MYLD vs. VAMO

Last updated Jun 3, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and VAMO (Cambria Value and Momentum ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while VAMO is a Momentum fund actively managed by Cambria. Both are actively managed. Over the past year, MYLD returned 40.46% vs 18.69% for VAMO. A 0.75 correlation means they provide meaningful diversification when combined. MYLD charges 0.59%/yr vs 0.65%/yr for VAMO.

Performance

MYLD vs. VAMO - 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 Value and Momentum ETF (VAMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYLD achieves a 15.08% return, which is significantly higher than VAMO's 3.11% return.

MYLD

• 1D: 0.71%
• 1M: 1.15%
• YTD: 15.08%
• 6M: 17.58%
• 1Y: 40.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VAMO

• 1D: 0.73%
• 1M: -1.50%
• YTD: 3.11%
• 6M: 5.31%
• 1Y: 18.69%
• 3Y*: 13.89%
• 5Y*: 8.06%
• 10Y*: 5.63%

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

MYLD vs. VAMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	15.08%	10.48%	6.95%
VAMO Cambria Value and Momentum ETF	3.11%	16.51%	7.26%

Correlation

The correlation between MYLD and VAMO is 0.68, 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	0.68
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024	0.75

The correlation between MYLD and VAMO has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

Return for Risk

MYLD vs. VAMO — 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: 65
MYLD Calmar Ratio Rank: 76
MYLD Martin Ratio Rank: 63

VAMO

VAMO Risk / Return Rank: 53
VAMO Sharpe Ratio Rank: 48
VAMO Sortino Ratio Rank: 50
VAMO Omega Ratio Rank: 45
VAMO Calmar Ratio Rank: 66
VAMO Martin Ratio Rank: 56

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. VAMO - 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 Value and Momentum ETF (VAMO). 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	VAMO	Difference
Sharpe ratio Return per unit of total volatility	2.24	1.68	+0.56
Sortino ratio Return per unit of downside risk	3.26	2.47	+0.79
Omega ratio Gain probability vs. loss probability	1.40	1.29	+0.11
Calmar ratio Return relative to maximum drawdown	3.96	3.38	+0.59
Martin ratio Return relative to average drawdown	11.54	9.81	+1.74
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. VAMO - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.24, which is higher than the VAMO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of MYLD and VAMO, 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	VAMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	1.68	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.47	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.24	+0.44

Drawdowns

MYLD vs. VAMO - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for MYLD and VAMO.

Drawdown Indicators

	MYLD	VAMO	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-41.84%	+13.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-5.55%	-4.37%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.84%	—
Current Drawdown Current decline from peak	0.00%	-2.80%	+2.80%
Average Drawdown Average peak-to-trough decline	-6.01%	-9.98%	+3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	1.91%	+1.50%

Volatility

MYLD vs. VAMO - Volatility Comparison

Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.84% compared to Cambria Value and Momentum ETF (VAMO) at 2.98%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYLD	VAMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.98%	+1.86%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	7.68%	+4.15%
Volatility (1Y) Calculated over the trailing 1-year period	18.18%	11.19%	+6.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.95%	17.34%	+2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.95%	18.10%	+1.85%

MYLD vs. VAMO - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is lower than VAMO's 0.65% expense ratio.

Dividends

MYLD vs. VAMO - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.07%, more than VAMO's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VAMO Cambria Value and Momentum ETF	0.63%	1.41%	0.84%	1.35%	1.10%	1.07%	1.03%	1.15%	1.03%	0.35%	0.56%	0.20%

Frequently Asked Questions

Can I hold both MYLD and VAMO in my portfolio?

MYLD and VAMO have a correlation of 0.68, 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 VAMO?

MYLD has higher volatility (4.84%) compared to VAMO (2.98%). In terms of maximum drawdown, MYLD dropped -28.23% vs VAMO's -41.84%.

Which ETF is better, MYLD or VAMO?

On 1-year performance, MYLD leads with 40.46% vs 18.69% for VAMO. On fees, MYLD is cheaper at 0.59% per year. On volatility, VAMO has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or VAMO?

Over the 1-year period, MYLD has performed better with a 40.46% return vs 18.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or VAMO?

MYLD is cheaper with a 0.59% expense ratio, compared with 0.65% for VAMO.

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

MYLD has the higher dividend yield at 2.07%, compared with 0.63% for VAMO.

What is the main difference between MYLD and VAMO?

MYLD is categorized as Small Cap Value Equities, while VAMO is Momentum. Their fees differ too: 0.59% for MYLD and 0.65% for VAMO.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.24 vs 1.68), 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.