MYLD vs. VTWO
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and VTWO (Vanguard Russell 2000 ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while VTWO is a Small Cap Blend Equities fund tracking the Russell 2000 Index. MYLD is actively managed, while VTWO is passively managed. Over the past year, MYLD returned 47.22% vs 37.17% for VTWO. Their correlation of 0.80 means they have usually moved in the same direction. MYLD charges 0.59%/yr vs 0.06%/yr for VTWO.
Performance
MYLD vs. VTWO - Performance Comparison
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Returns By Period
In the year-to-date period, MYLD achieves a 25.12% return, which is significantly higher than VTWO's 18.91% return.
MYLD
- 1D
- -0.51%
- 1M
- 3.43%
- 6M
- 16.52%
- YTD
- 25.12%
- 1Y
- 47.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.25%
VTWO
- 1D
- -0.42%
- 1M
- -2.08%
- 6M
- 12.79%
- YTD
- 18.91%
- 1Y
- 37.17%
- 3Y*
- 15.32%
- 5Y*
- 7.17%
- 10Y*
- 10.85%
- ALL TIME*
- 11.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $126.33K | $349.61K | $181.38K | |
| $175.65M | $196.25M | $231.49M |
MYLD vs. VTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 25.12% | 10.48% | 6.53% |
VTWO Vanguard Russell 2000 ETF | 18.91% | 12.90% | 15.36% |
Correlation
The correlation between MYLD and VTWO is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024 | 0.80 |
The correlation between MYLD and VTWO shifts across timeframes, from 0.68 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MYLD vs. VTWO — Risk / Return Rank
MYLD
VTWO
MYLD vs. VTWO - Risk-Adjusted Trends Comparison
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.
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 | VTWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.30 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.43 | 3.14 | +1.29 |
| Martin ratioReturn relative to average drawdown | 13.65 | 11.17 | +2.48 |
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Drawdowns
MYLD vs. VTWO - Drawdown Comparison
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.
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Drawdown Indicators
| MYLD | VTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -41.19% | +12.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -10.99% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.88% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.19% | — |
Current DrawdownCurrent decline from peak | -1.93% | -3.04% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -8.32% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.09% | +0.13% |
Volatility
MYLD vs. VTWO - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.72% compared to Vanguard Russell 2000 ETF (VTWO) at 3.79%. 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.
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Volatility by Period
| MYLD | VTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 3.79% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 14.10% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 19.35% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 22.43% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 23.06% | -3.34% |
MYLD vs. VTWO - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than VTWO's 0.06% expense ratio.
Dividends
MYLD vs. VTWO - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.11%, more than VTWO's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.11% | 6.22% | 3.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWO Vanguard Russell 2000 ETF | 1.11% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Frequently Asked Questions
MYLD and VTWO 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.
MYLD has higher volatility (4.72%) compared to VTWO (3.79%). In terms of maximum drawdown, MYLD dropped -28.23% vs VTWO's -41.19%.
On 1-year performance, MYLD leads with 47.22% vs 37.17% for VTWO. On fees, VTWO is cheaper at 0.06% per year. On volatility, VTWO has been the lower-risk option at 3.79%. 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 47.22% return vs 37.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTWO is cheaper with a 0.06% expense ratio, compared with 0.59% for MYLD.
MYLD has the higher dividend yield at 2.11%, compared with 1.11% for VTWO.
MYLD is categorized as Small Cap Value Equities, while VTWO is Small Cap Blend Equities. They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.59% for MYLD and 0.06% for VTWO.
MYLD currently has the higher Sharpe Ratio (2.47 vs 1.79), 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.
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