TCV's 0.85% expense ratio.

Dividends

MYLD vs. TCV - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.09%, more than TCV's 0.56% yield.

Position	TTM	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.09%	6.22%	3.26%
TCV Towle Value ETF	0.56%	0.31%	0.00%

Frequently Asked Questions

Can I hold both MYLD and TCV in my portfolio?

MYLD and TCV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MYLD or TCV?

On 1-year performance, MYLD leads with 43.44% vs 32.54% for TCV. On fees, MYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or TCV?

Over the 1-year period, MYLD has performed better with a 43.44% return vs 32.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or TCV?

MYLD is cheaper with a 0.59% expense ratio, compared with 0.85% for TCV.

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

MYLD has the higher dividend yield at 2.09%, compared with 0.56% for TCV.

What is the main difference between MYLD and TCV?

They also come from different issuers: Cambria and Towle. Their fees differ too: 0.59% for MYLD and 0.85% for TCV.