MYLD vs. VTWO

In the year-to-date period, MYLD achieves a -8.74% return, which is significantly lower than VTWO's -6.82% return.

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MYLD has a 0.59% expense ratio, which is higher than VTWO's 0.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Vanguard Russell 2000 ETF (VTWO). 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.

The current MYLD Sharpe Ratio is -0.36, which is lower than the VTWO Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of MYLD and VTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MYLD's dividend yield for the trailing twelve months is around 8.30%, more than VTWO's 1.39% yield.

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for MYLD and VTWO.

Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 6.90% compared to Vanguard Russell 2000 ETF (VTWO) at 6.47%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.