MYLD vs. VTWO

Last updated Jun 24, 2026

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 38.80% vs 41.24% for VTWO. Their correlation of 0.82 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.06%/yr for VTWO.

Performance

MYLD vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYLD achieves a 17.84% return, which is significantly lower than VTWO's 20.53% return.

MYLD

• 1D: 0.68%
• 1M: 4.17%
• YTD: 17.84%
• 6M: 16.79%
• 1Y: 38.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTWO

• 1D: -0.94%
• 1M: 3.85%
• YTD: 20.53%
• 6M: 17.73%
• 1Y: 41.24%
• 3Y*: 19.49%
• 5Y*: 6.45%
• 10Y*: 11.73%

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

MYLD vs. VTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	17.84%	10.48%	6.53%
VTWO Vanguard Russell 2000 ETF	20.53%	12.90%	15.36%

Correlation

The correlation between MYLD and VTWO is 0.74, 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	0.74
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024	0.82

The correlation between MYLD and VTWO has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

Return for Risk

MYLD vs. VTWO — Risk / Return Rank

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

MYLD

MYLD Risk / Return Rank: 74
MYLD Sharpe Ratio Rank: 73
MYLD Sortino Ratio Rank: 76
MYLD Omega Ratio Rank: 70
MYLD Calmar Ratio Rank: 81
MYLD Martin Ratio Rank: 68

VTWO

VTWO Risk / Return Rank: 68
VTWO Sharpe Ratio Rank: 67
VTWO Sortino Ratio Rank: 65
VTWO Omega Ratio Rank: 58
VTWO Calmar Ratio Rank: 76
VTWO Martin Ratio Rank: 73

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. 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 ratio: Return per unit of total volatility	2.13	2.11	+0.02
Sortino ratio: Return per unit of downside risk	3.09	2.89	+0.20
Omega ratio: Gain probability vs. loss probability	1.38	1.34	+0.03
Calmar ratio: Return relative to maximum drawdown	3.93	3.77	+0.16
Martin ratio: Return relative to average drawdown	11.37	13.36	-1.99

MYLD vs. VTWO - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.13, which is comparable to the VTWO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of MYLD and VTWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	MYLD	VTWO	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-1.65%	-0.94%	-0.71%
Average Drawdown Average peak-to-trough decline	-5.89%	-8.36%	+2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	3.10%	+0.32%

Volatility

MYLD vs. VTWO - Volatility Comparison

The current volatility for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) is 4.63%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 6.57%. This indicates that MYLD experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYLD	VTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	6.57%	-1.94%
Volatility (6M) Calculated over the trailing 6-month period	12.08%	14.28%	-2.20%
Volatility (1Y) Calculated over the trailing 1-year period	18.36%	19.68%	-1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.89%	22.56%	-2.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	23.11%	-3.22%

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 2.24%, more than VTWO's 1.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.24%	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	1.10%	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

Can I hold both MYLD and VTWO in my portfolio?

MYLD and VTWO have a correlation of 0.74, 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 VTWO?

VTWO has higher volatility (6.57%) compared to MYLD (4.63%). In terms of maximum drawdown, MYLD dropped -28.23% vs VTWO's -41.19%.

Which ETF is better, MYLD or VTWO?

On 1-year performance, VTWO leads with 41.24% vs 38.80% for MYLD. On fees, VTWO is cheaper at 0.06% per year. On volatility, MYLD has been the lower-risk option at 4.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or VTWO?

Over the 1-year period, VTWO has performed better with a 41.24% return vs 38.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or VTWO?

VTWO is cheaper with a 0.06% expense ratio, compared with 0.59% for MYLD.

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

MYLD has the higher dividend yield at 2.24%, compared with 1.10% for VTWO.

What is the main difference between MYLD and 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.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.13 vs 2.11), 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.